Estimation of Sobol's sensitivity indices under generalized linear models

DOI10.1080/03610926.2017.1388397MaRDI QIDQ5075552zbMATH OpenOpenAlexWikidataFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3945130 (Why is no real title available?)
• scientific article; zbMATH DE number 872100 (Why is no real title available?)
• Approximation theory and approximation practice
• Efficient input-output model representations
• Generalized Hoeffding-Sobol decomposition for dependent variables -- application to sensitivity analysis
• Generalized Sobol sensitivity indices for dependent variables: numerical methods
• Global sensitivity analysis: The primer
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
• Making best use of model evaluations to compute sensitivity indices
• Multivariate statistical modelling based on generalized linear models.
• On sensitivity estimation for nonlinear mathematical models
• Random forests
• Sensitivity Analysis in Practice
• Sensitivity analysis: a review of recent advances
• Sensitivity measures,anova-like Techniques and the use of bootstrap
• The elements of statistical learning. Data mining, inference, and prediction
• Uncertainty and Sensitivity Analysis Techniques as Tools for the Quality Assessment of Composite Indicators
• Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index

Cited in

(5)

• Sensitivity of GLS estimators in random effects models
• Generalized Sobol indices with dependent variables: performance tests of the algorithm HOGS connected to several parameter estimations. Performance of the algorithm HOGS
• 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
• scientific article; zbMATH DE number 6458285 (Why is no real title available?)

Describes a project that uses

Uses Software

• Fahrmeir
• glmnet
• R

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