Reliability of global sensitivity indices

DOI10.1080/00949655.2010.509317MaRDI QIDQ5300726zbMATH OpenOpenAlexWikidataFDO

Authors Chonggang Xu, George Gertner

Publication date 28 June 2013

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

Full work available at URL https://doi.org/10.1080/00949655.2010.509317

zbMATH Keywords

sensitivity analysissimple random samplinguncertainty analysisstandard errorFourier amplitude sensitivity testrandom balance design sampling

Mathematics Subject Classification ID

Reliability and life testing (62N05) Sampling theory, sample surveys (62D05) Numerical methods for discrete and fast Fourier transforms (65T50)

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Cites work

• scientific article; zbMATH DE number 1529823 (Why is no real title available?)
• A distribution-free approach to inducing rank correlation among input variables
• A stochastic spatial dynamical model for Aedes aegypti
• Extending a global sensitivity analysis technique to models with correlated parameters
• Nonlinear sensitivity analysis of multiparameter model systems
• On the Relative Importance of Input Factors in Mathematical Models
• Understanding and comparisons of different sampling approaches for the Fourier amplitudes sensitivity test (FAST)

Cited in

(7)

• Risk of estimators for Sobol' sensitivity indices based on metamodels
• Sensitivity analysis for multidimensional and functional outputs
• Understanding and comparisons of different sampling approaches for the Fourier amplitudes sensitivity test (FAST)
• Extending a global sensitivity analysis technique to models with correlated parameters
• Global derivative based sensitivity method for parameter estimation
• Sensitivity analysis of nonlinear models to parameter perturbations for small size ensembles of model outputs
• Uncertainty propagation and sensitivity analysis: results from the ocular mathematical virtual simulator

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