Computing first-order sensitivity indices with contribution to the sample mean plot

DOI10.1080/00949655.2014.932358MaRDI QIDQ5220792zbMATHOpenAlexFDO

Authors Nathalie Saint-Geours, Vytis Kopustinskas, R. Bolado-Lavin, S. Tarantola

Publication date 27 March 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2014.932358

zbMATH Keywords

Monte Carlo simulationimportance measuresvariance-based sensitivity analysiscontribution to the sample mean plotIshigami function

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Analysis of variance and covariance (ANOVA) (62J10) Graphical methods in statistics (62A09)

Recommendations

• Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index
• Making best use of model evaluations to compute sensitivity indices
• Estimation of global sensitivity indices for models with dependent variables
• Sensitivity analysis of the variance contributions with respect to the distribution parameters by the kernel function
• Design for sensitivity analysis

Cites work

• scientific article; zbMATH DE number 3863589 (Why is no real title available?)
• scientific article; zbMATH DE number 1425054 (Why is no real title available?)
• A Bayesian approach for global sensitivity analysis of (multifidelity) computer codes
• A Class of Statistics with Asymptotically Normal Distribution
• Analysis of variance designs for model output
• Global sensitivity analysis: The primer
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
• Global sensitivity measures from given data
• Understanding and comparisons of different sampling approaches for the Fourier amplitudes sensitivity test (FAST)

Cited in

(1)

• Conceptual implementation of the variance-based sensitivity analysis for the calculation of the first-order effects

Describes a project that uses

Uses Software

• DiceKriging
• DiceOptim

This page was built for publication: Computing first-order sensitivity indices with contribution to the sample mean plot

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5220792)