Efficient design of experiments for sensitivity analysis based on polynomial chaos expansions

DOI10.1007/s10472-017-9542-1zbMath1378.62022arXiv1705.03944OpenAlexW2597598922MaRDI QIDQ1680850

Evgeny Burnaev, Bruno Sudret, I. A. Panin

Publication date: 16 November 2017

Published in: Annals of Mathematics and Artificial Intelligence (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.03944

zbMATH Keywords

sensitivity analysisactive learningdesign of experimentSobol indicespolynomial chaos expansions

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Analysis of variance and covariance (ANOVA) (62J10) Response surface designs (62K20)

Related Items

An efficient local search-based genetic algorithm for constructing optimal Latin hypercube design, A sequential experimental design for multivariate sensitivity analysis using polynomial chaos expansion, Large scale variable fidelity surrogate modeling, Risk of estimators for Sobol' sensitivity indices based on metamodels, A hybrid sequential sampling strategy for sparse polynomial chaos expansion based on compressive sampling and Bayesian experimental design

Uses Software

• ElemStatLearn

Cites Work

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