Efficient variance reduction approach based on the variation of the input importance

DOI10.1080/00949655.2015.1135154MaRDI QIDQ5221502zbMATH OpenOpenAlexFDO

Authors Pan Wang, Zhenzhou Lü

Publication date 1 April 2020

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

Full work available at URL https://doi.org/10.1080/00949655.2015.1135154

zbMATH Keywords

variance reductionoutput variancegraphical solutionimportance analysisimportance sampling-based approach

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
• Making best use of model evaluations to compute sensitivity indices
• On the Relative Importance of Input Factors in Mathematical Models
• Robust design of structures using optimization methods
• Robust optimization - a comprehensive survey
• Sensitivity Analysis in Practice
• Sensitivity analysis of the variance contributions with respect to the distribution parameters by the kernel function
• Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index

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