Design of experiment in global sensitivity analysis based on ANOVA high-dimensional model representation
DOI10.1080/03610918.2010.484122zbMATH Open1195.62115OpenAlexW2037326939MaRDI QIDQ3589996FDOQ3589996
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
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orthogonal decompositiondesign of experimentglobal sensitivity analysisglobal sensitivity indicesMonte Carlo algorithm
Monte Carlo methods (65C05) Analysis of variance and covariance (ANOVA) (62J10) Design of statistical experiments (62K99)
Cites Work
- The jackknife estimate of variance
- Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
- The effective dimension and quasi-Monte Carlo integration
- Latin supercube sampling for very high-dimensional simulations
- Differentiable even functions
- Title not available (Why is that?)
- Differentiability of the remainder term in Taylor's formula
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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