An efficient approach to deal with the curse of dimensionality in sensitivity analysis computations

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 2329 LNCS, Issue PART 1, 2002, Pages 196-205

  Ratto, M ^a   Saltelli, A ^a  

^a JOINT RESEARCH CENTRE   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

RANDOM PROCESSES; STOCHASTIC MODELS; STOCHASTIC SYSTEMS; COSTS;

ADDITIONAL COSTS; CO-OPERATIVE EFFECTS; COMPUTATIONAL COSTS; CURSE OF DIMENSIONALITY; GLOBAL SENSITIVITY ANALYSIS; INPUT FACTORS; MARGINAL DISTRIBUTION; SENSITIVITY INDICES;

SENSITIVITY ANALYSIS;

EID: 84876894875     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/3-540-46043-8_19     Document Type: Conference Paper

References (13)

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3. Sobol', I. M.: Sensitivity estimates for nonlinear mathematical models. Matematicheskoe Modelirovanie 2 (1990) 112-118
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11. Saltelli, A.: Making best use of model evaluations to compute sensitivity indices. Submitted to Computer Physics Communications (2002).
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13. Campolongo, F., Saltelli, A.: Design of experiment. In: Saltelli, A. Chan K., Scott M. (eds.): Sensitivity Analysis. Wiley Series in Probability and Statistics. John Wiley and Sons, Chichester (2000) 51-63.