A distribution-free approach to inducing rank correlation among input variables
From MaRDI portal
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
simulationexampledistribution freemultivariate distributionrank correlation matrixestimate of the biasgeologic disposal of radioactive wastelarge-scale computer codesmultivariate input random variable
Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Geological problems (86A60) Computer aspects of numerical algorithms (65Y99)
Related Items
Large eddy simulation of a turbulent flame using tabulated chemistry with a novel multivariate PDF ⋮ Analysis of variance designs for model output ⋮ Asynchronous parallel hybrid optimization combining DIRECT and GSS ⋮ Numerical accuracy and efficiency in the propagation of epistemic and aleatory uncertainties ⋮ Representing parametric probabilistic models tainted with imprecision ⋮ Statistical dependence through common risk factors: With applications in uncertainty analysis ⋮ A Simple Distribution-Free Algorithm for Generating Simulated High-Dimensional Correlated Data with an Autoregressive Structure ⋮ Reliability of global sensitivity indices ⋮ The precision of regression-type estimator for incremental cost–effectiveness ratio ⋮ Using integer programming techniques for the solution of an experimental design problem ⋮ Monte-Carlo-type techniques for processing interval uncertainty, and their potential engineering applications ⋮ A response-modeling approach to global optimization and OUU ⋮ Obtaining minimum-correlation Latin hypercube sampling plans using an IP-based heuristic ⋮ Uncertainty and Sensitivity Analysis for Models of Complex Systems ⋮ A Practical Global Sensitivity Analysis Methodology for Multi-Physics Applications ⋮ Adaptive refined descriptive sampling algorithm for dependent variables using Iman and Conover method in Monte Carlo simulation ⋮ Phase-specific cancer-immune model considering acquired resistance to therapeutic agents ⋮ Generating multivariate correlated samples ⋮ An 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 excitation ⋮ Resilient route design for collection of material from suppliers with split deliveries and stochastic demands ⋮ Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation ⋮ On Sampling Methods for Costly Multi-Objective Black-Box Optimization ⋮ Exploratory ensemble designs for environmental models using k‐extended Latin Hypercubes ⋮ Spearman rank correlation of the bivariate Student \(t\) and scale mixtures of normal distributions ⋮ Setting targets for surrogate-based optimization ⋮ An efficient binning scheme with application to statistical crack mechanics ⋮ Projection array based designs for computer experiments ⋮ Sensitivity analysis of linear time-invariant compartmental models with steady-state constraint ⋮ Sampling methods and sensitivity analysis for large parameter sets ⋮ Copula based hierarchical risk aggregation through sample reordering ⋮ Latin hypercube sampling with multidimensional uniformity ⋮ Unnamed Item ⋮ Conditional Latin hypercube simulation of (log)Gaussian random fields ⋮ A probabilistic model for bounded elasticity tensor random fields with application to polycrystalline microstructures ⋮ Space-filling Latin hypercube designs based on randomization restrictions in factorial experiments ⋮ Computational modeling issues and methods for the ``regulatory problem in engineering - solution to the thermal problem ⋮ Error and variability characterization in structural dynamics modeling ⋮ Computational modeling issues and methods for the ``regulatory problem in engineering - solutions to the structural dynamics and static frame problems ⋮ Multivariate composite distributions for coefficients in synthetic optimization problems ⋮ A stochastic Lagrangian approach for geometrical uncertainties in electrostatics ⋮ Machine learning regression approaches for predicting the ultimate buckling load of variable-stiffness composite cylinders ⋮ Efficient simulation of (\(\log\))normal random fields for hydrogeological applications ⋮ Sensitivity and uncertainty analysis for flexoelectric nanostructures ⋮ A workflow for decision making under uncertainty ⋮ Computing Shapley Effects for Sensitivity Analysis ⋮ “Understanding Relationships Using Copulas,” Edward Frees and Emiliano Valdez, January 1998 ⋮ Accounting for high-order correlations in probabilistic characterization of environmental variables, and evaluation ⋮ A simple method for effective multi-site generation of stochastic hydrologic time series ⋮ Exploring the variance contributions of correlated model parameters: a sampling-based approach and its application in traffic simulation models ⋮ Latin hypercube sampling with inequality constraints ⋮ A misspecification test for the higher order co-moments of the factor model ⋮ Energetic–statistical size effect simulated by SFEM with stratified sampling and crack band model ⋮ A heuristic approach for the generation of multivariate random samples with specified marginal distributions and correlation matrix ⋮ A study on algorithms for optimization of Latin hypercubes ⋮ A Study on the Reliability of Consecutivek-Out-of-n: G Systems Based on Copula ⋮ SimJoint ⋮ Decoupling correlated and uncorrelated parametric uncertainty contributions for nonlinear models ⋮ A methodology for performing global uncertainty and sensitivity analysis in systems biology ⋮ A black-box scatter search for optimization problems with integer variables ⋮ A matching algorithm for generation of statistically dependent random variables with arbitrary marginals ⋮ Probability distributions with given multivariate marginals and given dependence structure ⋮ The Gaussian rank correlation estimator: robustness properties ⋮ Global fitting of the response surface via estimating multiple contours of a simulator ⋮ Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions ⋮ Finding maximin Latin hypercube designs by iterated local search heuristics ⋮ Sampling algorithms for generating joint uniform distributions using the Vine-Copula method ⋮ Extending a global sensitivity analysis technique to models with correlated parameters ⋮ Matrix completion for cost reduction in finite element simulations under hybrid uncertainties ⋮ Least squares polynomial chaos expansion: a review of sampling strategies ⋮ On efficient design of pilot experiment for generalized linear models ⋮ Dynamic modeling of herpes simplex virus type-2 (HSV-2) transmission: Issues in structural uncertainty ⋮ Tweedie double GLM loss triangles with dependence within and across business lines ⋮ A sampling-based computational strategy for the representation of epistemic uncertainty in model predictions with evidence theory ⋮ Compatible matrices of Spearman's rank correlation ⋮ A copula‐based risk aggregation model ⋮ Vines -- a new graphical model for dependent random variables. ⋮ Hierarchical Probabilistic Forecasting of Electricity Demand With Smart Meter Data ⋮ Regression-Based Sensitivity Analysis and Robust Design ⋮ Inducing Any Feasible Level of Correlation to Bivariate Data With Any Marginals ⋮ Making best use of model evaluations to compute sensitivity indices ⋮ Stochastic target-mediated drug disposition model based on birth-death process and its parameter inference using approximate Bayesian computation-MCMC
Cites Work
