Derivative-based generalized sensitivity indices and Sobol' indices

DOI10.1016/j.matcom.2019.10.017OpenAlexW2982771860WikidataQ126833286 ScholiaQ126833286MaRDI QIDQ1997929

Matieyendou Lamboni

Publication date: 6 March 2021

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2019.10.017

zbMATH Keywords

derivativesU-statisticsmatrix normsgeneralized sensitivity indicesMVU estimators

Mathematics Subject Classification ID

Linear inference, regression (62Jxx) Nonparametric inference (62Gxx)

Related Items (5)

Efficient dependency models: simulating dependent random variables ⋮ A generalized sensitivity analysis method based on variance and covariance decomposition of summatory functions for multi-input multi-output systems ⋮ Derivative-based integral equalities and inequality: a proxy-measure for sensitivity analysis ⋮ Weak derivative-based expansion of functions: ANOVA and some inequalities ⋮ Importance measure analysis of design variables and uncertain parameters in multidisciplinary systems

Uses Software

• randtoolbox

Cites Work

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