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math.NA2017
Tensor Approximation of Advanced Metrics for Sensitivity Analysis
Rafael Ballester-Ripoll, Enrique G. Paredes, Renato Pajarola
Following up on the success of the analysis of variance (ANOVA) decomposition and the Sobol indices (SI) for global sensitivity analysis, various related quantities of interest hav…
math.NA2017
Sobol Tensor Trains for Global Sensitivity Analysis
Rafael Ballester-Ripoll, Enrique G. Paredes, Renato Pajarola
Sobol indices are a widespread quantitative measure for variance-based global sensitivity analysis, but computing and utilizing them remains challenging for high-dimensional system…