Computing first-order sensitivity indices with contribution to the sample mean plot

DOI10.1080/00949655.2014.932358zbMath1457.62217OpenAlexW2080580770MaRDI QIDQ5220792

R. Bolado-Lavin, Nathalie Saint-Geours, Vytis Kopustinskas, Stefano Tarantola

Publication date: 27 March 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2014.932358

zbMATH Keywords

Monte Carlo simulationimportance measuresvariance-based sensitivity analysiscontribution to the sample mean plotIshigami function

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Analysis of variance and covariance (ANOVA) (62J10) Graphical methods in statistics (62A09)

Uses Software

• DiceKriging
• DiceOptim

Cites Work

• Understanding and comparisons of different sampling approaches for the Fourier amplitudes sensitivity test (FAST)
• Analysis of variance designs for model output
• Global sensitivity measures from given data
• A Bayesian Approach for Global Sensitivity Analysis of (Multifidelity) Computer Codes
• A Class of Statistics with Asymptotically Normal Distribution
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
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