Sobol' indices for problems defined in non-rectangular domains
نویسندگان
چکیده
منابع مشابه
Sobol' indices for problems defined in non-rectangular domains
A novel theoretical and numerical framework for the estimation of Sobol ’ sensitivity indices for models in which inputs are confined to a non-rectangular domain (e.g., in presence of inequality constraints) is developed. Two numerical methods, namely the quadrature integration method which may be very efficient for problems of low dimensionality and the MC/QMC estimators based on the acceptanc...
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ژورنال
عنوان ژورنال: Reliability Engineering & System Safety
سال: 2017
ISSN: 0951-8320
DOI: 10.1016/j.ress.2017.06.001