Sensitivity indices for multivariate outputs

DOI10.1016/J.CRMA.2013.04.016zbMATH OpenNonearXiv1303.3574OpenAlexW2964022075MaRDI QIDQ351391FDOQ351391

Authors: Alexandre Janon, Agnès Lagnoux, Thierry Klein, Fabrice Gamboa 

Publication date: 11 July 2013

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Abstract: We define and study a generalization of Sobol sensitivity indices for the case of a vector output.

Full work available at URL: https://arxiv.org/abs/1303.3574

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Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Asymptotic Statistics
• Title not available (Why is that?)
• Asymptotic normality and efficiency of two Sobol index estimators

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• On exact distribution for multivariate weighted distributions and classification
• A generalized sensitivity analysis method based on variance and covariance decomposition of summatory functions for multi-input multi-output systems
• Multivariate Global Sensitivity Analysis for Casing String Using Neural Network
• Global sensitivity analysis of a homogenized constrained mixture model of arterial growth and remodeling
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• Global sensitivity analysis with dependence measures
• Efficient dependency models: simulating dependent random variables
• A sequential experimental design for multivariate sensitivity analysis using polynomial chaos expansion
• A Global Sensitivity Analysis Method for Multi-Input Multi-Output System and its Application in Structural Design
• Uncertainty quantification: a minimum variance unbiased (joint) estimator of the non-normalized Sobol' indices
• Global sensitivity analysis: a generalized, unbiased and optimal estimator of total-effect variance
• On the coalitional decomposition of parameters of interest

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