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math.ST2020★ 12 cited
An information geometry approach for robustness analysis in uncertainty quantification of computer codes
Clement Gauchy, Jerome Stenger, Roman Sueur +1
Robustness analysis is an emerging field in the domain of uncertainty quantification. It consists of analysing the response of a computer model with uncertain inputs to the perturb…
math.ST2017★ 3 cited
Sensitivity analysis using perturbed-law based indices for quantiles and application to an industrial case
Roman Sueur, Bertrand Iooss, Thibault Delage
In this paper, we present perturbed law-based sensitivity indices and how to adapt them for quantile-oriented sensitivity analysis. We exhibit a simple way to compute these indices…