Sampling, Metamodeling, and Sensitivity Analysis of Numerical Simulators with Functional Stochastic Inputs

DOI10.1137/15M1033319zbMath1386.65061MaRDI QIDQ5741195

Céline Helbert, Amandine Marrel, Clémentine Prieur, Simon Nanty, Nadia Pérot

Publication date: 22 July 2016

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

zbMATH Keywords

design of experimentssensitivity analysismetamodelfunctional variable

Mathematics Subject Classification ID

Related Items (2)

Data-driven stochastic inversion via functional quantization ⋮ Gaussian Process Modeling of Finite Element Models with Functional Inputs

Uses Software

• Rainbow
• fda (R)
• spcov

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Sparse estimation of a covariance matrix
• Exploratory designs for computational experiments
• A probabilistic graphical model based stochastic input model construction
• Estimation of the Sobol indices in a linear functional multidimensional model
• General formulation of HDMR component functions with independent and correlated variables
• Kernel principal component analysis for stochastic input model generation
• Maximin design on non hypercube domains and kernel interpolation
• Global sensitivity analysis of stochastic computer models with joint metamodels
• Extending a global sensitivity analysis technique to models with correlated parameters
• An efficient methodology for modeling complex computer codes with Gaussian processes
• The jackknife estimate of variance
• Estimating the dimension of a model
• Wrap-around \(L_2\)-discrepancy of random sampling Latin hypercube and uniform designs
• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• Computer experiments with functional inputs and scalar outputs by a norm-based approach
• Estimation of global sensitivity indices for models with dependent variables
• Generalized Hoeffding-Sobol decomposition for dependent variables -- application to sensitivity analysis
• Uncertainty quantification for functional dependent random variables
• Functional data analysis.
• Nonparametric functional data analysis. Theory and practice.
• A Posteriori Error and Optimal Reduced Basis for Stochastic Processes Defined by a Finite Set of Realizations
• A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
• Sensitivity analysis and related analyses: A review of some statistical techniques
• Replication procedure for grouped Sobol' indices estimation in dependent uncertainty spaces
• Probabilistic Sensitivity Analysis of Complex Models: A Bayesian Approach
• Asymptotic normality and efficiency of two Sobol index estimators
• A randomized orthogonal array-based procedure for the estimation of first- and second-order Sobol' indices
• Comparison of some efficient methods to evaluate the main effect of computer model factors
• A Class of Statistics with Asymptotically Normal Distribution
• Design and analysis of simulation experiments
• A practical guide to splines.

This page was built for publication: Sampling, Metamodeling, and Sensitivity Analysis of Numerical Simulators with Functional Stochastic Inputs