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 QIDQ419288zbMATHOpenAlexFDO

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

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

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Cites work

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• A Class of Statistics with Asymptotically Normal Distribution
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
• 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)

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

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