Robustness of the Sobol' Indices to Marginal Distribution Uncertainty
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Publication:5237192
DOI10.1137/18M123387XOpenAlexW2980867204WikidataQ126978200 ScholiaQ126978200MaRDI QIDQ5237192FDOQ5237192
Authors: Joseph Hart, Pierre A. Gremaud 
Publication date: 17 October 2019
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1812.07042
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Cites Work
- Analysis of variance designs for model output
- Title not available (Why is that?)
- Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
- Statistical inference for Sobol pick-freeze Monte Carlo method
- Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index
- Global sensitivity analysis of high-dimensional neuroscience models: an example of neurovascular coupling
- Estimation of global sensitivity indices for models with dependent variables
- Monte Carlo Estimation under Different Distributions Using the Same Simulation
- Efficient evaluation of reliability-oriented sensitivity indices
- Density modification-based reliability sensitivity analysis
- On the consistency of Sobol indices with respect to stochastic ordering of model parameters
- An approximation theoretic perspective of Sobol' indices with dependent variables
- Functional ANOVA with multiple distributions: implications for the sensitivity analysis of computer experiments
- VARIANCE-BASED SENSITIVITY INDICES OF COMPUTER MODELS WITH DEPENDENT INPUTS: THE FOURIER AMPLITUDE SENSITIVITY TEST
- ROBUSTNESS OF THE SOBOL' INDICES TO DISTRIBUTIONAL UNCERTAINTY
Cited In (5)
- Risk of estimators for Sobol' sensitivity indices based on metamodels
- Test Comparison for Sobol Indices over Nested Sets of Variables
- An Information Geometry Approach to Robustness Analysis for the Uncertainty Quantification of Computer Codes
- Global sensitivity analysis and Wasserstein spaces
- Sensitivity analysis methods in the biomedical sciences
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