A recursive algorithm for finding HDMR terms for sensitivity analysis

DOI10.1016/J.COMPHY.2003.12.005MaRDI QIDQ709485zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31)

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Cites work

• Efficient implementation of high dimensional model representations
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Cited in

(6)

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

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