A new derivative based importance criterion for groups of variables and its link with the global sensitivity indices

DOI10.1016/J.CPC.2010.03.006MaRDI QIDQ547007zbMATH OpenOpenAlexFDO

Authors Il'ya Sobol', S. Kucherenko

Publication date 30 June 2011

Published in Computer Physics Communications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cpc.2010.03.006

zbMATH Keywords

Monte Carlo methodglobal sensitivity analysisderivative based global sensitivity measureglobal sensitivity index

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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Cites work

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• scientific article; zbMATH DE number 1425054 (Why is no real title available?)
• Analysis of variance designs for model output
• Derivative based global sensitivity measures and their link with global sensitivity indices
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
• Making best use of model evaluations to compute sensitivity indices
• Monte Carlo estimators for small sensitivity indices
• On Global Sensitivity Indices: Monte Carlo Estimates Affected by Random Errors
• Sensitivity Analysis in Practice

Cited in

(22)

• An adaptive least-squares global sensitivity method and application to a plasma-coupled combustion prediction with parametric correlation
• Sensitivity analysis methods in the biomedical sciences
• Derivative-Based Global Sensitivity Measures and Their Link with Sobol’ Sensitivity Indices
• From screening to quantitative sensitivity analysis. A unified approach
• Supervised Machine Learning Techniques: An Overview with Applications to Banking
• A new perspective on parameter study of optimization problems
• Effective dimension of some weighted pre-Sobolev spaces with dominating mixed partial derivatives
• On derivative based global sensitivity criteria
• Sensitivity analysis of the variance contributions with respect to the distribution parameters by the kernel function
• Derivative based global sensitivity measures and their link with global sensitivity indices
• Model order reduction for large-scale structures with local nonlinearities
• Adaptive sparse polynomial dimensional decomposition for derivative-based sensitivity
• Global sensitivity analysis for statistical model parameters
• Importance measures in reliability and mathematical programming
• A generalized sensitivity analysis method based on variance and covariance decomposition of summatory functions for multi-input multi-output systems
• Global sensitivity analysis: a generalized, unbiased and optimal estimator of total-effect variance
• Sensitivity analysis: a review of recent advances
• Sensitivity analysis approaches to high-dimensional screening problems at low sample size
• Adaptive surrogate modeling by ANOVA and sparse polynomial dimensional decomposition for global sensitivity analysis in fluid simulation
• Derivative-based global sensitivity measures: general links with Sobol' indices and numerical tests
• Efficient sampling methods for global reliability sensitivity analysis
• Crossed-derivative based sensitivity measures for interaction screening

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