Global sensitivity analysis using sparse high dimensional model representations generated by the group method of data handling

DOI10.1016/J.MATCOM.2016.04.005MaRDI QIDQ2228848zbMATH OpenOpenAlexFDO

Authors Romain S. C. Lambert, Frank Lemke, Shufang Song, N. Shah, S. Kucherenko

Publication date 19 February 2021

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matcom.2016.04.005

zbMATH Keywords

global sensitivity analysisgroup method of data handlinghigh dimensional model representationssobol indices

Mathematics Subject Classification ID

Statistics (62-XX) Operations research, mathematical programming (90-XX)

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Cites work

• Adaptive sparse polynomial chaos expansion based on least angle regression
• An Unbiased Correlation Ratio Measure
• Efficient input-output model representations
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
• GMDH algorithms for complex systems modelling
• High dimensional model representation for stochastic finite element analysis
• scientific article; zbMATH DE number 1941665 (Why is no real title available?)
• Probabilistic Sensitivity Analysis of Complex Models: A Bayesian Approach
• Sensitivity analysis: a review of recent advances
• Uncertainty management in simulation-optimization of complex systems. Algorithms and applications
• Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index

Cited in

(3)

• Modified GMDH-NN algorithm and its application for global sensitivity analysis
• Global sensitivity analysis using support vector regression
• A new derivative based importance criterion for groups of variables and its link with the global sensitivity indices

Describes a project that uses

Uses Software

• GUI-HDMR

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