Design of experiment in global sensitivity analysis based on ANOVA high-dimensional model representation

DOI10.1080/03610918.2010.484122MaRDI QIDQ3589996zbMATH OpenOpenAlexFDO

Authors Xiaodi Wang, Yincai Tang, Xueping Chen, Yingshan Zhang

Publication date 17 September 2010

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

Full work available at URL https://doi.org/10.1080/03610918.2010.484122

zbMATH Keywords

orthogonal decompositiondesign of experimentglobal sensitivity analysisglobal sensitivity indicesMonte Carlo algorithm

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Analysis of variance and covariance (ANOVA) (62J10) Design of statistical experiments (62K99)

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Cites work

• scientific article; zbMATH DE number 2186466 (Why is no real title available?)
• Differentiability of the remainder term in Taylor's formula
• Differentiable even functions
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
• Latin supercube sampling for very high-dimensional simulations
• The effective dimension and quasi-Monte Carlo integration
• The jackknife estimate of variance

Cited in

(11)

• Optimal properties of orthogonal arrays based on ANOVA high-dimensional model representation
• Optimal space-filling design for symmetrical global sensitivity analysis of complex black-box models
• Versatile sequential sampling algorithm using kernel density estimation
• 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
• Efficient design of experiments for sensitivity analysis based on polynomial chaos expansions
• A screening approach for non-parametric global sensitivity analysis
• Orthogonal arrays for the estimation of global sensitivity indices based on ANOVA high-dimensional model representation
• Regression-based sensitivity analysis and robust design
• Static behavior prediction of concrete truss arch bridge based on dynamic test data and Bayesian inference

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