19 citations · 19 across the 9 of their papers we have counts for
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Robustness of the Sobol' indices to marginal distribution uncertainty
Joseph Hart, Pierre Gremaud
Global sensitivity analysis (GSA) quantifies the influence of uncertain variables in a mathematical model. The Sobol' indices, a commonly used tool in GSA, seek to do this by attri…
Global sensitivity analysis for statistical model parameters
Joseph Hart, Julie Bessac, Emil Constantinescu
Global sensitivity analysis (GSA) is frequently used to analyze the influence of uncertain parameters in mathematical models and simulations. In principle, tools from GSA may be ex…
Efficient computation of Sobol' indices for stochastic models
Joseph L. Hart, Alen Alexanderian, Pierre A. Gremaud
Stochastic models are necessary for the realistic description of an increasing number of applications. The ability to identify influential parameters and variables is critical to a…