搜索结果: 1-8 共查到“Sobol”相关记录8条 . 查询时间(0.038 秒)
Global sensitivity analysis measures the importance of some input variables to a function f by looking at the impact on f of making large random
perturbations to subsets of those variables. Using mea...
VARIANCE COMPONENTS AND GENERALIZED SOBOL' INDICES
VARIANCE COMPONENTS GENERALIZED SOBOL' INDICES
2015/8/21
This paper introduces generalized Sobol' indices, compares strategies for their estimation, and makes a systematic search for ecient estimators. Of particular interest are contrasts,
sums of squares...
基于Sobol方法的新安江模型参数敏感性分析
新安江模型 Sobol方法 敏感性分析
2015/9/11
采用敏感性分析方法对复杂模型和系统的输入和输出进行定性和定量的分析，有利于模型结构的诊断、模型参数的识别和模型的应用。本文以桓仁水库流域为例，使用Sobol方法，以确定性系数、总水量误差系数、低水误差系数和高水误差系数作为敏感性分析模型的目标函数，分别对模型单参数和多参数的敏感性进行了评价。结果表明不同目标函数下参数的敏感性不同；Sobol能定量地给出参数的总敏感度和参数间相互作用的敏感度，适合于...
Asymptotic normality of a Sobol index estimator in Gaussian process regression framework
Sensitivity analysis Gaussian process regression asymptotic normality stochas-tic simulators Sobol index
2013/6/14
Stochastic simulators such as Monte-Carlo estimators are widely used in science and engineering to study physical systems through their probabilistic representation. Global sensitivity analysis aims t...
Asymptotic normality and efficiency of two Sobol index estimators
sensitivity analysis Sobol indices asymptotic efficiency asymptotic normality confidence intervals metamodelling surface response methodology
2013/4/28
Many mathematical models involve input parameters, which are not precisely known. Global sensitivity analysis aims to identify the parameters whose uncertainty has the largest impact on the variabilit...
Statistical inference for Sobol pick freeze Monte Carlo method
Statistical inference Sobol pick freeze Monte Carlo method
2013/4/28
Many mathematical models involve input parameters, which are not precisely known. Global sensitivity analysis aims to identify the parameters whose uncertainty has the largest impact on the variabilit...
Multifidelity variance reduction for pick-freeze Sobol index estimation
Multifidelity variance reduction pick-freeze Sobol index estimation
2013/4/28
Many mathematical models involve input parameters, which are not precisely known. Global sensitivity analysis aims to identify the parameters whose uncertainty has the largest impact on the variabilit...
Generalized Sobol sensitivity indices for dependent variables: numerical methods
Dependent variables Extended basis Greedy algorithm LARS Sensitivity analysis Sobol decomposition
2013/4/28
The hierarchically orthogonal functional decomposition of any measurable function f of a random vector X=(X_1,...,X_p) consists in decomposing f(X) into a sum of increasing dimension functions dependi...