Pages that link to "Item:Q2253600"

The following pages link to Global sensitivity measures from given data (Q2253600):

Displaying 33 items.

• A fast computational method for moment-independent uncertainty importance measure (Q313836) (← links)
• Sensitivity analysis: a review of recent advances (Q320799) (← links)
• Sensitivity analysis and parameter identification of a time dependent constitutive model for rock salt (Q747920) (← links)
• Estimation of high-order moment-independent importance measures for Shapley value analysis (Q821916) (← links)
• Reverse sensitivity testing: what does it take to break the model? (Q1634305) (← links)
• Optimal hazard models based on partial information (Q1651731) (← links)
• Global sensitivity analysis: a generalized, unbiased and optimal estimator of total-effect variance (Q1706477) (← links)
• Copula theory and probabilistic sensitivity analysis: is there a connection? (Q1740560) (← links)
• A global tolerance approach to sensitivity analysis in linear programming (Q1754243) (← links)
• A new dependence measure for importance analysis: application to an environmental model (Q1984990) (← links)
• Sensitivity indices for independent groups of variables (Q1997595) (← links)
• Derivative-based generalized sensitivity indices and Sobol' indices (Q1997929) (← links)
• Derivative-based integral equalities and inequality: a proxy-measure for sensitivity analysis (Q1998235) (← links)
• Simultaneous estimation of complementary moment independent and reliability-oriented sensitivity measures (Q1998421) (← links)
• Maximum entropy distributions with quantile information (Q2029327) (← links)
• Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates (Q2040431) (← links)
• A machine learning method for real-time numerical simulations of cardiac electromechanics (Q2138843) (← links)
• Forward-reverse switch between density-based and regional sensitivity analysis (Q2183060) (← links)
• Uncertainty quantification: a minimum variance unbiased (joint) estimator of the non-normalized Sobol' indices (Q2208405) (← links)
• Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods (Q2212159) (← links)
• Risk of estimators for Sobol' sensitivity indices based on metamodels (Q2219226) (← links)
• A generalized sensitivity analysis method based on variance and covariance decomposition of summatory functions for multi-input multi-output systems (Q2237728) (← links)
• A kernel estimate method for characteristic function-based uncertainty importance measure (Q2284518) (← links)
• Borgonovo moment independent global sensitivity analysis by Gaussian radial basis function meta-model (Q2295081) (← links)
• Nonparametric estimation of probabilistic sensitivity measures (Q2302500) (← links)
• Global sensitivity analysis of fuzzy distribution parameter on failure probability and its single-loop estimation (Q2336469) (← links)
• Adaptive surrogate modeling by ANOVA and sparse polynomial dimensional decomposition for global sensitivity analysis in fluid simulation (Q2375149) (← links)
• The $f$-Sensitivity Index (Q2801325) (← links)
• Moment-independent regional sensitivity analysis of complicated models with great efficiency (Q2952806) (← links)
• Variance Reduction for Estimation of Shapley Effects and Adaptation to Unknown Input Distribution (Q3296926) (← links)
• Faster Kriging: Facing High-Dimensional Simulators (Q5130493) (← links)
• Explaining classifiers with measures of statistical association (Q6168907) (← links)
• Untangling the Molecular Interactions Underlying Intracellular Phase Separation Using Combined Global Sensitivity Analyses (Q6496568) (← links)