Conceptual implementation of the variance-based sensitivity analysis for the calculation of the first-order effects

DOI10.1080/15598608.2016.1207578zbMath1420.62311OpenAlexW2463507213MaRDI QIDQ2323194

Samira Marzban, Tom Lahmer

Publication date: 30 August 2019

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15598608.2016.1207578

zbMATH Keywords

stochastic analysisefficient samplingsensitivity index estimation

Mathematics Subject Classification ID

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

Related Items (1)

Non-destructive identification of residual stresses in steel under thermal loadings

Uses Software

• gss

Cites Work

• Unnamed Item
• Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index
• An alternative way to compute Fourier amplitude sensitivity test (FAST).
• Making best use of model evaluations to compute sensitivity indices
• Using recursive algorithms for the efficient identification of smoothing spline ANOVA models
• Surface estimation, variable selection, and the nonparametric oracle property

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