Global sensitivity analysis using complex linear models

DOI10.1007/S11222-011-9239-YzbMATH Open1252.62119OpenAlexW2030358859MaRDI QIDQ693312FDOQ693312

Authors: A. Jourdan 

Publication date: 7 December 2012

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-011-9239-y

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zbMATH Keywords

Sobol indicesorthogonal designsFourier regression models

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Applications of statistics (62P99) Theory of software (68N99)

Cites Work

• The design and analysis of computer experiments.
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• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
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• Space-filling Latin hypercube designs for computer experiments
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• Factorial design and Abelian groups
• Lattices and dual lattices in optimal experimental design for Fourier models.
• Lattice-based \(D\)-optimum design for Fourier regression
• Complex linear models and cyclic designs

Cited In (25)

• Emulated multivariate global sensitivity analysis for complex computer models applied to agricultural simulators
• Randomized Global Sensitivity Analysis and Model Robustness
• Global sensitivity analysis using support vector regression
• Global Sensitivity Analysis for Optimization with Variable Selection
• Global sensitivity analysis of stochastic computer models with joint metamodels
• A randomized orthogonal array-based procedure for the estimation of first- and second-order Sobol' indices
• Sequential Bayesian polynomial chaos model selection for estimation of sensitivity indices
• Metamodel construction for sensitivity analysis
• An analytical structural global sensitivity analysis method based on direct integral
• On Global Sensitivity Indices: Monte Carlo Estimates Affected by Random Errors
• Monte Carlo algorithms for evaluating Sobol' sensitivity indices
• Global sensitivity analysis of statistical models by double randomization method
• Global sensitivity analysis and Wasserstein spaces
• Borgonovo moment independent global sensitivity analysis by Gaussian radial basis function meta-model
• Estimation of Sobol's sensitivity indices under generalized linear models
• Estimation of the derivative-based global sensitivity measures using a Gaussian process metamodel
• Global analysis of an SAIS model
• Title not available (Why is that?)
• Global sensitivity analysis for the design of nonlinear identification experiments
• Tensor algorithms for advanced sensitivity metrics
• Certified metamodels for sensitivity indices estimation
• Global sensitivity measures from given data
• Uncertainty quantification: a minimum variance unbiased (joint) estimator of the non-normalized Sobol' indices
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
• A Bayesian approach for global sensitivity analysis of (multifidelity) computer codes

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