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Global sensitivity analysis measures the importance of some input variables to a function f by looking at the impact on f of making large random
perturbations to subsets of those variables. Using mea...
VARIANCE COMPONENTS AND GENERALIZED SOBOL' INDICES
VARIANCE COMPONENTS GENERALIZED SOBOL' INDICES
2015/8/21
This paper introduces generalized Sobol' indices, compares strategies for their estimation, and makes a systematic search for ecient estimators. Of particular interest are contrasts,
sums of squares...