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

DOI10.1080/10629360600964454zbMATH Open1136.62416OpenAlexW2102129645WikidataQ62563400 ScholiaQ62563400MaRDI QIDQ5457933FDOQ5457933

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

Recommendations

• An alternative way to compute Fourier amplitude sensitivity test (FAST).
• Understanding and comparisons of different sampling approaches for the Fourier amplitudes sensitivity test (FAST)
• Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index
• Design for sensitivity analysis
• Making best use of model evaluations to compute sensitivity indices

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)

Cites Work

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

Cited In (12)

• 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
• Sampling, Metamodeling, and Sensitivity Analysis of Numerical Simulators with Functional Stochastic Inputs
• New Computational Paradigms
• Emulation engines: choice and quantification of uncertainty for complex hydrological models
• Replication procedure for grouped Sobol' indices estimation in dependent uncertainty spaces
• Iterative construction of replicated designs based on Sobol' sequences
• Nonparametric estimation of probabilistic sensitivity measures
• Nonparametric estimation of the first order Sobol indices with bootstrap bandwidth
• Reliable error estimation for Sobol' indices
• Uncertainty quantification: a minimum variance unbiased (joint) estimator of the non-normalized Sobol' indices

This page was built for publication: Comparison of some efficient methods to evaluate the main effect of computer model factors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5457933)