Moment independent uncertainty importance measure for stochastic systems based on Gaussian process

DOI10.1007/S10910-022-01372-5MaRDI QIDQ2160356zbMATH OpenOpenAlexWikidataFDO

Authors Genyuan Li

Publication date 3 August 2022

Published in Journal of Mathematical Chemistry (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10910-022-01372-5

zbMATH Keywords

Gaussian processnormal distributionprobability distributionglobal sensitivity analysisdeterministic and stochastic systemsGaussian mixture distributionadditive kernel

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Gaussian processes (60G15)

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Cites work

• scientific article; zbMATH DE number 1082208 (Why is no real title available?)
• scientific article; zbMATH DE number 1425054 (Why is no real title available?)
• Convergence Analysis of the Gaussian Mixture PHD Filter
• Efficient computation of Sobol' indices for stochastic models
• Gaussian processes for machine learning.
• Global sensitivity analysis of stochastic computer models with joint metamodels
• SENSITIVITY ANALYSIS FOR STOCHASTIC SIMULATORS USING DIFFERENTIAL ENTROPY
• Sequential design for ranking response surfaces

Cited in

(3)

• A kernel estimate method for characteristic function-based uncertainty importance measure
• A fast computational method for moment-independent uncertainty importance measure
• Importance measure analysis with epistemic uncertainty and its moving least squares solution

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