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math.AP2011
Certified metamodels for sensitivity indices estimation
Alexandre Janon, Maëlle Nodet, Clémentine Prieur
Global sensitivity analysis of a numerical code, more specifically estimation of Sobol indices associated with input variables, generally requires a large number of model runs. Whe…
stat.CO2011★ 5 cited
Confidence intervals for sensitivity indices using reduced-basis metamodels
Alexandre Janon, Maëlle Nodet, Clémentine Prieur
Global sensitivity analysis is often impracticable for complex and time demanding numerical models, as it requires a large number of runs. The reduced-basis approach provides a way…