Title of article
An effective algorithm for computing global sensitivity indices (EASI)
Author/Authors
Plischke، نويسنده , , Elmar، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2010
Pages
7
From page
354
To page
360
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
Sobol’ sensitivity indices , Fast method , Post-processing algorithm , Correlation ratio , space filling curves , Global sensitivity analysis
Journal title
Reliability Engineering and System Safety
Serial Year
2010
Journal title
Reliability Engineering and System Safety
Record number
1572677
Link To Document