Analytical HDMR formulas for functions expressed as quadratic polynomials with a multivariate normal distribution

DOI10.1007/S10910-014-0365-6MaRDI QIDQ460960zbMATH OpenOpenAlexFDO

Authors Genyuan Li, Herschel Rabitz

Publication date 9 October 2014

Published in Journal of Mathematical Chemistry (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10910-014-0365-6

zbMATH Keywords

correlated variablesHigh Dimensional Model Representation (HDMR)sensitivity analysis

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10)

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Cites work

• A Class of Statistics with Asymptotically Normal Distribution
• A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
• D-MORPH regression for modeling with fewer unknown parameters than observation data
• D-MORPH regression: Application to modeling with unknown parameters more than observation data
• Efficient implementation of high dimensional model representations
• Estimation of global sensitivity indices for models with dependent variables
• General formulation of HDMR component functions with independent and correlated variables
• General foundations of high-dimensional model representations
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
• High dimensional model representations generated from low dimensional data samples. I: mp-cut-HDMR
• scientific article; zbMATH DE number 1529823 (Why is no real title available?)
• scientific article; zbMATH DE number 1425054 (Why is no real title available?)
• On the Relative Importance of Input Factors in Mathematical Models

Cited in

(5)

• General formulation of HDMR component functions with independent and correlated variables
• Sparse and nonnegative sparse D-MORPH regression
• High dimensional model representation constructed by support vector regression. I. Independent variables with known probability distributions
• Fluctuation free multivariate integration based logarithmic HDMR in multivariate function representation
• A recursive algorithm for finding HDMR terms for sensitivity analysis

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