An effective algorithm for computing global sensitivity indices (EASI)
نویسنده
چکیده
We present an algorithm named EASI that estimates first order sensitivity indices from given data using Fast Fourier Transformations. Hence it can be used as a post-processing module for pre-computed model evaluations. Ideas for the estimation of higher order sensitivity indices are also discussed.
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عنوان ژورنال:
- Rel. Eng. & Sys. Safety
دوره 95 شماره
صفحات -
تاریخ انتشار 2010