Sensitivity analysis using anchored ANOVA expansion and high-order moments computation
DOI10.1002/NME.4856zbMATH Open1352.62120OpenAlexW2158617781MaRDI QIDQ2952736FDOQ2952736
Kunkun Tang, R. Abgrall, P. M. Congedo
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
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uncertainty quantificationglobal sensitivity analysisstochastic problems(anchored) ANOVAhigh-order moments decompositionvariance/covariance decomposition
Cites Work
- Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
- A generalized dimension‐reduction method for multidimensional integration in stochastic mechanics
- On sensitivity estimation for nonlinear mathematical models
- Spectral Methods for Uncertainty Quantification
- 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
- Sensitivity measures,anova-like Techniques and the use of bootstrap
- Anchor Points Matter in ANOVA Decomposition
Cited In (12)
- Reduced basis ANOVA methods for partial differential equations with high-dimensional random inputs
- 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 least-squares global sensitivity method and application to a plasma-coupled combustion prediction with parametric correlation
- Application of adaptive ANOVA and reduced basis methods to the stochastic Stokes-Brinkman problem
- An adaptive ANOVA stochastic Galerkin method 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
- Adaptive sparse polynomial dimensional decomposition for derivative-based sensitivity
- ANOVA decomposition of conditional Gaussian processes for sensitivity analysis with dependent inputs
- ANOVA Gaussian process modeling for high-dimensional stochastic computational models
- Global sensitivity analysis for mathematical models comparison
- On the fundamental conjecture of HDMR: a Fourier analysis approach
- A hybrid anchored-ANOVA - POD/Kriging method for uncertainty quantification in unsteady high-fidelity CFD simulations
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