A new variance-based global sensitivity analysis technique

DOI10.1016/j.cpc.2013.07.006zbMath1349.62330OpenAlexW1997204544MaRDI QIDQ340092

Pengfei Wei, Jingwen Song, Zhen-Zhou Lü

Publication date: 11 November 2016

Published in: Computer Physics Communications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cpc.2013.07.006

zbMATH Keywords

Monte Carlo simulation\(W\)-indicesmodel emulationSobol's indicesvariance ratio functionvariance-based sensitivity analysis

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (4)

Sensitivity analysis of reliability functions of the exponential power series lifetime distribution ⋮ Adaptive experiment design for probabilistic integration ⋮ A generalized sensitivity analysis method based on variance and covariance decomposition of summatory functions for multi-input multi-output systems ⋮ Fatigue dynamic reliability and global sensitivity analysis of double random vibration system based on Kriging model

Cites Work

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• Moving least squares based sensitivity analysis for models with dependent variables
• Kriging metamodeling in simulation: a review
• On Latin hypercube sampling
• Making best use of model evaluations to compute sensitivity indices
• Derivative based global sensitivity measures and their link with global sensitivity indices
• Uniformly distributed sequences with an additional uniform property
• Measure Theory and Probability Theory
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates

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