Importance Sampling for Pathwise Sensitivity of Stochastic Chaotic Systems (2021)

First Author: Fang W
Attributed to:  Inference, COmputation and Numerics for Insights into Cities (ICONIC) funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1137/20m1352454

Publication URI: http://dx.doi.org/10.1137/20m1352454

Type: Journal Article/Review

Parent Publication: SIAM/ASA Journal on Uncertainty Quantification

Issue: 3