Exploring the variance contributions of correlated model parameters: a sampling-based approach and its application in traffic simulation models
DOI10.1016/J.APM.2021.04.012zbMATH Open1481.90117OpenAlexW3158988754MaRDI QIDQ2247284FDOQ2247284
Authors: Qiao Ge, Monica Menendez
Publication date: 17 November 2021
Published in: Applied Mathematical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apm.2021.04.012
Recommendations
- Analytical variance based global sensitivity analysis for models with correlated variables
- Extending a global sensitivity analysis technique to models with correlated parameters
- Sensitivity analysis of correlated inputs: application to a riveting process model
- Global sensitivity analysis for statistical model parameters
- Sample-based estimation of correlation ratio with polynomial approximation
Gaussian copulasensitivity analysiscar-following modelquasi Monte Carlo simulationcorrelated parametersvariance contributions
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Analysis of variance and covariance (ANOVA) (62J10) Traffic problems in operations research (90B20)
Cites Work
- Title not available (Why is that?)
- An introduction to copulas. Properties and applications
- Remarks on a Multivariate Transformation
- Sampling nested Archimedean copulas
- A distribution-free approach to inducing rank correlation among input variables
- Making best use of model evaluations to compute sensitivity indices
- Title not available (Why is that?)
- SYSTEMS OF FREQUENCY CURVES GENERATED BY METHODS OF TRANSLATION
- Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
- Correlations and copulas for decision and risk analysis
- Global sensitivity analysis: The primer
- Uniformly distributed sequences with an additional uniform property
- Title not available (Why is that?)
- An approximate method for sampling corrrelated random variables from partially-specified distributions.
- Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index
- Estimation of global sensitivity indices for models with dependent variables
- Title not available (Why is that?)
- A new interpretation and validation of variance based importance measures for models with correlated inputs
- Generation of Pseudorandom Numbers with Specified Univariate Distributions and Correlation Coefficients
- Rank Correlation and Tests of Significance Involving No Assumption of Normality
- Chessboard Distributions and Random Vectors with Specified Marginals and Covariance Matrix
- Title not available (Why is that?)
Cited In (1)
Uses Software
This page was built for publication: Exploring the variance contributions of correlated model parameters: a sampling-based approach and its application in traffic simulation models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2247284)