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Generalized hoeffding-sobol decomposition for dependent variables -application to sensitivity analysis
12 references·16 citing·31 second hop
Generalized hoeffding-sobol decomposition for dependent variables -application to sensitivity analysis (2015)Generalized hoeffding-sobol decomposition…Estimation of global sensitivity indices for models with dependent variables (2011)Estimation of global sensitiv…Moment Independent Importance Measures: New Results and Analytical Test Cases (2010)Moment Independent Importance…Global Sensitivity Analysis for Systems with Independent and/or Correlated Inputs (2010)Global Sensitivity Analysis f…Uncertainty and sensitivity analysis for models with correlated parameters (2007)Uncertainty and sensitivity a…Sensitivity analysis in presence of model uncertainty and correlated inputs (2006)Sensitivity analysis in prese…A new uncertainty importance measure (2006)A new uncertainty importance …Random balance designs for the estimation of first order global sensitivity indices (2005)Random balance designs for th…Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates (2001)Global sensitivity indices fo…An Introduction to Copulas (1999)An Introduction to CopulasNonlinear sensitivity analysis of multiparameter model systems (1978)Nonlinear sensitivity analysi…Study of the sensitivity of coupled reaction systems to uncertainties in rate coefficients. I Theory (1973)Study of the sensitivity of c…Random variables, joint distribution functions, and copulas (1973)Random variables, joint distr…A comparison between Sobol’s indices and Shapley’s effect for global sensitivity analysis of systems with independent input variables (2023)A comparison between Sobol’s …On distribution-based global sensitivity analysis by polynomial chaos expansion (2022)On distribution-based global …Uncertainty propagation in risk and resilience analysis of hierarchical systems (2021)Uncertainty propagation in ri…Polynomial chaos expansion for sensitivity analysis of model output with dependent inputs (2021)Polynomial chaos expansion fo…Multivariate sensitivity analysis and derivative-based global sensitivity measures with dependent variables (2021)Multivariate sensitivity anal…Developments and applications of Shapley effects to reliability-oriented sensitivity analysis with correlated inputs (2021)Developments and applications…Principal component analysis and sparse polynomial chaos expansions for global sensitivity analysis and model calibration: Application to urban drainage simulation (2019)Principal component analysis …VARIANCE-BASED SENSITIVITY INDICES OF COMPUTER MODELS WITH DEPENDENT INPUTS: THE FOURIER AMPLITUDE SENSITIVITY TEST (2017)VARIANCE-BASED SENSITIVITY IN…Shapley effects for sensitivity analysis with correlated inputs: comparisons with Sobol' indices, numerical estimation and applications (2017)Shapley effects for sensitivi…Sensitivity analysis approach to model epistemic and aleatory imperfection: Application to Land Cover Change prediction model (2017)Sensitivity analysis approach…Introduction to Sensitivity Analysis (2017)Introduction to Sensitivity A…A Common Rationale for Global Sensitivity Measures and Their Estimation (2016)A Common Rationale for Global…Introduction to Sensitivity Analysis (2015)Introduction to Sensitivity A…Quantitative Analysis of Dynamic Fault Trees Based on the Coupling of Structure Functions and Monte Carlo Simulation (2014)Quantitative Analysis of Dyna…Generalized Sobol sensitivity indices for dependent variables: numerical methods (2014)Generalized Sobol sensitivity…A Bayesian Approach for Global Sensitivity Analysis of (Multifidelity) Computer Codes (2014)A Bayesian Approach for Globa…Factorial Sampling Plans for Preliminary Computational Experiments (1991)A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (2000)A simple and efficient method for global sensitivity analysis based on cumulative distribution functions (2015)Variable importance analysis: A comprehensive review (2015)The Future of Sensitivity Analysis: An essential discipline for systems modeling and policy support (2020)Importance measures in global sensitivity analysis of nonlinear models (1996)A Quantitative Model-Independent Method for Global Sensitivity Analysis of Model Output (1999)Probabilistic Sensitivity Analysis of Complex Models: A Bayesian Approach (2004)Ratings and Rankings: Voodoo or Science? 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Design and estimator for the total sensitivity index (2009)A General Probabilistic Framework for uncertainty and global sensitivity analysis of deterministic models: A hydrological case study (2013)The Complexities of Agent-Based Modeling Output Analysis (2015)Uncertainty and sensitivity analysis techniques for use in performance assessment for radioactive waste disposal (1993)Analysis of variance designs for model output (1999)Model-based design of experiments for parameter precision: State of the art (2007)SALib: An open-source Python library for Sensitivity Analysis (2017)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Introductory Econometrics for Finance (2008)Identification and Review of Sensitivity Analysis Methods (2002)On Nonparametric Measures of Dependence for Random Variables (1981)Copulas and Markov processes (1992)Measures of risk (2002)
this work references cited by second hop

References

  • 1999An Introduction to Copulas7,743 cited
  • 2001Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates6,377 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
  • 1978Nonlinear sensitivity analysis of multiparameter model systems696 cited
  • 1973Random variables, joint distribution functions, and copulas680 cited
  • 2011Estimation of global sensitivity indices for models with dependent variables347 cited
  • 2005Random balance designs for the estimation of first order global sensitivity indices319 cited
  • 2007Uncertainty and sensitivity analysis for models with correlated parameters271 cited
  • 2010Global Sensitivity Analysis for Systems with Independent and/or Correlated Inputs242 cited
  • 2006Sensitivity analysis in presence of model uncertainty and correlated inputs199 cited
  • 2010Moment Independent Importance Measures: New Results and Analytical Test Cases176 cited

Cited by

  • 2017Shapley effects for sensitivity analysis with correlated inputs: comparisons with Sobol' indices, numerical estimation and applications128 cited
  • 2017Introduction to Sensitivity Analysis125 cited

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  • 2016A Common Rationale for Global Sensitivity Measures and Their Estimation119 cited
  • 2014A Bayesian Approach for Global Sensitivity Analysis of (Multifidelity) Computer Codes105 cited
  • 2021Uncertainty propagation in risk and resilience analysis of hierarchical systems103 cited
  • 2019Principal component analysis and sparse polynomial chaos expansions for global sensitivity analysis and model calibration: Application to urban drainage simulation91 cited
  • 2014Generalized Sobol sensitivity indices for dependent variables: numerical methods76 cited
  • 2023A comparison between Sobol’s indices and Shapley’s effect for global sensitivity analysis of systems with independent input variables67 cited
  • 2021Polynomial chaos expansion for sensitivity analysis of model output with dependent inputs65 cited
  • 2015Introduction to Sensitivity Analysis49 cited
  • 2021Developments and applications of Shapley effects to reliability-oriented sensitivity analysis with correlated inputs47 cited
  • 2022On distribution-based global sensitivity analysis by polynomial chaos expansion46 cited
  • 2017Sensitivity analysis approach to model epistemic and aleatory imperfection: Application to Land Cover Change prediction model44 cited
  • 2021Multivariate sensitivity analysis and derivative-based global sensitivity measures with dependent variables44 cited
  • 2017VARIANCE-BASED SENSITIVITY INDICES OF COMPUTER MODELS WITH DEPENDENT INPUTS: THE FOURIER AMPLITUDE SENSITIVITY TEST43 cited
  • 2014Quantitative Analysis of Dynamic Fault Trees Based on the Coupling of Structure Functions and Monte Carlo Simulation42 cited