A new derivative based importance criterion for groups of variables and its link with the global sensitivity indices
From MaRDI portal
Publication:547007
DOI10.1016/j.cpc.2010.03.006zbMath1219.65005OpenAlexW2038012176MaRDI QIDQ547007
Sergei Kucherenko, Ilya M. Sobol'
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
Monte Carlo methodglobal sensitivity analysisderivative based global sensitivity measureglobal sensitivity index
Related Items (20)
Sensitivity analysis of the variance contributions with respect to the distribution parameters by the kernel function ⋮ Adaptive surrogate modeling by ANOVA and sparse polynomial dimensional decomposition for global sensitivity analysis in fluid simulation ⋮ An adaptive least-squares global sensitivity method and application to a plasma-coupled combustion prediction with parametric correlation ⋮ Sensitivity analysis: a review of recent advances ⋮ Sensitivity analysis methods in the biomedical sciences ⋮ Supervised Machine Learning Techniques: An Overview with Applications to Banking ⋮ A new perspective on parameter study of optimization problems ⋮ Derivative-Based Global Sensitivity Measures and Their Link with Sobol’ Sensitivity Indices ⋮ From screening to quantitative sensitivity analysis. A unified approach ⋮ Global sensitivity analysis: a generalized, unbiased and optimal estimator of total-effect variance ⋮ Global Sensitivity Analysis for Statistical Model Parameters ⋮ Importance measures in reliability and mathematical programming ⋮ Adaptive sparse polynomial dimensional decomposition for derivative-based sensitivity ⋮ Effective Dimension of Some Weighted Pre-Sobolev Spaces with Dominating Mixed Partial Derivatives ⋮ 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 ⋮ A generalized sensitivity analysis method based on variance and covariance decomposition of summatory functions for multi-input multi-output systems ⋮ Model order reduction for large-scale structures with local nonlinearities ⋮ Sensitivity analysis approaches to high-dimensional screening problems at low sample size
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Making best use of model evaluations to compute sensitivity indices
- Analysis of variance designs for model output
- Derivative based global sensitivity measures and their link with global sensitivity indices
- Sensitivity Analysis in Practice
- On Global Sensitivity Indices: Monte Carlo Estimates Affected by Random Errors
- Monte Carlo estimators for small sensitivity indices
- Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
This page was built for publication: A new derivative based importance criterion for groups of variables and its link with the global sensitivity indices