Estimation of Sobol's sensitivity indices under generalized linear models

DOI10.1080/03610926.2017.1388397OpenAlexW2761585455WikidataQ91600033 ScholiaQ91600033MaRDI QIDQ5075552FDOQ5075552

Authors:

Publication date: 16 May 2022

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://europepmc.org/articles/pmc6141050

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zbMATH Keywords

variable selectiongeneralized linear modelsvariable rankingSobol's indicesglobal sensitivity analysisgene-gene interactionscorrelated inputs

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Generalized linear models (logistic models) (62J12) Computational methods for problems pertaining to biology (92-08)

Cites Work

• The elements of statistical learning. Data mining, inference, and prediction
• Random forests
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• Multivariate statistical modelling based on generalized linear models.
• Making best use of model evaluations to compute sensitivity indices
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
• Approximation theory and approximation practice
• Sensitivity Analysis in Practice
• Global sensitivity analysis: The primer
• On sensitivity estimation for nonlinear mathematical models
• Efficient input-output model representations
• Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index
• Generalized Hoeffding-Sobol decomposition for dependent variables -- application to sensitivity analysis
• Sensitivity analysis: a review of recent advances
• Sensitivity measures,anova-like Techniques and the use of bootstrap
• Title not available (Why is that?)
• Uncertainty and Sensitivity Analysis Techniques as Tools for the Quality Assessment of Composite Indicators
• Generalized Sobol sensitivity indices for dependent variables: numerical methods

Cited In (4)

• Sensitivity of GLS estimators in random effects models
• A note on least squares sensitivity in single-index model estimation and the benefits of response transformations
• Uncertainty quantification in deterministic parameterization of single diode model of a silicon solar cell
• Title not available (Why is that?)

Uses Software

• R
• glmnet
• Fahrmeir

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