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Volumn 57, Issue 1-4, 1997, Pages 77-110

Sampling methods and sensitivity analysis for large parameter sets

Author keywords

Computer models; Iterated fractional factorial design (IFFD); Latin hypercube; Mathematica; Parameter screening; Sensitivity analysis; Simulation; Supersaturated design

Indexed keywords


EID: 0040052602     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/00949659708811804     Document Type: Article
Times cited : (69)

References (16)
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    • 0007947706 scopus 로고
    • Using iterated fractional factorial design to screen parameters in sensitivity analysis of a probabilistic risk assessment model
    • held in Karlsruhe, Germany, 1993 April 19 to 23, edited by H. Küsters, E. Stein and W. Werner, (For copies, contact Dr. H. Küsters, Kernforschungszentrum Karlsruhe GmbH (INR), Postfach 3640, W-7500 Karlsruhe 1, Germany)
    • Andres, Terry H. and Wayne, C. Hajas. (1993) Using Iterated Fractional Factorial Design to Screen Parameters in Sensitivity Analysis of a Probabilistic Risk Assessment Model. In Proceedings of the Joint International Conference on Mathematical Methods and Supercomputing in Nuclear Applications, held in Karlsruhe, Germany, 1993 April 19 to 23, edited by H. Küsters, E. Stein and W. Werner, 2, 328-337, (For copies, contact Dr. H. Küsters, Kernforschungszentrum Karlsruhe GmbH (INR), Postfach 3640, W-7500 Karlsruhe 1, Germany).
    • (1993) Proceedings of the Joint International Conference on Mathematical Methods and Supercomputing in Nuclear Applications , vol.2 , pp. 328-337
    • Andres, T.H.1    Wayne, C.H.2
  • 5
    • 84900847494 scopus 로고
    • Small sample sensitivity analysis techniques for computer models, with an application to risk assessment
    • Iman, Ronald, L. and Conover, W. J. (1980) Small Sample Sensitivity Analysis Techniques for Computer Models, with an Application to Risk Assessment. Commun. Statist.-Theory. Meth., A9(17), 1749-1842.
    • (1980) Commun. Statist.-Theory. Meth. , vol.A9 , Issue.17 , pp. 1749-1842
    • Iman, R.L.1    Conover, W.J.2
  • 6
    • 84933516758 scopus 로고
    • A distribution-free approach to inducing rank correlation among input variables
    • Iman, Ronald, L. and Conover, W. J. (1982) A Distribution-Free Approach to Inducing Rank Correlation among Input Variables. Commun. Statist.-Simula. Computa., 11(3), 311-334.
    • (1982) Commun. Statist.-Simula. Computa. , vol.11 , Issue.3 , pp. 311-334
    • Iman, R.L.1    Conover, W.J.2
  • 7
    • 0024029607 scopus 로고
    • Efficient and portable combined random number generators
    • L'Ecuyer, Pierre. (1988) Efficient and Portable Combined Random Number Generators. Commun. of the ACM, 31(6), 742-749, 774.
    • (1988) Commun. of the ACM , vol.31 , Issue.6 , pp. 742-749
    • L'Ecuyer, P.1
  • 8
    • 0006170082 scopus 로고
    • A comparison of random balance and two-stage group screening designs: A case study commun
    • Mauro, Carl A. and Kevin C. Burns. (1984) A Comparison of Random Balance and Two-Stage Group Screening Designs: A Case Study Commun., Statist. Theory. Meth., 13(21), 2625-2648.
    • (1984) Statist. Theory. Meth. , vol.13 , Issue.21 , pp. 2625-2648
    • Mauro, C.A.1    Burns, K.C.2
  • 10
    • 0001187573 scopus 로고
    • Sensitivity analysis of model output - An investigation af new techniques
    • Saltelli, A., Andres, T. H. and Homma, T. (1993) Sensitivity analysis of model output - An investigation af new techniques. Computational Statistics & Data Analysis, 15, 211-238.
    • (1993) Computational Statistics & Data Analysis , vol.15 , pp. 211-238
    • Saltelli, A.1    Andres, T.H.2    Homma, T.3
  • 11
    • 0029474595 scopus 로고
    • Sensitivity analysis of model output. Performance of the iterated fractorial factorial design method
    • Saltelli, A., Andres, T. H. and Homma, T. (1995) Sensitivity analysis of model output. Performance of the iterated fractorial factorial design method. Computational Statistics & Data Analysis, 20, 387-407.
    • (1995) Computational Statistics & Data Analysis , vol.20 , pp. 387-407
    • Saltelli, A.1    Andres, T.H.2    Homma, T.3
  • 12
    • 0023349730 scopus 로고
    • Large sample properties of simulations using latin hypercube sampling
    • Stein, M. (1987) Large sample properties of simulations using Latin Hypercube sampling. Technometrics, 29(2), 143-151.
    • (1987) Technometrics , vol.29 , Issue.2 , pp. 143-151
    • Stein, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.