Better estimation of small sobol' sensitivity indices

作者: Art B. Owen

DOI: 10.1145/2457459.2457460

关键词:

摘要: A new method for estimating Sobol' indices is proposed. The new method makes use of 3 independent input vectors rather than the usual 2. It attains much greater accuracy on …

参考文章(18)
Christiane Lemieux, Quasi–Monte Carlo Constructions Springer, New York, NY. pp. 1- 61 ,(2009) , 10.1007/978-0-387-78165-5_5
Andrea Saltelli, Marco Ratto, Terry Andres, Francesca Campolongo, Jessica Cariboni, Debora Gatelli, Michaela Saisana, Stefano Tarantola, Global Sensitivity Analysis: The Primer ,(2008)
Josef Dick, Friedrich Pillichshammer, Digital Nets and Sequences Cambridge University Press. ,(2010) , 10.1017/CBO9780511761188
George E.P. Box, R. Daniel Meyer, An Analysis for Unreplicated Fractional Factorials Technometrics. ,vol. 28, pp. 11- 18 ,(1986) , 10.1080/00401706.1986.10488093
I.M. Sobol’, S. Tarantola, D. Gatelli, S.S. Kucherenko, W. Mauntz, Estimating the approximation error when fixing unessential factors in global sensitivity analysis Reliability Engineering & System Safety. ,vol. 92, pp. 957- 960 ,(2007) , 10.1016/J.RESS.2006.07.001
Harvey M. Wagner, Global Sensitivity Analysis Operations Research. ,vol. 43, pp. 948- 969 ,(1995) , 10.1287/OPRE.43.6.948
I. M. Sobol', E. E. Myshetskaya, Monte Carlo estimators for small sensitivity indices Monte Carlo Methods and Applications. ,vol. 13, pp. 455- 465 ,(2008) , 10.1515/MCMA.2007.023
Art B. Owen, Variance components and generalized Sobol' indices arXiv: Numerical Analysis. ,(2012)
Sergei Kucherenko, Balazs Feil, Nilay Shah, Wolfgang Mauntz, The identification of model effective dimensions using global sensitivity analysis Reliability Engineering & System Safety. ,vol. 96, pp. 440- 449 ,(2011) , 10.1016/J.RESS.2010.11.003