Analytical variance based global sensitivity analysis for models with correlated variables

DOI10.1016/J.APM.2016.12.036zbMATH Open1446.62210OpenAlexW2577509876MaRDI QIDQ2290168FDOQ2290168

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

Recommendations

• Sensitivity analysis of correlated inputs: application to a riveting process model
• A new interpretation and validation of variance based importance measures for models with correlated inputs
• A new algorithm for variance based importance analysis of models with correlated inputs
• Importance analysis for models with correlated input variables by the state dependent parameters method
• Sensitivity analysis method for model with correlated inputs and multivariate output and its application to aircraft structure

zbMATH Keywords

analytical methodkriging modelcorrelated variableorthogonal decorrelationsubset decompositionvariance based GSA

Mathematics Subject Classification ID

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

Cites Work

• Multivariate adaptive regression splines
• Nonparametric estimation of global functionals and a measure of the explanatory power of covariates in regression
• Title not available (Why is that?)
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
• Global sensitivity analysis: The primer
• 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
• Structural optimization using kriging approximation
• Extending a global sensitivity analysis technique to models with correlated parameters
• A new interpretation and validation of variance based importance measures for models with correlated inputs

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
• Point estimate-based importance analysis for structural models with correlated variables
• Investigation of the effect of correlated uncertain rate parameters via the calculation of global and local sensitivity indices
• 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

This page was built for publication: Analytical variance based global sensitivity analysis for models with correlated variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2290168)