Estimation of global sensitivity indices for models with dependent variables
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Publication:1948835
DOI10.1016/j.cpc.2011.12.020zbMath1261.62062OpenAlexW2053411831MaRDI QIDQ1948835
Stefano Tarantola, Sergei Kucherenko, Paola Annoni
Publication date: 25 April 2013
Published in: Computer Physics Communications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cpc.2011.12.020
global sensitivity analysisGaussian copulaSobol' sequencescorrelated inputsquasi Monte Carlo methodsSobol' sensitivity indices
Multivariate analysis (62H99) Measures of association (correlation, canonical correlation, etc.) (62H20) Monte Carlo methods (65C05)
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Uses Software
Cites Work
- Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index
- Making best use of model evaluations to compute sensitivity indices
- Algorithm 659
- Modelling correlated random variables
- On the Relative Importance of Input Factors in Mathematical Models
- Sensitivity Analysis in Practice
- Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
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