A relative entropy rate method for path space sensitivity analysis of stationary complex stochastic dynamics
نویسندگان
چکیده
منابع مشابه
A relative entropy rate method for path space sensitivity analysis of stationary complex stochastic dynamics.
We propose a new sensitivity analysis methodology for complex stochastic dynamics based on the relative entropy rate. The method becomes computationally feasible at the stationary regime of the process and involves the calculation of suitable observables in path space for the relative entropy rate and the corresponding Fisher information matrix. The stationary regime is crucial for stochastic d...
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ژورنال
عنوان ژورنال: The Journal of Chemical Physics
سال: 2013
ISSN: 0021-9606,1089-7690
DOI: 10.1063/1.4789612