Global sensitivity metrics from active subspaces
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References listed on IDEAS
- Kucherenko, S. & Rodriguez-Fernandez, M. & Pantelides, C. & Shah, N., 2009. "Monte Carlo evaluation of derivative-based global sensitivity measures," Reliability Engineering and System Safety, Elsevier, vol. 94(7), pages 1135-1148.
- Weirs, V. Gregory & Kamm, James R. & Swiler, Laura P. & Tarantola, Stefano & Ratto, Marco & Adams, Brian M. & Rider, William J. & Eldred, Michael S., 2012. "Sensitivity analysis techniques applied to a system of hyperbolic conservation laws," Reliability Engineering and System Safety, Elsevier, vol. 107(C), pages 157-170.
- Sudret, Bruno, 2008. "Global sensitivity analysis using polynomial chaos expansions," Reliability Engineering and System Safety, Elsevier, vol. 93(7), pages 964-979.
- Crestaux, Thierry & Le MaÄ±Ë†tre, Olivier & Martinez, Jean-Marc, 2009. "Polynomial chaos expansion for sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 94(7), pages 1161-1172.
- Liu, Ruixue & Owen, Art B., 2006. "Estimating Mean Dimensionality of Analysis of Variance Decompositions," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 712-721, June.
- Sobol’, I.M. & Kucherenko, S., 2009. "Derivative based global sensitivity measures and their link with global sensitivity indices," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(10), pages 3009-3017.
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- Diaz, Paul & Constantine, Paul & Kalmbach, Kelsey & Jones, Eric & Pankavich, Stephen, 2018. "A modified SEIR model for the spread of Ebola in Western Africa and metrics for resource allocation," Applied Mathematics and Computation, Elsevier, vol. 324(C), pages 141-155.
More about this item
KeywordsSensitivity analysis; Active subspaces; Activity score;
StatisticsAccess and download statistics
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