Analytical variance based global sensitivity analysis for models with correlated variables

DOI10.1016/J.APM.2016.12.036MaRDI QIDQ2290168zbMATH OpenOpenAlexFDO

Authors Kaichao Zhang, Danqing Wu, Yongli Zhang, Zhenzhou Lü

Publication date 27 January 2020

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

Full work available at URL https://doi.org/10.1016/j.apm.2016.12.036

zbMATH Keywords

analytical methodkriging modelcorrelated variableorthogonal decorrelationsubset decompositionvariance based GSA

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10)

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Cites work

• scientific article; zbMATH DE number 1425054 (Why is no real title available?)
• A new interpretation and validation of variance based importance measures for models with correlated inputs
• Extending a global sensitivity analysis technique to models with correlated parameters
• Global sensitivity analysis: The primer
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
• Moment-independent importance measure of basic random variable and its probability density evolution solution
• Moving least squares based sensitivity analysis for models with dependent variables
• Multivariate adaptive regression splines
• Nonparametric estimation of global functionals and a measure of the explanatory power of covariates in regression
• Structural optimization using kriging approximation

Cited in

(11)

• Sensitivity analysis method for model with correlated inputs and multivariate output and its application to aircraft structure
• Analytic uncertainty and sensitivity analysis of models with input correlations
• Sensitivity analysis of correlated inputs: application to a riveting process model
• Investigation of the effect of correlated uncertain rate parameters via the calculation of global and local sensitivity indices
• Point estimate-based importance analysis for structural models with correlated variables
• A new methodology based on covariance and HDMR for global sensitivity analysis
• A new algorithm for variance based importance analysis of models with correlated inputs
• Exploring the variance contributions of correlated model parameters: a sampling-based approach and its application in traffic simulation models
• A new interpretation and validation of variance based importance measures for models with correlated inputs
• Importance analysis for models with correlated input variables by the state dependent parameters method
• Variance analysis of linear SIMO models with spatially correlated noise

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