Replication procedure for grouped Sobol' indices estimation in dependent uncertainty spaces

DOI10.1093/imaiai/iav010zbMath1383.62084OpenAlexW2284623701MaRDI QIDQ4603593

Laurent Gilquin, Élise Arnaud, Clémentine Prieur

Publication date: 16 February 2018

Published in: Information and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imaiai/iav010

zbMATH Keywords

sensitivity analysisdependencegrouped Sobol' indexreplicated designs and simplex

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Monte Carlo methods (65C05)

Related Items (3)

Variance allocation and Shapley value ⋮ On Shapley Value for Measuring Importance of Dependent Inputs ⋮ Sampling, Metamodeling, and Sensitivity Analysis of Numerical Simulators with Functional Stochastic Inputs

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