Derivative-Based Global Sensitivity Measures and Their Link with Sobol’ Sensitivity Indices

DOI10.1007/978-3-319-33507-0_23zbMath1356.65010arXiv1605.07830OpenAlexW2949491395MaRDI QIDQ2957050

Shugfang Song, Sergei Kucherenko

Publication date: 20 January 2017

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.07830

zbMATH Keywords

numerical examplesMonte Carlo methodsglobal sensitivity analysisquasi-Monte Carlo methodsMorris methodSobol' sensitivity indicesderivative based global measures

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Related Items (10)

Multi-method global sensitivity analysis of mathematical models ⋮ Sliced Gradient-Enhanced Kriging for High-Dimensional Function Approximation ⋮ On the use of derivatives in the polynomial chaos based global sensitivity and uncertainty analysis applied to the distributed parameter models ⋮ Adaptive sparse polynomial dimensional decomposition for derivative-based sensitivity ⋮ Derivative-based generalized sensitivity indices and Sobol' indices ⋮ Derivative-based integral equalities and inequality: a proxy-measure for sensitivity analysis ⋮ Estimation of the Derivative-Based Global Sensitivity Measures Using a Gaussian Process Metamodel ⋮ Parseval inequalities and lower bounds for variance-based sensitivity indices ⋮ Gradient-Based Dimension Reduction of Multivariate Vector-Valued Functions ⋮ The tail dependograph

Cites Work

• Unnamed Item
• Quasi-Monte Carlo methods for lattice systems: a first look
• A new derivative based importance criterion for groups of variables and its link with the global sensitivity indices
• Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index
• Derivative based global sensitivity measures and their link with global sensitivity indices
• Evaluating Derivatives
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates

This page was built for publication: Derivative-Based Global Sensitivity Measures and Their Link with Sobol’ Sensitivity Indices