Total interaction index: a variance-based sensitivity index for second-order interaction screening

DOI10.1016/J.JSPI.2013.11.007zbMath1278.62109OpenAlexW2050148790MaRDI QIDQ389316

Sonja Kuhnt, Olivier Roustant, Jana Fruth

Publication date: 20 January 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2013.11.007

zbMATH Keywords

additive structureFANOVA decompositionhigh-order interactionsSobol indicessuperset importance

Mathematics Subject Classification ID

Linear inference, regression (62J99) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (8)

Effective Dimension of Some Weighted Pre-Sobolev Spaces with Dominating Mixed Partial Derivatives ⋮ Crossed-derivative based sensitivity measures for interaction screening ⋮ Derivative-based generalized sensitivity indices and Sobol' indices ⋮ Derivative-based integral equalities and inequality: a proxy-measure for sensitivity analysis ⋮ Estimation of the Derivative-Based Global Sensitivity Measures Using a Gaussian Process Metamodel ⋮ Gaussian Process-Based Dimension Reduction for Goal-Oriented Sequential Design ⋮ The tail dependograph ⋮ Screening: from tornado diagrams to effective dimensions

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