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

DOI10.1080/03610918.2011.575500zbMATH Open1416.62420OpenAlexW1969114335MaRDI QIDQ3102883FDOQ3102883

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

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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)

Cites Work

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

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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