Crossed-derivative based sensitivity measures for interaction screening

DOI10.1016/j.matcom.2014.05.005OpenAlexW1979686800MaRDI QIDQ2229897

Sonja Kuhnt, Olivier Roustant, Bertrand Iooss, Jana Fruth

Publication date: 18 February 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.2014.05.005

zbMATH Keywords

interactionssensitivity analysisadditive structuresuperset importanceDGSMsobol decomposition

Mathematics Subject Classification ID

Systems theory; control (93-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (5)

On the use of derivatives in the polynomial chaos based global sensitivity and uncertainty analysis applied to the distributed parameter models ⋮ Adaptive sparse polynomial dimensional decomposition for derivative-based sensitivity ⋮ Derivative-based generalized sensitivity indices and Sobol' indices ⋮ Derivative-based integral equalities and inequality: a proxy-measure for sensitivity analysis ⋮ Weak derivative-based expansion of functions: ANOVA and some inequalities

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