Reliable error estimation for Sobol’ indices
نویسندگان
چکیده
منابع مشابه
BETTER ESTIMATION OF SMALL SOBOL’ SENSITIVITY INDICES By Art
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 problems where the target Sobol’ index is small, even outperforming some oracles which adjust using the true but unknown mean of the function. When the target Sobol’ index is quite large, the oracles do better than the new m...
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ژورنال
عنوان ژورنال: Statistics and Computing
سال: 2017
ISSN: 0960-3174,1573-1375
DOI: 10.1007/s11222-017-9759-1