Generalized Sobol sensitivity indices for dependent variables: numerical methods
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منابع مشابه
Special Issue: SAMO-MASCOT Journal of Statistical Computation and Simulation Generalized Sobol sensitivity indices for dependent variables: numerical methods
The hierarchically orthogonal functional decomposition of any measurable function η of a random vector X = (X1, · · · ,Xp) consists in decomposing η(X) into a sum of increasing dimension functions depending only on a subvector of X. Even when X1, · · · , Xp are assumed to be dependent, this decomposition is unique if the components are hierarchically orthogonal. That is, two of the components a...
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تاریخ انتشار 2017