A Bayesian Approach for Global Sensitivity Analysis of (Multifidelity) Computer Codes

Complex computer codes are widely used in science and engineering to model physical phenomena. Global sensitivity analysis aims to identify the input parameters which have the most important impact...

[1]  Bertrand Iooss,et al.  Response surfaces and sensitivity analyses for an environmental model of dose calculations , 2006, Reliab. Eng. Syst. Saf..

[2]  C. Prieur,et al.  Generalized Hoeffding-Sobol Decomposition for Dependent Variables -Application to Sensitivity Analysis , 2011, 1112.1788.

[3]  A. O'Hagan,et al.  Bayesian calibration of computer models , 2001 .

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

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

[6]  J. Chilès,et al.  Geostatistics: Modeling Spatial Uncertainty , 1999 .

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

[8]  Enrico Zio,et al.  Variance decomposition-based sensitivity analysis via neural networks , 2003, Reliab. Eng. Syst. Saf..

[9]  R. Gramacy,et al.  Categorical Inputs, Sensitivity Analysis, Optimization and Importance Tempering with tgp Version 2, an R Package for Treed Gaussian Process Models , 2010 .

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

[11]  Jon C. Helton,et al.  Implementation and evaluation of nonparametric regression procedures for sensitivity analysis of computationally demanding models , 2009, Reliab. Eng. Syst. Saf..

[12]  Sonja Kuhnt,et al.  Design and analysis of computer experiments , 2010 .

[13]  W. Hoeffding.  A Class of Statistics with Asymptotically Normal Distribution , 1948 .

[14]  V. A. Menegatto,et al.  Eigenvalues of Integral Operators Defined by Smooth Positive Definite Kernels , 2009 .

[15]  Alyson G. Wilson,et al.  Integrated Analysis of Computer and Physical Experiments , 2004, Technometrics.

[16]  A. Pietsch.  Eigenvalue distribution of compact operators , 1986 .

[17]  A. O'Hagan,et al.  Probabilistic sensitivity analysis of complex models: a Bayesian approach , 2004 .

[18]  Maëlle Nodet,et al.  Uncertainties assessment in global sensitivity indices estimation from metamodels , 2014 .

[19]  Ilya M. Sobol,et al.  Sensitivity Estimates for Nonlinear Mathematical Models , 1993 .

[20]  I. Sobol,et al.  Sensitivity Measures, ANOVA-like Techniques and the Use of Bootstrap , 1997 .

[21]  Peter Z. G. Qian,et al.  Bayesian Hierarchical Modeling for Integrating Low-Accuracy and High-Accuracy Experiments , 2008, Technometrics.

[22]  Julien Jacques,et al.  Sensitivity analysis in presence of model uncertainty and correlated inputs , 2006, Reliab. Eng. Syst. Saf..

[23]  Dave Higdon,et al.  Combining Field Data and Computer Simulations for Calibration and Prediction , 2005, SIAM J. Sci. Comput..

[24]  A. O'Hagan,et al.  Predicting the output from a complex computer code when fast approximations are available , 2000 .

[25]  T. Klein,et al.  Asymptotic normality and efficiency of two Sobol index estimators , 2013, 1303.6451.