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

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

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