Reliable error estimation for Sobol' indices
From MaRDI portal
Publication:1704013
DOI10.1007/s11222-017-9759-1zbMath1385.49029OpenAlexW2516680087MaRDI QIDQ1704013
Laurent Gilquin, Lluís Antoni Jiménez Rugama
Publication date: 8 March 2018
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://hal.inria.fr/hal-01358067/file/Manuscript.pdf
Monte Carlo methods (65C05) Popov-type stability of feedback systems (93D10) Numerical methods for integral transforms (65R10) Sequential estimation (62L12) Sensitivity analysis for optimization problems on manifolds (49Q12)
Related Items (5)
Adaptive Quasi-Monte Carlo Methods for Cubature ⋮ Risk of estimators for Sobol' sensitivity indices based on metamodels ⋮ Computing Shapley Effects for Sensitivity Analysis ⋮ Nonparametric estimation of probabilistic sensitivity measures ⋮ Screening: from tornado diagrams to effective dimensions
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Constructing Sobol Sequences with Better Two-Dimensional Projections
- Iterative construction of replicated designs based on Sobol' sequences
- Making best use of model evaluations to compute sensitivity indices
- Iterative estimation of Sobol' indices based on replicated designs
- Monte Carlo and quasi-Monte Carlo sampling
- Reliable Adaptive Cubature Using Digital Sequences
- Adaptive Multidimensional Integration Based on Rank-1 Lattices
- Multi-fidelity optimization via surrogate modelling
- Adaptive Quasi-Monte Carlo Methods for Cubature
- Better estimation of small sobol' sensitivity indices
- Implementation and tests of low-discrepancy sequences
- Asymptotic normality and efficiency of two Sobol index estimators
- A randomized orthogonal array-based procedure for the estimation of first- and second-order Sobol' indices
- Comparison of some efficient methods to evaluate the main effect of computer model factors
- Algorithm 823
- On the distribution of points in a cube and the approximate evaluation of integrals
- A Class of Statistics with Asymptotically Normal Distribution
This page was built for publication: Reliable error estimation for Sobol' indices
