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

DOI10.1002/NME.4856MaRDI QIDQ2952736zbMATHOpenAlexFDO

Authors Kunkun Tang, P. M. Congedo, R. 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

uncertainty quantificationglobal sensitivity analysisstochastic problems(anchored) ANOVAhigh-order moments decompositionvariance/covariance decomposition

Mathematics Subject Classification ID

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

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Cites work

• A generalized dimension‐reduction method for multidimensional integration in stochastic mechanics
• Adaptive ANOVA decomposition of stochastic incompressible and compressible flows
• An adaptive high-dimensional stochastic model representation technique for the solution of stochastic partial differential equations
• Anchor points matter in ANOVA decomposition
• Error estimates for the ANOVA method with polynomial chaos interpolation: Tensor product functions
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
• On ANOVA expansions and strategies for choosing the anchor point
• On sensitivity estimation for nonlinear mathematical models
• Sensitivity measures,anova-like Techniques and the use of bootstrap
• Spectral Methods for Uncertainty Quantification

Cited in

(15)

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

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