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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Vydané v:	Journal of statistical computation and simulation Ročník 85; číslo 7; s. 1283 - 1305
Hlavný autor:	Da Veiga, Sebastien
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Abingdon Taylor & Francis 03.05.2015 Taylor & Francis Ltd
Predmet:	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
On-line prístup:	Získať plný text
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