Sensitivity analysis using anchored ANOVA expansion and high-order moments computation

DOI10.1002/nme.4856zbMath1352.62120OpenAlexW2158617781MaRDI QIDQ2952736

Kunkun Tang, Pietro Marco Congedo, Remi Abgrall

Publication date: 30 December 2016

Published in: International Journal for Numerical Methods in Engineering (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/hal-00987189/file/RR-8531.pdf

zbMATH Keywords

global sensitivity analysisuncertainty quantificationstochastic problems(anchored) ANOVAhigh-order moments decompositionvariance/covariance decomposition

Mathematics Subject Classification ID

Related Items (11)

Adaptive surrogate modeling by ANOVA and sparse polynomial dimensional decomposition for global sensitivity analysis in fluid simulation ⋮ Reduced basis ANOVA methods for partial differential equations with high-dimensional random inputs ⋮ An adaptive least-squares global sensitivity method and application to a plasma-coupled combustion prediction with parametric correlation ⋮ Post optimization for accurate and efficient reliability-based design optimization using second-order reliability method based on importance sampling and its stochastic sensitivity analysis ⋮ An adaptive ANOVA stochastic Galerkin method for partial differential equations with high-dimensional random inputs ⋮ Global sensitivity analysis for mathematical models comparison ⋮ On the fundamental conjecture of HDMR: a Fourier analysis approach ⋮ Adaptive sparse polynomial dimensional decomposition for derivative-based sensitivity ⋮ A hybrid anchored-ANOVA - POD/Kriging method for uncertainty quantification in unsteady high-fidelity CFD simulations ⋮ Application of adaptive ANOVA and reduced basis methods to the stochastic Stokes-Brinkman problem ⋮ ANOVA Gaussian process modeling for high-dimensional stochastic computational models

Cites Work

• Unnamed Item
• Adaptive ANOVA decomposition of stochastic incompressible and compressible flows
• On ANOVA expansions and strategies for choosing the anchor point
• An adaptive high-dimensional stochastic model representation technique for the solution of stochastic partial differential equations
• Error Estimates for the ANOVA Method with Polynomial Chaos Interpolation: Tensor Product Functions
• Anchor Points Matter in ANOVA Decomposition
• Spectral Methods for Uncertainty Quantification
• Sensitivity measures,anova-like Techniques and the use of bootstrap
• A generalized dimension‐reduction method for multidimensional integration in stochastic mechanics
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates

This page was built for publication: Sensitivity analysis using anchored ANOVA expansion and high-order moments computation