Estimation of the Derivative-Based Global Sensitivity Measures Using a Gaussian Process Metamodel
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Publication:5741198
DOI10.1137/15M1013377zbMath1386.65059MaRDI QIDQ5741198
Matthias de Lozzo, Amandine Marrel
Publication date: 22 July 2016
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
sensitivity analysisscreeningsignificance testGaussian process modelderivative-based global sensitivity measures (DGSM)
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Related Items (5)
Sequential Learning of Active Subspaces ⋮ Estimation of the Derivative-Based Global Sensitivity Measures Using a Gaussian Process Metamodel ⋮ Multilevel Monte Carlo Covariance Estimation for the Computation of Sobol' Indices ⋮ Nonparametric estimation of probabilistic sensitivity measures ⋮ Sequential sensitivity analysis of expensive black-box simulators with metamodelling
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