A new interpretation and validation of variance based importance measures for models with correlated inputs

DOI10.1016/j.cpc.2013.01.007zbMath1302.93194OpenAlexW2092155691MaRDI QIDQ483887

Wenrui Hao, Luyi Li, Zhen-Zhou Lü

Publication date: 17 December 2014

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

Full work available at URL: https://doi.org/10.1016/j.cpc.2013.01.007

zbMATH Keywords

sensitivity analysisuncertainty analysisvariance decompositionimportance measurecorrelated variables

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Control/observation systems with incomplete information (93C41) Stochastic systems in control theory (general) (93E03)

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Analytic uncertainty and sensitivity analysis of models with input correlations ⋮ Exploring the variance contributions of correlated model parameters: a sampling-based approach and its application in traffic simulation models ⋮ Analytical variance based global sensitivity analysis for models with correlated variables ⋮ Global sensitivity analysis using support vector regression

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