Moment-independent regional sensitivity analysis of complicated models with great efficiency

DOI10.1002/NME.4931zbMath1352.62052OpenAlexW2134151040MaRDI QIDQ2952806

Leigang Zhang, Dongpao Hong, Lei Cheng, Zhen-Zhou Lü

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://doi.org/10.1002/nme.4931

zbMATH Keywords

maximum entropyregional sensitivity analysiscontribution to delta indices plotnataf transformationsparse grid integration

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Statistical aspects of information-theoretic topics (62B10)

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Cites Work

• Likelihood approximation by numerical integration on sparse grids
• A new algorithm for variance based importance analysis of models with correlated inputs
• Numerical integration using sparse grids
• Dimension-adaptive tensor-product quadrature
• Making best use of model evaluations to compute sensitivity indices
• Global sensitivity measures from given data
• Maximum Entropy Density Estimation from Fractional Moments
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
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