Global sensitivity analysis: a generalized, unbiased and optimal estimator of total-effect variance
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Publication:1706477
DOI10.1007/S00362-016-0768-5zbMATH Open1395.62091OpenAlexW2352986571MaRDI QIDQ1706477FDOQ1706477
Authors: Matieyendou Lamboni 
Publication date: 22 March 2018
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-016-0768-5
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U-statisticsvariance-based sensitivity analysistotal sensitivity indicesmultivariate sensitivity analysis
Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12)
Cites Work
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- GLOBAL SENSITIVITY ANALYSIS: AN EFFICIENT NUMERICAL METHOD FOR APPROXIMATING THE TOTAL SENSITIVITY INDEX
Cited In (19)
- Conceptual implementation of the variance-based sensitivity analysis for the calculation of the first-order effects
- Derivative-based generalized sensitivity indices and Sobol' indices
- A randomized orthogonal array-based procedure for the estimation of first- and second-order Sobol' indices
- Variance components and generalized Sobol' indices
- Efficient estimation of sensitivity indices
- 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
- Sensitivity analysis of the variance contributions with respect to the distribution parameters by the kernel function
- Title not available (Why is that?)
- GLOBAL SENSITIVITY ANALYSIS: AN EFFICIENT NUMERICAL METHOD FOR APPROXIMATING THE TOTAL SENSITIVITY INDEX
- A new variance-based global sensitivity analysis technique
- Variance-based interaction index measuring heteroscedasticity
- Variance-based global sensitivity analysis via sparse-grid interpolation and cubature
- Efficient estimation of the ANOVA mean dimension, with an application to neural net classification
- Asymptotic normality and efficiency of two Sobol index estimators
- Estimation of global sensitivity indices for models with dependent variables
- Uncertainty quantification: a minimum variance unbiased (joint) estimator of the non-normalized Sobol' indices
- Total effects with constrained features
- Total interaction index: a variance-based sensitivity index for second-order interaction screening
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