Extending a global sensitivity analysis technique to models with correlated parameters

DOI10.1016/j.csda.2007.04.003zbMath1365.62396OpenAlexW2081375966WikidataQ62548874 ScholiaQ62548874MaRDI QIDQ1020651

Chonggang Xu, George Gertner

Publication date: 2 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2007.04.003

zbMATH Keywords

correlationsensitivity analysisuncertainty analysisFAST

Mathematics Subject Classification ID

Reliability and life testing (62N05)

Related Items

Adaptive surrogate modeling by ANOVA and sparse polynomial dimensional decomposition for global sensitivity analysis in fluid simulation, Reliability of global sensitivity indices, Optimal control of mitigation strategies for dengue virus transmission, Transmission dynamics of multi-strain dengue virus with cross-immunity, High-order statistics in global sensitivity analysis: decomposition and model reduction, Use of global sensitivity analysis to assess the soil poroelastic parameter influence, Modeling the role of information and optimal control on an SEIR epidemic model with infectivity in latent period, Global Sensitivity Analysis for Statistical Model Parameters, Robust net present value, Understanding and comparisons of different sampling approaches for the Fourier amplitudes sensitivity test (FAST), Global derivative based sensitivity method for parameter estimation, Parametric sensitivity: a case study comparison, Sampling, Metamodeling, and Sensitivity Analysis of Numerical Simulators with Functional Stochastic Inputs, Decoupling correlated and uncorrelated parametric uncertainty contributions for nonlinear models, Analytical variance based global sensitivity analysis for models with correlated variables, An optimal control problem for dengue transmission model with \textit{Wolbachia} and vaccination

Cites Work

• Unnamed Item
• Unnamed Item
• A distribution-free approach to inducing rank correlation among input variables
• Nonlinear sensitivity analysis of multiparameter model systems
• Sensitivity analysis of model output. Performance of the iterated fractional factorial design method
• On the Relative Importance of Input Factors in Mathematical Models
• Sensitivity Analysis in Practice
• Sensitivity analysis in model calibration: GSA-GLUE approach