Further results on orthogonal arrays for the estimation of global sensitivity indices based on alias matrix
Tóm tắt
Từ khóa
Tài liệu tham khảo
Box G, Wilson K (1951) On the experimental attainment of optimum condition. J R Stat Soc Ser B 13:1–38
Bursztyn D, Steinberg D (2006) Comparison of designs for computer experiments. J Stat Plan Inference 136:1103–1119
Dimov I, Georgieva R (2010) Monte Carlo algorithms for evaluating Sobol’ sensitivity indices. Math Comput Simul 81:506–514
Hall M (1961) Hadamard matrix of order 16. Jet propulsion laboratory. Res Summ 1:21–36
Hedayat A, Raktoe B, Federer W (1974) On a measure of aliasing due to fitting an incomplete model. Ann Stat 2:650–660
Homma T, Saltelli A (1996) Importance measures in global sensitivity analysis of nonlinear models. Reliab Eng Syst Saf 52:1–17
Mitchell T (1974) Computer construction of D-optimal first-order designs. Technometrics 16:211–220
Morris M, Moore L, McKay M (2006) Sampling plans based on balanced incomplete block designs for evaluating the important of computer model inputs. J Stat Plan Inference 136:3203–3220
Morris M, Moore L, McKay M (2008) Using orthogonal arrays in the sensitivity analysis of computer models. Technometrics 2:205–215
Owen AB (1992) Orthogonal arrays for computer experiments, integration and visualization. Stat Sin 2:439–452
Pang SQ, Liu SY, Zhang YS (2002) Satisfactory orthogonal array and its checking method. Stat Probab Lett 59:17–22
Pang SQ, Zhang YS, Liu SY (2004) Further results on the orthogonal arrays obtained by generalized Hadamard product. Stat Probab Lett 68:17–25
Saltelli A, Annoni P, Azzini I, Campolongo F, Ratto M, Tarantola S (2010) Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index. Comput Phys Commun 181:259–270
Saltelli A, Ratto M, Andres T, Campolongo F, Cariboni J, Gatelli D, Sisana M, Tarantola S (2008) Global sensitivity analysis: the primer. Wiley, New York
Sobol IM (1993) Sensitivity analysis for nonlinear mathematical models. Math Model Comput Exp 1:407–414
Sobol IM (2001) Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates. Math Comput Simul 55:271–280
Sobol IM, Levitan YL (1999) On the use of variance reducing multipliers in Monte Carlo computations of a global sensitivity index. Comput Phys Commun 117:52–61
Sobol IM, Myshetskaya EE (2008) Monte Carlo estimators for small sensitivity indices. Monte Carlo Methods Appl 13:455–465
Tarantola S, Gatelli T, Mara TA (2006) Random balance designs for the estimator of first order global sensitivity indices. Reliab Eng Syst Saf 91:717–727
Wang XD, Tang YC, Chen XP, Zhang YS (2010) Design of experiment in global sensitivity analysis based on ANOVA high-dimensional model representation. Commun Stat Simul Comput 39:1183–1195
Wang XD, Tang YC, Zhang YS (2011) Orthogonal arrays for the estimation of global sensititity indices based on ANOVA high-dimensional model representation. Commun Stat Simul Comput 40:1801–1812
Wang XD, Tang YC, Zhang YS (2012) Orthogonal arrays for estimating global sensitivity indices of non-parametric models based on ANOVA high-dimensional model representation. J Stat Plan Inference 142:1324–1341
Zhang YS, Lu YQ, Pang SQ (1999) Orthogonal arrays obtained by orthogonal decomposition of projection matrices. Stat Sin 9:595–604