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Multifidelity Monte Carlo Estimation of Variance and Sensitivity Indices
16 references·14 citing·37 second hop
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this work references cited by second hop

References

  • 1991Factorial Sampling Plans for Preliminary Computational Experiments4,936 cited
  • 2003Latin hypercube sampling and the propagation of uncertainty in analyses of complex systems2,707 cited
  • 2002Making best use of model evaluations to compute sensitivity indices2,225 cited
  • 1996Importance measures in global sensitivity analysis of nonlinear models2,014 cited
  • 2008Multilevel Monte Carlo Path Simulation1,436 cited
  • 1973Study of the sensitivity of coupled reaction systems to uncertainties in rate coefficients. I Theory1,041 cited
  • 2006A new uncertainty importance measure1,030 cited
  • 2002On the Relative Importance of Input Factors in Mathematical Models447 cited
  • 1998An alternative way to compute Fourier amplitude sensitivity test (FAST)368 cited
  • 2009Implementation and evaluation of nonparametric regression procedures for sensitivity analysis of computationally demanding models327 cited
  • 2005Relative Entropy Based Method for Probabilistic Sensitivity Analysis in Engineering Design269 cited
  • 2006Measuring Uncertainty Importance: Investigation and Comparison of Alternative Approaches258 cited
  • 1990Non-parametric statistics in sensitivity analysis for model output: A comparison of selected techniques258 cited
  • 2013Asymptotic normality and efficiency of two Sobol index estimators

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246 cited
  • 2016Optimal Model Management for Multifidelity Monte Carlo Estimation243 cited
  • 2014Multifidelity approaches for optimization under uncertainty198 cited
  • Cited by

    • 2018Multifidelity Monte Carlo estimation for large-scale uncertainty propagation39 cited
    • 2022Active learning with multifidelity modeling for efficient rare event simulation39 cited
    • 2021Intelligent sensitivity analysis framework based on machine learning for spacecraft thermal design27 cited
    • 2020Uncertainty quantification and global sensitivity analysis of double-diffusive natural convection in a porous enclosure26 cited
    • 2021On the optimization of approximate control variates with parametrically defined estimators21 cited
    • 2018Multifidelity Optimization Under Uncertainty for a Tailless Aircraft21 cited
    • 2020COMPUTATION OF SOBOL INDICES IN GLOBAL SENSITIVITY ANALYSIS FROM SMALL DATA SETS BY PROBABILISTIC LEARNING ON MANIFOLDS21 cited
    • 2021Data-driven low-fidelity models for multi-fidelity Monte Carlo sampling in plasma micro-turbulence analysis19 cited
    • 2023Context-aware learning of hierarchies of low-fidelity models for multi-fidelity uncertainty quantification17 cited
    • 2019Effectiveness-Based Design of an Aircraft Considering Mission Uncertainties17 cited
    • 2023Multi-fidelity microstructure-induced uncertainty quantification by advanced Monte Carlo methods15 cited
    • 2019Multifidelity approaches for uncertainty quantification15 cited
    • 2019High-dimensional and higher-order multifidelity Monte Carlo estimators13 cited
    • 2023Global sensitivity analysis using polynomial chaos expansion enhanced Gaussian process regression method12 cited