A kernel estimate method for characteristic function-based uncertainty importance measure

DOI10.1016/J.APM.2016.09.028MaRDI QIDQ2284518zbMATH OpenOpenAlexFDO

Authors Xin Xu, Xiaopeng Luo, Zhenzhou Lü

Publication date 15 January 2020

Published in Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apm.2016.09.028

zbMATH Keywords

characteristic functionuncertainty importance analysismoment-independentkernel estimate method

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Density estimation (62G07) Monte Carlo methods (65C05)

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Cites work

• A fast computational method for moment-independent uncertainty importance measure
• Global sensitivity measures from given data
• High-order statistics in global sensitivity analysis: decomposition and model reduction
• On the Relative Importance of Input Factors in Mathematical Models
• On the problem of best convergence rates of density estimates
• Sensitivity Analysis in Practice
• Sensitivity analysis: a review of recent advances
• Transformations and invariance in the sensitivity analysis of computer experiments

Cited in

(3)

• A fast computational method for moment-independent uncertainty importance measure
• Moment independent uncertainty importance measure for stochastic systems based on Gaussian process
• Importance measure analysis with epistemic uncertainty and its moving least squares solution

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