Total interaction index: a variance-based sensitivity index for second-order interaction screening

DOI10.1016/J.JSPI.2013.11.007zbMATH Open1278.62109OpenAlexW2050148790MaRDI QIDQ389316FDOQ389316

Authors: S. Kuhnt, J. Fruth, O. Roustant 

Publication date: 20 January 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2013.11.007

Recommendations

• Variance-based interaction index measuring heteroscedasticity
• Global sensitivity analysis: a generalized, unbiased and optimal estimator of total-effect variance
• Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index
• From screening to quantitative sensitivity analysis. A unified approach
• GLOBAL SENSITIVITY ANALYSIS: AN EFFICIENT NUMERICAL METHOD FOR APPROXIMATING THE TOTAL SENSITIVITY INDEX

zbMATH Keywords

Sobol indicesadditive structureFANOVA decompositionhigh-order interactionssuperset importance

Mathematics Subject Classification ID

Linear inference, regression (62J99) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

• Asymptotic Statistics
• The jackknife estimate of variance
• Nonlinear sensitivity analysis of multiparameter model systems
• Making best use of model evaluations to compute sensitivity indices
• Title not available (Why is that?)
• Better estimation of small Sobol' sensitivity indices
• Title not available (Why is that?)
• Asymptotic normality and efficiency of two Sobol index estimators
• Estimating Mean Dimensionality of Analysis of Variance Decompositions
• Sampling plans based on balanced incomplete block designs for evaluating the importance of computer model inputs
• Data-driven kriging models based on FANOVA-decomposition

Cited In (9)

• Derivative-based generalized sensitivity indices and Sobol' indices
• Effective dimension of some weighted pre-Sobolev spaces with dominating mixed partial derivatives
• Derivative-based integral equalities and inequality: a proxy-measure for sensitivity analysis
• Crossed-derivative based sensitivity measures for interaction screening
• Gaussian process-based dimension reduction for goal-oriented sequential design
• The tail dependograph
• Variance-based interaction index measuring heteroscedasticity
• Estimation of the derivative-based global sensitivity measures using a Gaussian process metamodel
• Screening: from tornado diagrams to effective dimensions

This page was built for publication: Total interaction index: a variance-based sensitivity index for second-order interaction screening

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q389316)