A Bayesian Approach for Global Sensitivity Analysis of (Multifidelity) Computer Codes

DOI10.1137/130926869zbMath1308.62107arXiv1307.2223OpenAlexW1996475268MaRDI QIDQ2938447

Loic Le Gratiet, Claire Cannamela, Bertrand Iooss

Publication date: 14 January 2015

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.2223

zbMATH Keywords

Bayesian analysissensitivity analysisGaussian process regressionmultifidelity modelcomplex computer codesSobol index

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Bayesian inference (62F15) Prediction theory (aspects of stochastic processes) (60G25) Nonparametric inference (62G99)

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