Sensitivity indices for multivariate outputs

DOI10.1016/J.CRMA.2013.04.016MaRDI QIDQ351391zbMATHOpenAlexFDO

Authors Alexandre Janon, Agnès Lagnoux, Thierry Klein, Fabrice Gamboa

Publication date 11 July 2013

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1303.3574

Mathematics Subject Classification ID

Statistics (62-XX)

Abstract: We define and study a generalization of Sobol sensitivity indices for the case of a vector output.

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Cites work

• scientific article; zbMATH DE number 1425054 (Why is no real title available?)
• Asymptotic Statistics
• Asymptotic normality and efficiency of two Sobol index estimators

Cited in

(17)

• Global sensitivity analysis for multivariate outputs using polynomial chaos-based surrogate models
• On exact distribution for multivariate weighted distributions and classification
• Accelerating dimensionality reduction in wave-resistance problems through geometric operators
• Multivariate Global Sensitivity Analysis for Casing String Using Neural Network
• Emulated multivariate global sensitivity analysis for complex computer models applied to agricultural simulators
• Global sensitivity analysis of a homogenized constrained mixture model of arterial growth and remodeling
• Sensitivity analysis method for model with correlated inputs and multivariate output and its application to aircraft structure
• Global sensitivity analysis with dependence measures
• Derivative-based generalized sensitivity indices and Sobol' indices
• A Global Sensitivity Analysis Method for Multi-Input Multi-Output System and its Application in Structural Design
• A sequential experimental design for multivariate sensitivity analysis using polynomial chaos expansion
• Uncertainty quantification: a minimum variance unbiased (joint) estimator of the non-normalized Sobol' indices
• A generalized sensitivity analysis method based on variance and covariance decomposition of summatory functions for multi-input multi-output systems
• Global sensitivity analysis: a generalized, unbiased and optimal estimator of total-effect variance
• Gradient-based dimension reduction of multivariate vector-valued functions
• Efficient dependency models: simulating dependent random variables
• On the coalitional decomposition of parameters of interest

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