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An effective algorithm for computing global sensitivity indices (EASI)
DOI:10.1016/j.ress.2009.11.005.png)
Abstract
En 中文
We present an algorithm named EASI that estimates first order sensitivity indices from given data using Fast Fourier Transformations. Hence it can be used as a post-processing module for pre-computed model evaluations. Ideas for the estimation of higher order sensitivity indices are also discussed. (C) 2009 Elsevier Ltd. All rights reserved.
Keywords:
Global sensitivity analysis
Sobol' sensitivity indices
FAST method
Correlation ratio
Post-processing algorithm
Space filling curves
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11
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9.0K
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