An adaptive sampling method for global sensitivity analysis based on least-squares support vector regression

In the field of engineering, surrogate models are commonly used for approximating the behavior of a physical phenomenon in order to reduce the computational costs. Generally, a surrogate model is created based on a set of training data, where a typical method for the statistical design is the Latin hypercube sampling (LHS). Even though a space-filling distribution of the training data is reached, the sampling process takes no information on the...