Better estimation of small sobol' sensitivity indices
From MaRDI portal
Publication:4635217
DOI10.1145/2457459.2457460zbMath1490.62192arXiv1204.4763OpenAlexW1980609382MaRDI QIDQ4635217
Publication date: 16 April 2018
Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1204.4763
Related Items (30)
Test Comparison for Sobol Indices over Nested Sets of Variables ⋮ Estimation of high-order moment-independent importance measures for Shapley value analysis ⋮ Normal variance mixtures: distribution, density and parameter estimation ⋮ Multifidelity Monte Carlo Estimation of Variance and Sensitivity Indices ⋮ Sensitivity analysis: a review of recent advances ⋮ A probabilistic procedure for quantifying the relative importance of model inputs characterized by second-order probability models ⋮ Total interaction index: a variance-based sensitivity index for second-order interaction screening ⋮ Global sensitivity analysis: a novel generation of mighty estimators based on rank statistics ⋮ Efficient Computation of Sobol' Indices for Stochastic Models ⋮ Replication procedure for grouped Sobol' indices estimation in dependent uncertainty spaces ⋮ Reliable error estimation for Sobol' indices ⋮ Global sensitivity analysis: a generalized, unbiased and optimal estimator of total-effect variance ⋮ Uncertainty quantification: a minimum variance unbiased (joint) estimator of the non-normalized Sobol' indices ⋮ Decomposing Functional Model Inputs for Variance-Based Sensitivity Analysis ⋮ A framework for model analysis across multiple experiment regimes: investigating effects of zinc on \textit{Xylella fastidiosa} as a case study ⋮ Equilibrium and sensitivity analysis of a spatio-temporal host-vector epidemic model ⋮ Risk of estimators for Sobol' sensitivity indices based on metamodels ⋮ Physiological insights into electrodiffusive maintenance of gastric mucus through sensitivity analysis and simulations ⋮ Functional ANOVA with Multiple Distributions: Implications for the Sensitivity Analysis of Computer Experiments ⋮ To Sobol or not to Sobol? The effects of sampling schemes in systems biology applications ⋮ Derivative-based generalized sensitivity indices and Sobol' indices ⋮ Derivative-based integral equalities and inequality: a proxy-measure for sensitivity analysis ⋮ Nonparametric estimation of the first order Sobol indices with bootstrap bandwidth ⋮ Global sensitivity analysis with dependence measures ⋮ A randomized orthogonal array-based procedure for the estimation of first- and second-order Sobol' indices ⋮ Efficient evaluation of reliability-oriented sensitivity indices ⋮ Polynomial Chaos as a Control Variate Method ⋮ Where to look and how to look: combining global sensitivity analysis with fast/slow analysis to study multi-timescale oscillations ⋮ Global Sensitivity Analysis and Wasserstein Spaces ⋮ Quasi-Monte Carlo methods for linear two-stage stochastic programming problems
This page was built for publication: Better estimation of small sobol' sensitivity indices
