A Bayesian Approach for Global Sensitivity Analysis of (Multifidelity) Computer Codes
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Publication:2938447
DOI10.1137/130926869zbMath1308.62107arXiv1307.2223OpenAlexW1996475268MaRDI QIDQ2938447
Loic Le Gratiet, Claire Cannamela, Bertrand Iooss
Publication date: 14 January 2015
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1307.2223
Bayesian analysissensitivity analysisGaussian process regressionmultifidelity modelcomplex computer codesSobol index
Directional data; spatial statistics (62H11) Bayesian inference (62F15) Prediction theory (aspects of stochastic processes) (60G25) Nonparametric inference (62G99)
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