On spectral methods for variance based sensitivity analysis

DOI10.1214/13-PS219zbMath1279.62194MaRDI QIDQ391956

Alen Alexanderian

Publication date: 13 January 2014

Published in: Probability Surveys (Search for Journal in Brave)

zbMATH Keywords

orthogonal polynomialsconditional expectationsanalysis of variancegeneralized polynomial chaos

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

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