A randomized orthogonal array-based procedure for the estimation of first- and second-order Sobol' indices (Q5220793): Difference between revisions

Latest revision as of 04:46, 22 July 2024

scientific article; zbMATH DE number 7183138

Language	Label	Description	Also known as
English	A randomized orthogonal array-based procedure for the estimation of first- and second-order Sobol' indices	scientific article; zbMATH DE number 7183138

Statements

instance of

scholarly article

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title

A randomized orthogonal array-based procedure for the estimation of first- and second-order Sobol' indices (English)

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published in

Journal of Statistical Computation and Simulation

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publication date

27 March 2020

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zbMATH Keywords

global sensitivity analysis

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variance-based sensitivity indices

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numerical integration

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orthogonal arrays

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/00949655.2014.971799

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cites work

Q4950363

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A Class of Statistics with Asymptotically Normal Distribution

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The jackknife estimate of variance

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Nonlinear sensitivity analysis of multiparameter model systems

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Probabilistic Sensitivity Analysis of Complex Models: A Bayesian Approach

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Q5444939

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Q3225387

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Q4839975

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Monte Carlo and quasi-Monte Carlo sampling

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Q3723577

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Better estimation of small sobol' sensitivity indices

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Sampling plans based on balanced incomplete block designs for evaluating the importance of computer model inputs

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Asymptotic normality and efficiency of two Sobol index estimators

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Making best use of model evaluations to compute sensitivity indices

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Variance Components and Generalized Sobol' Indices

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Comparison of some efficient methods to evaluate the main effect of computer model factors

0 references

Q4514474

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A multivariate central limit theorem for randomized orthogonal array sampling designs in computer experiments

0 references

A combinatorial central limit theorem for randomized orthogonal array sampling designs

0 references

Q4003879

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Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index

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Q4856469

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Monte Carlo Variance of Scrambled Net Quadrature

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Scrambled net variance for integrals of smooth functions

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Nested Latin hypercube designs

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On Latin hypercube sampling

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Identifiers

zbMATH Open document ID

1457.62027

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DOI

10.1080/00949655.2014.971799

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5220793

@@ Property / cites work @@
+Q4950363
@@ Property / cites work: Q4950363 / rank @@
+Normal rank
@@ Property / cites work @@
+A Class of Statistics with Asymptotically Normal Distribution
+Normal rank
@@ Property / cites work @@
+The jackknife estimate of variance
@@ Property / cites work: The jackknife estimate of variance / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear sensitivity analysis of multiparameter model systems
+Normal rank
@@ Property / cites work @@
+Probabilistic Sensitivity Analysis of Complex Models: A Bayesian Approach
+Normal rank
@@ Property / cites work @@
+Q5444939
@@ Property / cites work: Q5444939 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3225387
@@ Property / cites work: Q3225387 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4839975
@@ Property / cites work: Q4839975 / rank @@
+Normal rank
@@ Property / cites work @@
+Monte Carlo and quasi-Monte Carlo sampling
@@ Property / cites work: Monte Carlo and quasi-Monte Carlo sampling / rank @@
+Normal rank
@@ Property / cites work @@
+Q3723577
@@ Property / cites work: Q3723577 / rank @@
+Normal rank
@@ Property / cites work @@
+Better estimation of small sobol' sensitivity indices
+Normal rank
@@ Property / cites work @@
+Sampling plans based on balanced incomplete block designs for evaluating the importance of computer model inputs
+Normal rank
@@ Property / cites work @@
+Asymptotic normality and efficiency of two Sobol index estimators
+Normal rank
@@ Property / cites work @@
+Making best use of model evaluations to compute sensitivity indices
+Normal rank
@@ Property / cites work @@
+Variance Components and Generalized Sobol' Indices
+Normal rank
@@ Property / cites work @@
+Comparison of some efficient methods to evaluate the main effect of computer model factors
+Normal rank
@@ Property / cites work @@
+Q4514474
@@ Property / cites work: Q4514474 / rank @@
+Normal rank
@@ Property / cites work @@
+A multivariate central limit theorem for randomized orthogonal array sampling designs in computer experiments
+Normal rank
@@ Property / cites work @@
+A combinatorial central limit theorem for randomized orthogonal array sampling designs
+Normal rank
@@ Property / cites work @@
+Q4003879
@@ Property / cites work: Q4003879 / rank @@
+Normal rank
@@ Property / cites work @@
+Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index
+Normal rank
@@ Property / cites work @@
+Q4856469
@@ Property / cites work: Q4856469 / rank @@
+Normal rank
@@ Property / cites work @@
+Monte Carlo Variance of Scrambled Net Quadrature
@@ Property / cites work: Monte Carlo Variance of Scrambled Net Quadrature / rank @@
+Normal rank
@@ Property / cites work @@
+Scrambled net variance for integrals of smooth functions
+Normal rank
@@ Property / cites work @@
+Nested Latin hypercube designs
@@ Property / cites work: Nested Latin hypercube designs / rank @@
+Normal rank
@@ Property / cites work @@
+On Latin hypercube sampling
@@ Property / cites work: On Latin hypercube sampling / rank @@
+Normal rank