A Generalized ANOVA Dimensional Decomposition for Dependent Probability Measures

DOI10.1137/120904378zbMath1311.62106arXiv1408.0722OpenAlexW2963495830MaRDI QIDQ2938464

Sharif Rahman

Publication date: 14 January 2015

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

Full work available at URL: https://arxiv.org/abs/1408.0722

zbMATH Keywords

ANOVAglobal sensitivity analysisuncertainty quantificationmultivariate orthogonal polynomialsADDdimensional decomposition

Mathematics Subject Classification ID

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