AN APPROXIMATION THEORETIC PERSPECTIVE OF SOBOL' INDICES WITH DEPENDENT VARIABLES

DOI10.1615/Int.J.UncertaintyQuantification.2018026498zbMath1498.62009arXiv1801.01359OpenAlexW2963219711MaRDI QIDQ5052340

Joseph Hart, Pierre Alain Gremaud

Publication date: 24 November 2022

Published in: International Journal for Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.01359

zbMATH Keywords

global sensitivity analysisdependent variablesSobol' indices

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items (5)

Global sensitivity analysis in epidemiological modeling ⋮ Global sensitivity analysis of high-dimensional neuroscience models: an example of neurovascular coupling ⋮ Gradient-Based Dimension Reduction of Multivariate Vector-Valued Functions ⋮ Robustness of the Sobol' Indices to Marginal Distribution Uncertainty ⋮ Efficient Estimation of the ANOVA Mean Dimension, with an Application to Neural Net Classification

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