Robust Information Divergences for Model-Form Uncertainty Arising from Sparse Data in Random PDE

DOI10.1137/17M1143344WikidataQ129161048 ScholiaQ129161048MaRDI QIDQ4611520

Eric J. Hall, Markos A. Katsoulakis

Publication date: 21 January 2019

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1708.03718

zbMATH Keywords

sensitivity analysissteady-state flowsparse dataconcentration inequalitiesuncertainty quantificationmodel misspecificationinformation divergenceepistemicrandom PDEdata-informed

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Measures of information, entropy (94A17)

Related Items (3)

Mutual information for explainable deep learning of multiscale systems ⋮ Model Uncertainty and Correctability for Directed Graphical Models ⋮ Causality and Bayesian network PDEs for multiscale representations of porous media

Uses Software

• RandomFields

Cites Work

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