Global sensitivity analysis with dependence measures

Global sensitivity analysis with variance-based measures suffers from several theoretical and practical limitations, since they focus only on the variance of the output and handle multivariate variables in a limited way. In this paper, we introduce a new class of sensitivity indices based on depende...

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Veröffentlicht in:	Journal of statistical computation and simulation Jg. 85; H. 7; S. 1283 - 1305
1. Verfasser:	Da Veiga, Sebastien
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Abingdon Taylor & Francis 03.05.2015 Taylor & Francis Ltd
Schlagworte:	Computer simulation Correlation analysis Criteria Dimensional measurements global sensitivity analysis Handles Hilbert space independence kernel Mathematical models Mathematics Multivariate analysis mutual information Random variables Screening Sensitivity analysis State of the art Statistics Global sensitivity analysis Independance Kernel Mutual information
ISSN:	0094-9655, 1563-5163
Online-Zugang:	Volltext
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