Crossed-derivative based sensitivity measures for interaction screening

DOI10.1016/J.MATCOM.2014.05.005MaRDI QIDQ2229897zbMATH OpenOpenAlexFDO

Authors O. Roustant, S. Kuhnt, J. Fruth, B. Iooss

Publication date 18 February 2021

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matcom.2014.05.005

zbMATH Keywords

interactionssensitivity analysisadditive structuresuperset importanceDGSMsobol decomposition

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX) Systems theory; control (93-XX)

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Cited in

(5)

• Derivative-based generalized sensitivity indices and Sobol' indices
• Derivative-based integral equalities and inequality: a proxy-measure for sensitivity analysis
• Adaptive sparse polynomial dimensional decomposition for derivative-based sensitivity
• On the use of derivatives in the polynomial chaos based global sensitivity and uncertainty analysis applied to the distributed parameter models
• Weak derivative-based expansion of functions: ANOVA and some inequalities

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