Sensitivity indices for independent groups of variables
نویسندگان
چکیده
منابع مشابه
Estimation of global sensitivity indices for models with dependent variables
A novel approach for estimation variance based sensitivity indices for models with dependent variables is presented. Both the first order and total sensitivity indices are derived as generalizations of Sobol’ sensitivity indices. Formulas and Monte Carlo numerical estimates similar to Sobol’ formulas are derived. A copula based approach is proposed for sampling from arbitrary multivariate proba...
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ژورنال
عنوان ژورنال: Mathematics and Computers in Simulation
سال: 2019
ISSN: 0378-4754
DOI: 10.1016/j.matcom.2019.02.008