Crossed-derivative based sensitivity measures for interaction screening

DOI10.1016/J.MATCOM.2014.05.005OpenAlexW1979686800MaRDI QIDQ2229897FDOQ2229897

Authors: O. Roustant, S. Kuhnt, J. Fruth, B. Iooss 

Publication date: 18 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.2014.05.005

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zbMATH Keywords

interactionssensitivity analysisadditive structuresuperset importanceDGSMsobol decomposition

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX) Systems theory; control (93-XX)

Cites Work

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Cited In (5)

• Derivative-based generalized sensitivity indices and Sobol' indices
• Derivative-based integral equalities and inequality: a proxy-measure for sensitivity analysis
• Adaptive sparse polynomial dimensional decomposition for derivative-based sensitivity
• On the use of derivatives in the polynomial chaos based global sensitivity and uncertainty analysis applied to the distributed parameter models
• Weak derivative-based expansion of functions: ANOVA and some inequalities

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