Robustness of the Sobol' Indices to Marginal Distribution Uncertainty

DOI10.1137/18M123387XMaRDI QIDQ5237192zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

robustnessepistemic uncertaintyglobal sensitivity analysisSobol' indices

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17)

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Cites work

• scientific article; zbMATH DE number 1425054 (Why is no real title available?)
• An approximation theoretic perspective of Sobol' indices with dependent variables
• Analysis of variance designs for model output
• Density modification-based reliability sensitivity analysis
• Efficient evaluation of reliability-oriented sensitivity indices
• Estimation of global sensitivity indices for models with dependent variables
• Functional ANOVA with multiple distributions: implications for the sensitivity analysis of computer experiments
• Global sensitivity analysis of high-dimensional neuroscience models: an example of neurovascular coupling
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
• Monte Carlo Estimation under Different Distributions Using the Same Simulation
• On the consistency of Sobol indices with respect to stochastic ordering of model parameters
• ROBUSTNESS OF THE SOBOL' INDICES TO DISTRIBUTIONAL UNCERTAINTY
• Statistical inference for Sobol pick-freeze Monte Carlo method
• VARIANCE-BASED SENSITIVITY INDICES OF COMPUTER MODELS WITH DEPENDENT INPUTS: THE FOURIER AMPLITUDE SENSITIVITY TEST
• Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index

Cited in

(5)

• Sensitivity analysis methods in the biomedical sciences
• Global sensitivity analysis and Wasserstein spaces
• Test Comparison for Sobol Indices over Nested Sets of Variables
• Risk of estimators for Sobol' sensitivity indices based on metamodels
• An Information Geometry Approach to Robustness Analysis for the Uncertainty Quantification of Computer Codes

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• Chebfun

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