Variance Based Global Sensitivity Analysis for Uncorrelated and Correlated Inputs With Gaussian Processes

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Summary

The effect of input correlation on sensitivity analysis is presented and the methods presented by Li & Rabitz in the context of Kennedy & O’ Hagan framework with GPs are discussed.

Type
article
Published
2015-06-15
Cited by
5
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0

Keywords

Sobol sequence, Variance-based sensitivity analysis, Sensitivity (control systems), Variance decomposition of forecast errors, Variance (accounting)

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