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Probabilistic sensitivity measures as information value
16 references·4 citing·39 second hop
Probabilistic sensitivity measures as information value (2020)Probabilistic sensitivity measures as inf…Sensitivity analysis: A review of recent advances (2015)Sensitivity analysis: A revie…A simple and efficient method for global sensitivity analysis based on cumulative distribution functions (2015)A simple and efficient method…Probabilistic Forecasting (2014)Probabilistic ForecastingMaking and Evaluating Point Forecasts (2011)Making and Evaluating Point F…Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Strictly Proper Scoring Rules…A new uncertainty importance measure (2006)A new uncertainty importance …On the Relative Importance of Input Factors in Mathematical Models (2002)On the Relative Importance of…Sensitivity analysis of Values at Risk (2000)Sensitivity analysis of Value…Coherent Measures of Risk (1999)Coherent Measures of RiskSensitivity Analysis and the Expected Value of Perfect Information (1998)Sensitivity Analysis and the …Importance measures in global sensitivity analysis of nonlinear models (1996)Importance measures in global…Global Sensitivity Analysis (1995)Global Sensitivity AnalysisDecision Analysis: Practice and Promise (1988)Decision Analysis: Practice a…Elicitation of Personal Probabilities and Expectations (1971)Elicitation of Personal Proba…Applied Statistical Decision Theory. (1962)Applied Statistical Decision …Applied Statistical Decision Theory (1962)Applied Statistical Decision …Sensitivity measures based on scoring functions (2022)Sensitivity measures based on…Sensitivity analysis in general metric spaces (2021)Sensitivity analysis in gener…New Importance Measures Based on Failure Probability in Global Sensitivity Analysis of Reliability (2021)New Importance Measures Based…Decision-theoretic reliability sensitivityDecision-theoretic reliabilit…Principles of Operations Research. (1970)Dynamic Version of the Economic Lot Size Model (2004)How to avoid a perfunctory sensitivity analysis (2010)From screening to quantitative sensitivity analysis. A unified approach (2011)The generalization of Latin hypercube sampling (2015)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)Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates (2001)Variable importance analysis: A comprehensive review (2015)The Future of Sensitivity Analysis: An essential discipline for systems modeling and policy support (2020)Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine (1953)Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small and in the Large (1976)The Theory of Incentives: The Principal-Agent Model (2001)Measuring Expectations (2004)Comparing Predictive Accuracy (1994)Probabilistic Forecasts, Calibration and Sharpness (2007)Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)Statistics for Experimenters (1979)Design and Analysis of Computer Experiments (1989)Handbook on Constructing Composite Indicators (2005)An effective screening design for sensitivity analysis of large models (2007)Sensitivity analysis of environmental models: A systematic review with practical workflow (2016)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)A better measure of relative prediction accuracy for model selection and model estimation (2014)Forecasting: theory and practice (2022)Risk, Ambiguity, and the Savage Axioms (1961)The Price of Robustness (2004)Risk assessment and risk management: Review of recent advances on their foundation (2015)Conditional value-at-risk for general loss distributions (2002)Modeling and Forecasting Realized Volatility (2003)Theory and Applications of Robust Optimization (2010)Comparison of Bayesian and regression approaches to the study of information processing in judgment (1971)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)Bayesian Experimental Design: A Review (1995)Bandit Processes and Dynamic Allocation Indices (1979)On the aggregation of information in competitive markets (1980)The real term structure and consumption growth (1988)
this work references cited by second hop

References

  • 1999Coherent Measures of Risk8,849 cited
  • 2007Strictly Proper Scoring Rules, Prediction, and Estimation5,771 cited
  • 1962Applied Statistical Decision Theory2,172 cited
  • 1996Importance measures in global sensitivity analysis of nonlinear models2,014 cited
  • 1962Applied Statistical Decision Theory.1,443 cited
  • 1971Elicitation of Personal Probabilities and Expectations1,228 cited
  • 2015Sensitivity analysis: A review of recent advances1,172 cited
  • 2011Making and Evaluating Point Forecasts1,159 cited
  • 2006A new uncertainty importance measure1,030 cited
  • 1995Global Sensitivity Analysis931 cited
  • 2014Probabilistic Forecasting901 cited
  • 1988Decision Analysis: Practice and Promise770 cited
  • 2015A simple and efficient method for global sensitivity analysis based on cumulative distribution functions512 cited
  • 2002On the Relative Importance of Input Factors in Mathematical Models447 cited
  • 2000Sensitivity analysis of Values at Risk400 cited
  • 1998Sensitivity Analysis and the Expected Value of Perfect Information

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327 cited

Cited by

  • 2021New Importance Measures Based on Failure Probability in Global Sensitivity Analysis of Reliability44 cited
  • 2022Sensitivity measures based on scoring functions43 cited
  • n.d.Decision-theoretic reliability sensitivity25 cited
  • 2021Sensitivity analysis in general metric spaces16 cited