Sensitivity analysis approaches to high-dimensional screening problems at low sample size

DOI10.1080/00949655.2018.1450876OpenAlexW2795750073MaRDI QIDQ4960668

G. Deman, W. E. Becker, Stefano Tarantola

Publication date: 23 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2018.1450876

zbMATH Keywords

sensitivity analysislow-discrepancy sequencesscreeningSobol' indicesderivative-based global sensitivity measures\(G^\ast\) functionelementary effects

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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