Higher order Sobol' indices

DOI10.1093/imaiai/iau001zbMath1309.62098arXiv1306.4068OpenAlexW2149104446MaRDI QIDQ5177863

S. Chen, Art B. Owen, Josef Dick

Publication date: 6 March 2015

Published in: Information and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.4068

zbMATH Keywords

Walsh functionsFourier analysisglobal sensitivity analysis

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Approximations to statistical distributions (nonasymptotic) (62E17) Analysis of variance and covariance (ANOVA) (62J10)

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