2 papers
math.NA2021
Global sensitivity analysis of rare event probabilities
Michael Merritt, Alen Alexanderian, Pierre Gremaud
By their very nature, rare event probabilities are expensive to compute; they are also delicate to estimate as their value strongly depends on distributional assumptions on the mod…
math.NA2020
Multiscale global sensitivity analysis for stochastic chemical systems
Michael Merritt, Alen Alexanderian, Pierre A. Gremaud
Sensitivity analysis is routinely performed on simplified surrogate models as the cost of such analysis on the original model may be prohibitive. Little is known in general about t…