A new variance-based global sensitivity analysis technique

DOI10.1016/J.CPC.2013.07.006MaRDI QIDQ340092zbMATH OpenOpenAlexFDO

Authors Pengfei Wei, Jingwen Song, Zhenzhou Lü

Publication date 11 November 2016

Published in Computer Physics Communications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cpc.2013.07.006

zbMATH Keywords

Monte Carlo simulation\(W\)-indicesmodel emulationSobol's indicesvariance ratio functionvariance-based sensitivity analysis

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Analysis of variance and covariance (ANOVA) (62J10)

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Cites work

• Derivative based global sensitivity measures and their link with global sensitivity indices
• Global sensitivity analysis: The primer
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
• Kriging metamodeling in simulation: a review
• Making best use of model evaluations to compute sensitivity indices
• Measure Theory and Probability Theory
• Moving least squares based sensitivity analysis for models with dependent variables
• On Latin hypercube sampling
• Uniformly distributed sequences with an additional uniform property

Cited in

(12)

• Global sensitivity analysis for multivariate outputs using polynomial chaos-based surrogate models
• A variance reduction method based on sensitivity derivatives
• A new methodology based on covariance and HDMR for global sensitivity analysis
• Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index
• Global sensitivity of structural variability by random sampling
• Adaptive experiment design for probabilistic integration
• Global Sensitivity Analysis for Optimization with Variable Selection
• Sensitivity analysis of reliability functions of the exponential power series lifetime distribution
• A generalized sensitivity analysis method based on variance and covariance decomposition of summatory functions for multi-input multi-output systems
• Fatigue dynamic reliability and global sensitivity analysis of double random vibration system based on Kriging model
• GLOBAL SENSITIVITY ANALYSIS: AN EFFICIENT NUMERICAL METHOD FOR APPROXIMATING THE TOTAL SENSITIVITY INDEX
• An efficient method for estimating global sensitivity indices

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