Article1997

Sensitivity measures,anova-like Techniques and the use of bootstrap

G. E. Archer · Andrea Saltelli · Ilya M. Sobol

546 citations0/0 files storedJournal of Statistical Computation and Simulation

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Probabilistic and Robust Engineering Design Optimal Experimental Design Methods Gaussian Processes and Bayesian Inference

Abstract

Sobol' sensitivity indices,used in variance based global sensitivity analysis of model output,are compared with the Analysis of Variance in classical factorial design. Monte Carlo computation of Sobol' indices is described briefly, and a bootstrap approach is presented,which can be used to produce a confidence interval for the true,unknown indices.

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References

1989Design and Analysis of Computer Experiments 1973Study of the sensitivity of coupled reaction systems to uncertainties in rate coefficients. I Theory

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