Decomposing functional model inputs for variance-based sensitivity analysis

DOI10.1137/18M1173058MaRDI QIDQ4611528zbMATH OpenWikidataFDO

Authors Max D. Morris

Publication date 21 January 2019

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

Full work available at URL https://doi.org/10.1137/18M1173058

zbMATH Keywords

computer experimentsGaussian processesPoisson processuncertainty analysisSobol' indicesvariance propagation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Gaussian processes (60G15) Analysis of variance and covariance (ANOVA) (62J10)

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Cites work

• scientific article; zbMATH DE number 1529823 (Why is no real title available?)
• scientific article; zbMATH DE number 1425054 (Why is no real title available?)
• A Class of Statistics with Asymptotically Normal Distribution
• Better estimation of small Sobol' sensitivity indices
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
• Making best use of model evaluations to compute sensitivity indices

Cited in

(6)

• SENSITIVITY ANALYSIS IN FUNCTIONAL REGRESSION MODELS FOR SCALAR RESPONSES
• Sensitivity analysis on policy-augmented graphical hybrid models with Shapley value estimation
• Derivative-Based Global Sensitivity Analysis for Models with High-Dimensional Inputs and Functional Outputs
• ANOVA decomposition of conditional Gaussian processes for sensitivity analysis with dependent inputs
• Functional ANOVA with multiple distributions: implications for the sensitivity analysis of computer experiments
• Sampling, metamodeling, and sensitivity analysis of numerical simulators with functional stochastic inputs

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