Orthogonal arrays for estimating global sensitivity indices of non-parametric models based on ANOVA high-dimensional model representation

DOI10.1016/J.JSPI.2012.02.043MaRDI QIDQ419288zbMATH OpenOpenAlexFDO

Authors Xiaodi Wang, Yincai Tang, Yingshan Zhang

Publication date 18 May 2012

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.2012.02.043

zbMATH Keywords

A-optimality criterion

Mathematics Subject Classification ID

Orthogonal arrays, Latin squares, Room squares (05B15) Analysis of variance and covariance (ANOVA) (62J10) Optimal statistical designs (62K05)

Recommendations

• Orthogonal arrays for the estimation of global sensitivity indices based on ANOVA high-dimensional model representation
• Optimal properties of orthogonal arrays based on ANOVA high-dimensional model representation
• Further results on orthogonal arrays for the estimation of global sensitivity indices based on alias matrix
• A two-stage method for the estimation of global sensitivity indices of non-parametric models
• Design of experiment in global sensitivity analysis based on ANOVA high-dimensional model representation

Cites work

• A Class of Statistics with Asymptotically Normal Distribution
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
• scientific article; zbMATH DE number 1246220 (Why is no real title available?)
• scientific article; zbMATH DE number 1321832 (Why is no real title available?)
• scientific article; zbMATH DE number 1790443 (Why is no real title available?)
• scientific article; zbMATH DE number 775913 (Why is no real title available?)
• scientific article; zbMATH DE number 1425054 (Why is no real title available?)
• Large Sample Properties of Simulations Using Latin Hypercube Sampling
• Latin supercube sampling for very high-dimensional simulations
• Monte Carlo estimators for small sensitivity indices
• Optimality of certain asymmetrical experimental designs
• Orthogonal arrays with variable numbers of symbols
• Quasi-regression with shrinkage
• Sampling plans based on balanced incomplete block designs for evaluating the importance of computer model inputs
• The effective dimension and quasi-Monte Carlo integration
• The jackknife estimate of variance
• Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index

Cited in

(11)

• Feasible criterion for designs based on fixed effect ANOVA model
• General orthogonal designs for parameter estimation of ANOVA models under weighted sum-to-zero constraints
• Optimal properties of orthogonal arrays based on ANOVA high-dimensional model representation
• Orthogonal arrays for the estimation of global sensitivity indices based on ANOVA high-dimensional model representation
• Orthogonal arrays robust to a specified set of nonnegligible effects
• Design of experiment in global sensitivity analysis based on ANOVA high-dimensional model representation
• An analytical structural global sensitivity analysis method based on direct integral
• A screening approach for non-parametric global sensitivity analysis
• A two-stage method for the estimation of global sensitivity indices of non-parametric models
• \(A\)-optimal designs for non-parametric symmetrical global sensitivity analysis
• Further results on orthogonal arrays for the estimation of global sensitivity indices based on alias matrix

This page was built for publication: Orthogonal arrays for estimating global sensitivity indices of non-parametric models based on ANOVA high-dimensional model representation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q419288)