Orthogonal arrays for the estimation of global sensitivity indices based on ANOVA high-dimensional model representation

DOI10.1080/03610918.2011.575500MaRDI QIDQ3102883zbMATH OpenOpenAlexFDO

Authors Xiaodi Wang, Yincai Tang, Yingshan Zhang

Publication date 25 November 2011

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2011.575500

zbMATH Keywords

Monte Carlo simulationquasi-Monte Carloorthogonal arrayglobal sensitivity indices

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Analysis of variance and covariance (ANOVA) (62J10)

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Cites work

• Analysis of variance designs for model output
• Design of experiment in global sensitivity analysis based on ANOVA high-dimensional model representation
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
• Latin supercube sampling for very high-dimensional simulations
• Making best use of model evaluations to compute sensitivity indices
• Monte Carlo estimators for small sensitivity indices
• On the construction of asymmetrical orthogonal arrays
• On the distribution of points in a cube and the approximate evaluation of integrals
• Sensitivity Analysis in Practice
• The effective dimension and quasi-Monte Carlo integration
• Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index

Cited in

(6)

• Optimal properties of orthogonal arrays based on ANOVA high-dimensional model representation
• Design of experiment in global sensitivity analysis based on ANOVA high-dimensional model representation
• Orthogonal arrays for estimating global sensitivity indices of non-parametric models based on ANOVA high-dimensional model representation
• Further results on orthogonal arrays for the estimation of global sensitivity indices based on alias matrix
• Symmetrical design of experiment in global sensitivity analysis based on ANOVA high-dimensional model representation
• A two-stage method for the estimation of global sensitivity indices of non-parametric models

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