A recursive algorithm for finding HDMR terms for sensitivity analysis

DOI10.1016/J.COMPHY.2003.12.005zbMATH Open1196.90115OpenAlexW1989643279MaRDI QIDQ709485FDOQ709485

Authors: D. Kharzeev 

Publication date: 18 October 2010

Published in: Computer Physics Communications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.comphy.2003.12.005

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Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31)

Cites Work

• Title not available (Why is that?)
• Efficient input-output model representations
• Efficient implementation of high dimensional model representations

Cited In (5)

• Analytical HDMR formulas for functions expressed as quadratic polynomials with a multivariate normal distribution
• General formulation of HDMR component functions with independent and correlated variables
• Survey of modeling and optimization strategies to solve high-dimensional design problems with computationally-expensive black-box functions
• Stochastic sensitivity analysis using preconditioning approach
• Reproducing kernel technique for high dimensional model representations (HDMR)

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