Sensitivity analysis using permutations

MaRDI QIDQ4639580zbMATH OpenFDO

Authors Shifeng Xiong, Xu He, Yuanzhen He, Weiyan Mu

Publication date 9 May 2018

zbMATH Keywords

permutation testuncertainty quantificationkrigingsignificanceSobol' index

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Applications of statistics to physics (62P35)

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Cited in

(8)

• Sensitivity analysis for ranked data
• Test Comparison for Sobol Indices over Nested Sets of Variables
• An analytic method for sensitivity analysis of complex systems
• Sensitivity analysis of performability
• Sample-based estimation of correlation ratio with polynomial approximation
• Design and Analysis of Computer Experiments with both Numeral and Distributional Inputs
• A sequential algorithm for personalized optimization of noisy black-box functions
• Best linear unbiased prediction for multifidelity computer experiments

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