Distinguishing and integrating aleatoric and epistemic variation in uncertainty quantification
ESAIM: M2AN, 47 3 (2013) 635-662
Published online: 2013-03-29
Articles citing this article
The Citing articles tool gives a list of articles citing the current article.
The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).
Cited article:
This article has been cited by the following article(s):
Quasistatic approximation to time-inhomogeneous stochastic differential equations
Jeremiah BirrellJournal of Applied Probability 1 (2026)
https://doi.org/10.1017/jpr.2026.10092
Concentration inequalities and UQ bounds for hypocoercive MCMC samplers
Jeremiah Birrell and Luc Rey-BelletQuarterly of Applied Mathematics (2025)
https://doi.org/10.1090/qam/1732
Effect of the variation of oxygen concentration on the laminar burning velocities of hydrogen-enriched methane flames
Sven Eckart, István Gyula Zsély, Hartmut Krause and Tamás TurányiInternational Journal of Hydrogen Energy 49 533 (2024)
https://doi.org/10.1016/j.ijhydene.2023.08.217
Wasserstein Sensitivity of Risk and Uncertainty Propagation
Oliver G. Ernst, Alois Pichler and Björn SprungkSIAM/ASA Journal on Uncertainty Quantification 10 (3) 915 (2022)
https://doi.org/10.1137/20M1325459
27 (2022)
https://doi.org/10.1016/B978-0-32-399275-6.00010-1
Optimizing Variational Representations of Divergences and Accelerating Their Statistical Estimation
Jeremiah Birrell, Markos A. Katsoulakis and Yannis PantazisIEEE Transactions on Information Theory 68 (7) 4553 (2022)
https://doi.org/10.1109/TIT.2022.3160659
Model Uncertainty and Correctability for Directed Graphical Models
Panagiota Birmpa, Jinchao Feng, Markos A. Katsoulakis and Luc Rey-BelletSIAM/ASA Journal on Uncertainty Quantification 10 (4) 1461 (2022)
https://doi.org/10.1137/21M1434453
Formulation and properties of a divergence used to compare probability measures without absolute continuity
Paul Dupuis and Yixiang MaoESAIM: Control, Optimisation and Calculus of Variations 28 10 (2022)
https://doi.org/10.1051/cocv/2022002
https://doi.org/10.1016/B978-0-32-399275-6.00016-2
1 (2021)
https://doi.org/10.1109/MFI52462.2021.9591193
Quantification of model uncertainty on path-spaceviagoal-oriented relative entropy
Jeremiah Birrell, Markos A. Katsoulakis and Luc Rey-BelletESAIM: Mathematical Modelling and Numerical Analysis 55 (1) 131 (2021)
https://doi.org/10.1051/m2an/2020070
Lagrangian Uncertainty Quantification and Information Inequalities for Stochastic Flows
Michal Branicki and Kenneth UdaSIAM/ASA Journal on Uncertainty Quantification 9 (3) 1242 (2021)
https://doi.org/10.1137/19M1263133
An uncertainty-based model of the effects of fixation on choice
Zhi-Wei Li, Wei Ji Ma and Samuel J. GershmanPLOS Computational Biology 17 (8) e1009190 (2021)
https://doi.org/10.1371/journal.pcbi.1009190
Uncertainty Quantification for Markov Random Fields
Panagiota Birmpa and Markos A. KatsoulakisSIAM/ASA Journal on Uncertainty Quantification 9 (4) 1457 (2021)
https://doi.org/10.1137/20M1374614
Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence
Rami Atar, Amarjit Budhiraja, Paul Dupuis and Ruoyu WuThe Annals of Applied Probability 31 (3) (2021)
https://doi.org/10.1214/20-AAP1613
Sensitivity analysis for rare events based on Rényi divergence
Paul Dupuis, Markos A. Katsoulakis, Yannis Pantazis and Luc Rey-BelletThe Annals of Applied Probability 30 (4) (2020)
https://doi.org/10.1214/19-AAP1468
How Biased Is Your Model? Concentration Inequalities, Information and Model Bias
