ANOVA decomposition of conditional Gaussian processes for sensitivity analysis with dependent inputs

DOI10.1080/00949655.2014.925111zbMath1457.62016arXiv1310.3578OpenAlexW2076498295MaRDI QIDQ5220854

Loic Le Gratiet, Gaelle Chastaing

Publication date: 27 March 2020

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

Full work available at URL: https://arxiv.org/abs/1310.3578

zbMATH Keywords

sensitivity analysisGaussian process regressiondependent inputsfunctional decompositioncomplex computer codes

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Multivariate analysis (62H99) Analysis of variance and covariance (ANOVA) (62J10)

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