Reliability of global sensitivity indices

DOI10.1080/00949655.2010.509317zbMath1365.62397OpenAlexW2055787336WikidataQ57437897 ScholiaQ57437897MaRDI QIDQ5300726

Chonggang Xu, George Gertner

Publication date: 28 June 2013

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

Full work available at URL: https://doi.org/10.1080/00949655.2010.509317

zbMATH Keywords

sensitivity analysisuncertainty analysissimple random samplingstandard errorFourier amplitude sensitivity testrandom balance design sampling

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Numerical methods for discrete and fast Fourier transforms (65T50) Reliability and life testing (62N05)

Related Items (3)

Risk of estimators for Sobol' sensitivity indices based on metamodels ⋮ Sensitivity analysis for multidimensional and functional outputs ⋮ Uncertainty propagation and sensitivity analysis: results from the ocular mathematical virtual simulator

Cites Work

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• A distribution-free approach to inducing rank correlation among input variables
• Understanding and comparisons of different sampling approaches for the Fourier amplitudes sensitivity test (FAST)
• A stochastic spatial dynamical model for Aedes aegypti
• Extending a global sensitivity analysis technique to models with correlated parameters
• Nonlinear sensitivity analysis of multiparameter model systems
• On the Relative Importance of Input Factors in Mathematical Models

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