Estimation of global sensitivity indices for models with dependent variables

DOI10.1016/J.CPC.2011.12.020zbMATH Open1261.62062OpenAlexW2053411831MaRDI QIDQ1948835FDOQ1948835

Authors: S. Kucherenko, S. Tarantola, 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

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Mathematics Subject Classification ID

Multivariate analysis (62H99) Monte Carlo methods (65C05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites Work

Algorithm 659
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Making best use of model evaluations to compute sensitivity indices
Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
Sensitivity Analysis in Practice
Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index
On the Relative Importance of Input Factors in Mathematical Models
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Modelling correlated random variables

Cited In (36)

Quantifying the uncertainty and global sensitivity of quantum computations on experimental hardware
Sensitivity of GLS estimators in random effects models
Random Sampling from Joint Probability Distributions Defined in a Bayesian Framework
Making best use of model evaluations to compute sensitivity indices
Point estimate-based importance analysis for structural models with correlated variables
Efficient evaluation of reliability-oriented sensitivity indices
Computing Shapley Effects for Sensitivity Analysis
Robustness of the Sobol' Indices to Marginal Distribution Uncertainty
Exploring how ecological and epidemiological processes shape multi-host disease dynamics using global sensitivity analysis
An adaptive least-squares global sensitivity method and application to a plasma-coupled combustion prediction with parametric correlation
Exploring the variance contributions of correlated model parameters: a sampling-based approach and its application in traffic simulation models
Shapley effects for sensitivity analysis with dependent inputs: bootstrap and kriging-based algorithms
Efficient Estimation of the ANOVA Mean Dimension, with an Application to Neural Net Classification
Adaptive surrogate modeling by ANOVA and sparse polynomial dimensional decomposition for global sensitivity analysis in fluid simulation
The \(f\)-sensitivity index
Sampling, Metamodeling, and Sensitivity Analysis of Numerical Simulators with Functional Stochastic Inputs
Analytical HDMR formulas for functions expressed as quadratic polynomials with a multivariate normal distribution
Metamodelling with independent and dependent inputs
Sensitivity analysis: a review of recent advances
A new derivative based importance criterion for groups of variables and its link with the global sensitivity indices
Reliability of global sensitivity indices
Goal-Oriented Shapley Effects with Special Attention to the Quantile-Oriented Case
Sensitivity analysis methods in the biomedical sciences
Moving least squares based sensitivity analysis for models with dependent variables
Sensitivity indices for multivariate outputs
Variance-based interaction index measuring heteroscedasticity
Multi-method global sensitivity analysis of mathematical models
Untangling the Molecular Interactions Underlying Intracellular Phase Separation Using Combined Global Sensitivity Analyses
Monte Carlo estimators for small sensitivity indices
Generalized Hoeffding-Sobol decomposition for dependent variables -- application to sensitivity analysis
Global sensitivity analysis in epidemiological modeling
Uncertainty quantification: a minimum variance unbiased (joint) estimator of the non-normalized Sobol' indices
Insights of global sensitivity analysis in biological models with dependent parameters
Total effects with constrained features
Estimating sensitivity indices based on Gaussian process metamodels with compactly supported correlation functions
A machine learning method for real-time numerical simulations of cardiac electromechanics

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