Original paper

New improvements in the use of dependence measures for sensitivity analysis and screening

Volume: 86, Issue: 15, Pages: 3038 - 3058
Published: Feb 26, 2016
Abstract
Physical phenomena are commonly modelled by time consuming numerical simulators, function of many uncertain parameters whose influences can be measured via a global sensitivity analysis. The usual variance-based indices require too many simulations, especially as the inputs are numerous. To address this limitation, we consider recent advances in dependence measures, focusing on the distance correlation and the Hilbert–Schmidt independence...
Paper Details
Title
New improvements in the use of dependence measures for sensitivity analysis and screening
Published Date
Feb 26, 2016
Volume
86
Issue
15
Pages
3038 - 3058
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