Moment independent uncertainty importance measure for stochastic systems based on Gaussian process

DOI10.1007/s10910-022-01372-5zbMath1502.60043OpenAlexW4286633380WikidataQ114225645 ScholiaQ114225645MaRDI QIDQ2160356

Genyuan Li

Publication date: 3 August 2022

Published in: Journal of Mathematical Chemistry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10910-022-01372-5

zbMATH Keywords

Gaussian processprobability distributionnormal distributionglobal sensitivity analysisadditive kerneldeterministic and stochastic systemsGaussian mixture distribution

Mathematics Subject Classification ID

Gaussian processes (60G15) Probability distributions: general theory (60E05)

Cites Work

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• Global sensitivity analysis of stochastic computer models with joint metamodels
• Convergence Analysis of the Gaussian Mixture PHD Filter
• SENSITIVITY ANALYSIS FOR STOCHASTIC SIMULATORS USING DIFFERENTIAL ENTROPY
• Sequential Design for Ranking Response Surfaces
• Efficient Computation of Sobol' Indices for Stochastic Models

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