Total interaction index: a variance-based sensitivity index for second-order interaction screening

DOI10.1016/J.JSPI.2013.11.007MaRDI QIDQ389316zbMATH OpenOpenAlexFDO

Authors S. Kuhnt, J. Fruth, O. Roustant

Publication date 20 January 2014

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2013.11.007

zbMATH Keywords

Sobol indicesadditive structureFANOVA decompositionhigh-order interactionssuperset importance

Mathematics Subject Classification ID

Linear inference, regression (62J99) Analysis of variance and covariance (ANOVA) (62J10)

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Cites work

• scientific article; zbMATH DE number 1529823 (Why is no real title available?)
• scientific article; zbMATH DE number 1425054 (Why is no real title available?)
• Asymptotic Statistics
• Asymptotic normality and efficiency of two Sobol index estimators
• Better estimation of small Sobol' sensitivity indices
• Data-driven kriging models based on FANOVA-decomposition
• Estimating Mean Dimensionality of Analysis of Variance Decompositions
• Making best use of model evaluations to compute sensitivity indices
• Nonlinear sensitivity analysis of multiparameter model systems
• Sampling plans based on balanced incomplete block designs for evaluating the importance of computer model inputs
• The jackknife estimate of variance

Cited in

(9)

• Derivative-based generalized sensitivity indices and Sobol' indices
• Effective dimension of some weighted pre-Sobolev spaces with dominating mixed partial derivatives
• Derivative-based integral equalities and inequality: a proxy-measure for sensitivity analysis
• Crossed-derivative based sensitivity measures for interaction screening
• Gaussian process-based dimension reduction for goal-oriented sequential design
• Variance-based interaction index measuring heteroscedasticity
• The tail dependograph
• Estimation of the derivative-based global sensitivity measures using a Gaussian process metamodel
• Screening: from tornado diagrams to effective dimensions

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