Estimating sensitivity indices based on Gaussian process metamodels with compactly supported correlation functions

DOI10.1016/j.jspi.2013.04.003zbMath1432.62271OpenAlexW2028075016MaRDI QIDQ389439

Joshua Svenson, Hyejung Moon, Angela M. Dean, Thomas J. Santner

Publication date: 20 January 2014

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

Full work available at URL: https://eprints.soton.ac.uk/352214/1/driver_SA.pdf

zbMATH Keywords

Bayesian estimationcomputer experimentsglobal sensitivity indicesmain-effect sensitivity indicesprocess-based estimatorquadrature-based estimatortotal sensitivity indices

Mathematics Subject Classification ID

Gaussian processes (60G15) Design of statistical experiments (62K99) Bayesian inference (62F15)

Uses Software

• EGO

Cites Work

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