COMPARISON OF DIFFERENT NUMERICAL ESTIMATORS FOR MAIN EFFECT GLOBAL SENSITIVITY INDICES

[1]  Stefano Tarantola,et al.  Estimating the approximation error when fixing unessential factors in global sensitivity analysis , 2007, Reliab. Eng. Syst. Saf..

[2]  Paola Annoni,et al.  Estimation of global sensitivity indices for models with dependent variables , 2012, Comput. Phys. Commun..

[3]  Paola Annoni,et al.  Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index , 2010, Comput. Phys. Commun..

[4]  Stefano Tarantola,et al.  Random balance designs for the estimation of first order global sensitivity indices , 2006, Reliab. Eng. Syst. Saf..

[5]  Bruno Sudret,et al.  Adaptive sparse polynomial chaos expansion based on least angle regression , 2011, J. Comput. Phys..

[6]  Olivier Roustant,et al.  Calculations of Sobol indices for the Gaussian process metamodel , 2008, Reliab. Eng. Syst. Saf..

[7]  E. E. Myshetskaya,et al.  Monte Carlo estimators for small sensitivity indices , 2008, Monte Carlo Methods Appl..

[8]  Nilay Shah,et al.  Metamodelling with independent and dependent inputs , 2013, Comput. Phys. Commun..

[9]  Stefano Tarantola,et al.  Sensitivity Analysis in Practice , 2002 .

[10]  A. Saltelli,et al.  Making best use of model evaluations to compute sensitivity indices , 2002 .

[11]  Stefano Tarantola,et al.  Application of the control variate technique to estimation of total sensitivity indices , 2015, Reliab. Eng. Syst. Saf..

[12]  Kwang-Il Ahn,et al.  A new approach for measuring uncertainty importance and distributional sensitivity in probabilistic safety assessment , 1994 .

[13]  Nilay Shah,et al.  The identification of model effective dimensions using global sensitivity analysis , 2011, Reliab. Eng. Syst. Saf..

[14]  I. Sobola,et al.  Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates , 2001 .

[15]  Elmar Plischke,et al.  An adaptive correlation ratio method using the cumulative sum of the reordered output , 2012, Reliab. Eng. Syst. Saf..

[16]  I. Sobol,et al.  Global sensitivity indices for nonlinear mathematical models. Review , 2005 .

[17]  I. Sobol,et al.  Construction and Comparison of High-Dimensional Sobol' Generators , 2011 .