Comparison of some efficient methods to evaluate the main effect of computer model factors

DOI10.1080/10629360600964454MaRDI QIDQ5457933zbMATH OpenOpenAlexWikidataFDO

Authors Onimihamina Rakoto Joseph, Thierry Mara

Publication date 10 April 2008

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

Full work available at URL https://doi.org/10.1080/10629360600964454

zbMATH Keywords

Monte Carlosensitivity analysisuncertainty analysisFASTmain effectthermal modelLHS

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Applications of statistics to environmental and related topics (62P12) Applications of statistics (62P99)

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Cites work

• Nonlinear sensitivity analysis of multiparameter model systems
• On the Relative Importance of Input Factors in Mathematical Models

Cited in

(13)

• Emulated multivariate global sensitivity analysis for complex computer models applied to agricultural simulators
• Iterative estimation of Sobol' indices based on replicated designs
• A randomized orthogonal array-based procedure for the estimation of first- and second-order Sobol' indices
• Understanding and comparisons of different sampling approaches for the Fourier amplitudes sensitivity test (FAST)
• New Computational Paradigms
• Sampling, metamodeling, and sensitivity analysis of numerical simulators with functional stochastic inputs
• Emulation engines: choice and quantification of uncertainty for complex hydrological models
• Iterative construction of replicated designs based on Sobol' sequences
• Replication procedure for grouped Sobol' indices estimation in dependent uncertainty spaces
• Non-parametric estimation of the first-order Sobol indices with bootstrap bandwidth
• Nonparametric estimation of probabilistic sensitivity measures
• Reliable error estimation for Sobol' indices
• Uncertainty quantification: a minimum variance unbiased (joint) estimator of the non-normalized Sobol' indices

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