A generalized separation for the variance contributions of input variables and their distribution parameters

DOI10.1016/J.APM.2017.03.012MaRDI QIDQ2290240zbMATH OpenOpenAlexFDO

Authors Pan Wang, Sinan Xiao, 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.2017.03.012

zbMATH Keywords

arbitrary distributionauxiliary variabledistribution parameterseparationvariance contribution

Mathematics Subject Classification ID

Mathematical modeling or simulation for problems pertaining to operations research and mathematical programming (90-10) Reliability, availability, maintenance, inspection in operations research (90B25)

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Cites work

• An application of the kriging method in global sensitivity analysis with parameter uncertainty
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
• scientific article; zbMATH DE number 193123 (Why is no real title available?)
• Importance measure analysis with epistemic uncertainty and its moving least squares solution
• Numerical approach for quantification of epistemic uncertainty
• Uncertainty-based information. Elements of generalized information theory.

Cited in

(4)

• A probabilistic procedure for quantifying the relative importance of model inputs characterized by second-order probability models
• Sensitivity analysis of the variance contributions with respect to the distribution parameters by the kernel function
• Multivariate Global Sensitivity Analysis for Casing String Using Neural Network
• A new surrogate modeling method combining polynomial chaos expansion and Gaussian kernel in a sparse Bayesian learning framework

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