A randomized orthogonal array-based procedure for the estimation of first- and second-order Sobol' indices

DOI10.1080/00949655.2014.971799zbMath1457.62027OpenAlexW2058617006MaRDI QIDQ5220793

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Publication date: 27 March 2020

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

Full work available at URL: https://doi.org/10.1080/00949655.2014.971799

zbMATH Keywords

numerical integrationorthogonal arraysglobal sensitivity analysisvariance-based sensitivity indices

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

Related Items (9)

Global sensitivity analysis for the boundary control of an open channel ⋮ A fast general extension algorithm of Latin hypercube sampling ⋮ Replication procedure for grouped Sobol' indices estimation in dependent uncertainty spaces ⋮ Reliable error estimation for Sobol' indices ⋮ Risk of estimators for Sobol' sensitivity indices based on metamodels ⋮ Iterative construction of replicated designs based on Sobol' sequences ⋮ Sampling, Metamodeling, and Sensitivity Analysis of Numerical Simulators with Functional Stochastic Inputs ⋮ Iterative estimation of Sobol' indices based on replicated designs ⋮ Nonparametric estimation of probabilistic sensitivity measures

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