A distribution-free approach to inducing rank correlation among input variables

From MaRDI portal
Revision as of 23:59, 5 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:117710

DOI10.1080/03610918208812265zbMath0496.65071OpenAlexW1994665973MaRDI QIDQ117710

Ronald L. Iman, W. J. Conover, W. J. Conover, Ronald L. Iman

Publication date: January 1982

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918208812265




Related Items (82)

Large eddy simulation of a turbulent flame using tabulated chemistry with a novel multivariate PDFAnalysis of variance designs for model outputAsynchronous parallel hybrid optimization combining DIRECT and GSSNumerical accuracy and efficiency in the propagation of epistemic and aleatory uncertaintiesRepresenting parametric probabilistic models tainted with imprecisionStatistical dependence through common risk factors: With applications in uncertainty analysisA Simple Distribution-Free Algorithm for Generating Simulated High-Dimensional Correlated Data with an Autoregressive StructureReliability of global sensitivity indicesThe precision of regression-type estimator for incremental cost–effectiveness ratioUsing integer programming techniques for the solution of an experimental design problemMonte-Carlo-type techniques for processing interval uncertainty, and their potential engineering applicationsA response-modeling approach to global optimization and OUUObtaining minimum-correlation Latin hypercube sampling plans using an IP-based heuristicUncertainty and Sensitivity Analysis for Models of Complex SystemsA Practical Global Sensitivity Analysis Methodology for Multi-Physics ApplicationsAdaptive refined descriptive sampling algorithm for dependent variables using Iman and Conover method in Monte Carlo simulationPhase-specific cancer-immune model considering acquired resistance to therapeutic agentsGenerating multivariate correlated samplesAn algorithm to generate samples of multi-variate distributions with correlated marginals.On the reliability of structures equipped with a class of friction-based devices under stochastic excitationResilient route design for collection of material from suppliers with split deliveries and stochastic demandsMultivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure TransportationOn Sampling Methods for Costly Multi-Objective Black-Box OptimizationExploratory ensemble designs for environmental models using k‐extended Latin HypercubesSpearman rank correlation of the bivariate Student \(t\) and scale mixtures of normal distributionsSetting targets for surrogate-based optimizationAn efficient binning scheme with application to statistical crack mechanicsProjection array based designs for computer experimentsSensitivity analysis of linear time-invariant compartmental models with steady-state constraintSampling methods and sensitivity analysis for large parameter setsCopula based hierarchical risk aggregation through sample reorderingLatin hypercube sampling with multidimensional uniformityUnnamed ItemConditional Latin hypercube simulation of (log)Gaussian random fieldsA probabilistic model for bounded elasticity tensor random fields with application to polycrystalline microstructuresSpace-filling Latin hypercube designs based on randomization restrictions in factorial experimentsComputational modeling issues and methods for the ``regulatory problem in engineering - solution to the thermal problemError and variability characterization in structural dynamics modelingComputational modeling issues and methods for the ``regulatory problem in engineering - solutions to the structural dynamics and static frame problemsMultivariate composite distributions for coefficients in synthetic optimization problemsA stochastic Lagrangian approach for geometrical uncertainties in electrostaticsMachine learning regression approaches for predicting the ultimate buckling load of variable-stiffness composite cylindersEfficient simulation of (\(\log\))normal random fields for hydrogeological applicationsSensitivity and uncertainty analysis for flexoelectric nanostructuresA workflow for decision making under uncertaintyComputing Shapley Effects for Sensitivity Analysis“Understanding Relationships Using Copulas,” Edward Frees and Emiliano Valdez, January 1998Accounting for high-order correlations in probabilistic characterization of environmental variables, and evaluationA simple method for effective multi-site generation of stochastic hydrologic time seriesExploring the variance contributions of correlated model parameters: a sampling-based approach and its application in traffic simulation modelsLatin hypercube sampling with inequality constraintsA misspecification test for the higher order co-moments of the factor modelEnergetic–statistical size effect simulated by SFEM with stratified sampling and crack band modelA heuristic approach for the generation of multivariate random samples with specified marginal distributions and correlation matrixA study on algorithms for optimization of Latin hypercubesA Study on the Reliability of Consecutivek-Out-of-n: G Systems Based on CopulaSimJointDecoupling correlated and uncorrelated parametric uncertainty contributions for nonlinear modelsA methodology for performing global uncertainty and sensitivity analysis in systems biologyA black-box scatter search for optimization problems with integer variablesA matching algorithm for generation of statistically dependent random variables with arbitrary marginalsProbability distributions with given multivariate marginals and given dependence structureThe Gaussian rank correlation estimator: robustness propertiesGlobal fitting of the response surface via estimating multiple contours of a simulatorRisk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributionsFinding maximin Latin hypercube designs by iterated local search heuristicsSampling algorithms for generating joint uniform distributions using the Vine-Copula methodExtending a global sensitivity analysis technique to models with correlated parametersMatrix completion for cost reduction in finite element simulations under hybrid uncertaintiesLeast squares polynomial chaos expansion: a review of sampling strategiesOn efficient design of pilot experiment for generalized linear modelsDynamic modeling of herpes simplex virus type-2 (HSV-2) transmission: Issues in structural uncertaintyTweedie double GLM loss triangles with dependence within and across business linesA sampling-based computational strategy for the representation of epistemic uncertainty in model predictions with evidence theoryCompatible matrices of Spearman's rank correlationA copula‐based risk aggregation modelVines -- a new graphical model for dependent random variables.Hierarchical Probabilistic Forecasting of Electricity Demand With Smart Meter DataRegression-Based Sensitivity Analysis and Robust DesignInducing Any Feasible Level of Correlation to Bivariate Data With Any MarginalsMaking best use of model evaluations to compute sensitivity indicesStochastic target-mediated drug disposition model based on birth-death process and its parameter inference using approximate Bayesian computation-MCMC




Cites Work




This page was built for publication: A distribution-free approach to inducing rank correlation among input variables