Title of article :
An effective algorithm for computing global sensitivity indices (EASI)
Author/Authors :
Elmar Plischke، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2010
Abstract :
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.
Keywords :
Global sensitivity analysis , Sobol’ sensitivity indices , Space filling curves , FAST method , Correlation ratio , Post-processing algorithm
Journal title :
Reliability Engineering and System Safety
Journal title :
Reliability Engineering and System Safety
