A Measure-Theoretic Computational Method for Inverse Sensitivity Problems I: Method and Analysis

DOI10.1137/100785946zbMath1234.60062OpenAlexW2041771460WikidataQ36802622 ScholiaQ36802622MaRDI QIDQ3116387

J. Breidt, Donald J. Estep, Troy Butler

Publication date: 22 February 2012

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc3638864

zbMATH Keywords

parameter estimationsensitivity analysisdensity estimationmodel calibrationnonparametric density estimationadjoint problemset-valued inverseinverse sensitivity analysis

Mathematics Subject Classification ID

Computational methods for problems pertaining to probability theory (60-08) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

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