40 citations · 115 across the 23 of their papers we have counts for
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Sensitivity Analysis for Rare Events based on Rényi Divergence
Paul Dupuis, Markos A. Katsoulakis, Yannis Pantazis +1
Rare events play a key role in many applications and numerous algorithms have been proposed for estimating the probability of a rare event. However, relatively little is known on h…
Path-space information bounds for uncertainty quantification and sensitivity analysis of stochastic dynamics
Paul Dupuis, Markos A. Katsoulakis, Yannis Pantazis +1
Uncertainty quantification is a primary challenge for reliable modeling and simulation of complex stochastic dynamics. Such problems are typically plagued with incomplete informati…
Pathwise Sensitivity Analysis in Transient Regimes
Georgios Arampatzis, Markos A. Katsoulakis, Yannis Pantazis
The instantaneous relative entropy (IRE) and the corresponding instanta- neous Fisher information matrix (IFIM) for transient stochastic processes are pre- sented in this paper. Th…