Weak derivative-based expansion of functions: ANOVA and some inequalities

DOI10.1016/j.matcom.2021.12.019OpenAlexW4200166684MaRDI QIDQ2076804

Matieyendou Lamboni

Publication date: 22 February 2022

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

Full work available at URL: https://doi.org/10.1016/j.matcom.2021.12.019

zbMATH Keywords

weak derivativesspatio-temporal modelsminimum variance unbiased estimatorsderivative-based ANOVAderivative-based sensitivity indices

Mathematics Subject Classification ID

Statistics (62-XX) Biology and other natural sciences (92-XX)

Related Items (1)

On exact distribution for multivariate weighted distributions and classification

Uses Software

• randtoolbox

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Weighted Poincaré-type inequalities for Cauchy and other convex measures
• The jackknife estimate of variance
• Isoperimetric and analytic inequalities for log-concave probability measures
• General foundations of high-dimensional model representations
• Efficient input-output model representations
• Derivative-based generalized sensitivity indices and Sobol' indices
• Derivative-based integral equalities and inequality: a proxy-measure for sensitivity analysis
• Uncertainty quantification: a minimum variance unbiased (joint) estimator of the non-normalized Sobol' indices
• Derivative-based global sensitivity measures: general links with Sobol' indices and numerical tests
• Crossed-derivative based sensitivity measures for interaction screening
• Derivative based global sensitivity measures and their link with global sensitivity indices
• Poincaré inequalities on intervals -- application to sensitivity analysis
• Multisample and multivariate nonparametric tests based on U statistics and their asymptotic efficiencies
• Handbook of Uncertainty Quantification
• Computational Optimization of Systems Governed by Partial Differential Equations
• Perspectives in Flow Control and Optimization
• HIGH DIMENSIONAL SENSITIVITY ANALYSIS USING SURROGATE MODELING AND HIGH DIMENSIONAL MODEL REPRESENTATION
• GLOBAL SENSITIVITY ANALYSIS: AN EFFICIENT NUMERICAL METHOD FOR APPROXIMATING THE TOTAL SENSITIVITY INDEX
• A Class of Statistics with Asymptotically Normal Distribution

This page was built for publication: Weak derivative-based expansion of functions: ANOVA and some inequalities