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An effective algorithm for computing global sensitivity indices (EASI)

delete2010-04-01
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Elmar Plischke *
DOI:10.1016/j.ress.2009.11.005delete
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Abstract

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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Reliability Engineering and System Safety
IF:
11
Papers:
9.0K
Citations:
4.2W

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