A new interpretation and validation of variance based importance measures for models with correlated inputs

DOI10.1016/J.CPC.2013.01.007MaRDI QIDQ483887zbMATH OpenOpenAlexFDO

Authors Wenrui Hao, LuYi Li, Zhenzhou Lü

Publication date 17 December 2014

Published in Computer Physics Communications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cpc.2013.01.007

zbMATH Keywords

sensitivity analysisvariance decompositionuncertainty analysisimportance measurecorrelated variables

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Control/observation systems with incomplete information (93C41) Stochastic systems in control theory (general) (93E03)

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• Point estimate-based importance analysis for structural models with correlated variables
• Analytical variance based global sensitivity analysis for models with correlated variables
• A new algorithm for variance based importance analysis of models with correlated inputs
• Exploring the variance contributions of correlated model parameters: a sampling-based approach and its application in traffic simulation models
• A new dependence measure for importance analysis: application to an environmental model
• Decoupling correlated and uncorrelated parametric uncertainty contributions for nonlinear models
• Importance analysis for models with correlated input variables by the state dependent parameters method

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