The $f$-Sensitivity Index

DOI10.1137/140997774zbMath1348.62015arXiv1512.02303OpenAlexW2964076844MaRDI QIDQ2801325

Sharif Rahman

Publication date: 6 April 2016

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.02303

zbMATH Keywords

mutual informationkernel density estimationBorgonovo's importance measuresquared-loss mutual informationpolynomial dimensional decomposition\(f\)-sensitivity indexstochastic boundary-value problem

Mathematics Subject Classification ID

Density estimation (62G07) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics in engineering and industry; control charts (62P30) Monte Carlo methods (65C05) Numerical solutions to stochastic differential and integral equations (65C30) Statistical aspects of information-theoretic topics (62B10)

Related Items (10)

Mutual information for explainable deep learning of multiscale systems ⋮ Multifidelity Monte Carlo Estimation of Variance and Sensitivity Indices ⋮ Sensitivity Analysis-Based Optimization: A Case Study with the MTBF of an Aeronautical Hydraulic Pipeline System ⋮ Faster Kriging: Facing High-Dimensional Simulators ⋮ Causality and Bayesian network PDEs for multiscale representations of porous media ⋮ Copula theory and probabilistic sensitivity analysis: is there a connection? ⋮ Variational Representations and Neural Network Estimation of Rényi Divergences ⋮ Probabilistic sensitivity measures as information value ⋮ Nonparametric estimation of probabilistic sensitivity measures ⋮ A Generalized Kernel Method for Global Sensitivity Analysis

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