A Generalized Kernel Method for Global Sensitivity Analysis

DOI10.1137/20M1354829MaRDI QIDQ5862896zbMATH OpenOpenAlexFDO

Authors John Barr, Herschel Rabitz

Publication date 10 March 2022

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

Full work available at URL https://doi.org/10.1137/20m1354829

zbMATH Keywords

global sensitivity analysiskernel methodsmoment-independent sensitivity analysismultivariate output

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Multivariate distribution of statistics (62H10) Learning and adaptive systems in artificial intelligence (68T05)

Recommendations

• Robustness of the Sobol' Indices to Marginal Distribution Uncertainty
• A generalized sensitivity analysis method based on variance and covariance decomposition of summatory functions for multi-input multi-output systems
• Global sensitivity analysis using support vector regression
• Global sensitivity analysis for multivariate outputs using polynomial chaos-based surrogate models
• Derivative-Based Global Sensitivity Analysis for Models with High-Dimensional Inputs and Functional Outputs

Cites work

• A Hilbert Space Embedding for Distributions
• A kernel two-sample test
• An introduction to support vector machines and other kernel-based learning methods.
• Efficient implementation of high dimensional model representations
• Equivalence of distance-based and RKHS-based statistics in hypothesis testing
• General foundations of high-dimensional model representations
• Generalized moment-independent importance measures based on Minkowski distance
• Global sensitivity analysis with dependence measures
• Global sensitivity analysis: The primer
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
• Hilbert space embeddings and metrics on probability measures
• scientific article; zbMATH DE number 5957198 (Why is no real title available?)
• scientific article; zbMATH DE number 1425054 (Why is no real title available?)
• Integral Probability Metrics and Their Generating Classes of Functions
• Kernel dimension reduction in regression
• Kernel Mean Embedding of Distributions: A Review and Beyond
• New sensitivity analysis subordinated to a contrast
• Nonlinear sensitivity analysis of multiparameter model systems
• On the empirical estimation of integral probability metrics
• On the influence of the kernel on the consistency of support vector machines
• Sensitivity analysis for multidimensional and functional outputs
• The \(f\)-sensitivity index
• Theory of Reproducing Kernels
• Universality, Characteristic Kernels and RKHS Embedding of Measures

Cited in

(7)

• GLOBAL SENSITIVITY ANALYSIS: AN EFFICIENT NUMERICAL METHOD FOR APPROXIMATING THE TOTAL SENSITIVITY INDEX
• Robustness of the Sobol' Indices to Marginal Distribution Uncertainty
• Global sensitivity analysis of plasma instabilities via active subspaces
• Discrepancy Measures for Global Sensitivity Analysis
• Convexity and measures of statistical association
• Robustification of structural equation modelling via global sensitivity analysis
• Global Sensitivity Analysis of Spatial Sets: Finite-Element-Based Estimation and the Role of Observation Windows

This page was built for publication: A Generalized Kernel Method for Global Sensitivity Analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5862896)