Konstantinos Gourgoulias, Markos A. Katsoulakis, Luc Rey-Bellet and Jie WangIEEE Transactions on Information Theory 66 (5) 3079 (2020)
https://doi.org/10.1109/TIT.2020.2977067
Uncertainty Quantification for Markov Processes via Variational Principles and Functional Inequalities
Jeremiah Birrell and Luc Rey-BelletSIAM/ASA Journal on Uncertainty Quantification 8 (2) 539 (2020)
https://doi.org/10.1137/19M1237429
Brownian Control Problems for a Multiclass M/M/1 Queueing Problem with Model Uncertainty
Asaf CohenMathematics of Operations Research 44 (2) 739 (2019)
https://doi.org/10.1287/moor.2018.0944
Global sensitivity analysis in the context of imprecise probabilities (p-boxes) using sparse polynomial chaos expansions
Roland Schöbi and Bruno SudretReliability Engineering & System Safety 187 129 (2019)
https://doi.org/10.1016/j.ress.2018.11.021
Quantifying Distributional Model Risk via Optimal Transport
Jose Blanchet and Karthyek MurthyMathematics of Operations Research 44 (2) 565 (2019)
https://doi.org/10.1287/moor.2018.0936
The Verriest Lecture: Color vision in an uncertain world
David H. FosterJournal of the Optical Society of America A 35 (4) B192 (2018)
https://doi.org/10.1364/JOSAA.35.00B192
Robust Information Divergences for Model-Form Uncertainty Arising from Sparse Data in Random PDE
Eric Joseph Hall and Markos A. KatsoulakisSIAM/ASA Journal on Uncertainty Quantification 6 (4) 1364 (2018)
https://doi.org/10.1137/17M1143344
46 (2018)
https://doi.org/10.1117/12.2288362
Uncertainty Quantification and Predictive Computational Science
Ryan G. McClarrenUncertainty Quantification and Predictive Computational Science 305 (2018)
https://doi.org/10.1007/978-3-319-99525-0_12
Scalable information inequalities for uncertainty quantification
Markos A. Katsoulakis, Luc Rey-Bellet and Jie WangJournal of Computational Physics 336 513 (2017)
https://doi.org/10.1016/j.jcp.2017.02.020
Information Metrics For Long-Time Errors in Splitting Schemes For Stochastic Dynamics and Parallel Kinetic Monte Carlo
Konstantinos Gourgoulias, Markos A. Katsoulakis and Luc Rey-BelletSIAM Journal on Scientific Computing 38 (6) A3808 (2016)
https://doi.org/10.1137/15M1047271
Path-space variational inference for non-equilibrium coarse-grained systems
Vagelis Harmandaris, Evangelia Kalligiannaki, Markos Katsoulakis and Petr PlecháčJournal of Computational Physics 314 355 (2016)
https://doi.org/10.1016/j.jcp.2016.03.021
Path-Space Information Bounds for Uncertainty Quantification and Sensitivity Analysis of Stochastic Dynamics
Paul Dupuis, Markos A. Katsoulakis, Yannis Pantazis and Petr PlecháčSIAM/ASA Journal on Uncertainty Quantification 4 (1) 80 (2016)
https://doi.org/10.1137/15M1025645
Robust Bounds on Risk-Sensitive Functionals via Rényi Divergence
Rami Atar, Kenny Chowdhary and Paul DupuisSIAM/ASA Journal on Uncertainty Quantification 3 (1) 18 (2015)
https://doi.org/10.1137/130939730
An Efficient Method for Uncertainty Propagation using Fuzzy Sets
Xiaoxiao Chen, Yanyan He and Dongbin XiuSIAM Journal on Scientific Computing 37 (6) A2488 (2015)
https://doi.org/10.1137/140997385
On Upper and Lower Bounds for Quantity of Interest in Problems Subject to Epistemic Uncertainty
Jing Li, Xin Qi and Dongbin XiuSIAM Journal on Scientific Computing 36 (2) A364 (2014)
https://doi.org/10.1137/120892969
Parametric sensitivity analysis for biochemical reaction networks based on pathwise information theory
Yannis Pantazis, Markos A Katsoulakis and Dionisios G VlachosBMC Bioinformatics 14 (1) (2013)
https://doi.org/10.1186/1471-2105-14-311