{"paper":{"title":"Sensitivity Analysis for Rare Events based on R\\'enyi Divergence","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Luc Rey-Bellet, Markos A. Katsoulakis, Paul Dupuis, Yannis Pantazis","submitted_at":"2018-05-17T18:25:56Z","abstract_excerpt":"Rare events play a key role in many applications and numerous algorithms have been proposed for estimating the probability of a rare event. However, relatively little is known on how to quantify the sensitivity of the probability with respect to model parameters. In this paper, instead of the direct statistical estimation of rare event sensitivities, we develop novel and general uncertainty quantification and sensitivity bounds which are not tied to specific rare event simulation methods and which apply to families of rare events. Our method is based on a recently derived variational represent"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1805.06917","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}