Tensor Algorithms for Advanced Sensitivity Metrics

DOI10.1137/17M1160252zbMath1401.65041arXiv1712.01633WikidataQ129339772 ScholiaQ129339772MaRDI QIDQ4689171

Enrique G. Paredes, Rafael Ballester-Ripoll, Renato Pajarola

Publication date: 15 October 2018

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

Full work available at URL: https://arxiv.org/abs/1712.01633

zbMATH Keywords

variance-based sensitivity analysisSobol indicessurrogate modelingtensor train decomposition

Mathematics Subject Classification ID

Multilinear algebra, tensor calculus (15A69)

Related Items (4)

Computing Shapley Effects for Sensitivity Analysis ⋮ Tensor Algorithms for Advanced Sensitivity Metrics ⋮ Tensor approximation of cooperative games and their semivalues ⋮ Optimal survival trees

Uses Software

• TT Toolbox
• TTPY
• SALib

Cites Work

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