Global sensitivity analysis: a Bayesian learning based polynomial chaos approach

DOI10.1016/j.jcp.2020.109539zbMath1440.62093OpenAlexW3025640220MaRDI QIDQ2194350

Biswarup Bhattacharyya

Publication date: 25 August 2020

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2020.109539

zbMATH Keywords

global sensitivity analysisBayesian approachSobol' indicessparse polynomial chaos expansionautomatic relevance determination

Mathematics Subject Classification ID

Bayesian inference (62F15) Hydrology, hydrography, oceanography (86A05)

Related Items (2)

Sparse Polynomial Chaos Expansions: Literature Survey and Benchmark ⋮ On the use of sparse Bayesian learning-based polynomial chaos expansion for global reliability sensitivity analysis

Uses Software

• UQLab
• SAFE Toolbox
• PRMLT

Cites Work

• Sensitivity analysis: a review of recent advances
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• The jackknife estimate of variance
• Analysis of variance designs for model output
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• A data-driven framework for sparsity-enhanced surrogates with arbitrary mutually dependent randomness
• Bayesian sparse polynomial chaos expansion for global sensitivity analysis
• On polynomial chaos expansion via gradient-enhanced \(\ell_1\)-minimization
• Adaptive surrogate modeling by ANOVA and sparse polynomial dimensional decomposition for global sensitivity analysis in fluid simulation
• Sparse variational Bayesian approximations for nonlinear inverse problems: applications in nonlinear elastography
• Wiener-Hermite polynomial expansion for multivariate Gaussian probability measures
• Inference with normal-gamma prior distributions in regression problems
• 10.1162/15324430152748236
• Sparse Bayesian Nonlinear System Identification Using Variational Inference
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
• On a Minimum Property of the Free Energy
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
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