Sobol tensor trains for global sensitivity analysis
نویسندگان
چکیده
منابع مشابه
Sobol Tensor Trains for Global Sensitivity Analysis
Sobol indices are a widespread quantitative measure for variance-based global sensitivity analysis, but computing and utilizing them remains challenging for high-dimensional systems. We propose the tensor train decomposition (TT) as a unified framework for surrogate modeling and global sensitivity analysis via Sobol indices. We first overview several strategies to build a TT surrogate of the un...
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ژورنال
عنوان ژورنال: Reliability Engineering & System Safety
سال: 2019
ISSN: 0951-8320
DOI: 10.1016/j.ress.2018.11.007