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math.NA2026
Active subspace methods and derivative-based Shapley effects for functions with non-independent variables
Matieyendou Lamboni, Sergei Kucherenko
Lower-dimensional subspaces that impact estimates of uncertainty are often described by Linear combinations of input variables, leading to active variables. This paper extends the…
math.NA2016★ 2 cited
Different numerical estimators for main effect global sensitivity indices
Sergei Kucherenko, Shufang Song
The variance-based method of global sensitivity indices based on Sobol sensitivity indices became very popular among practitioners due to its easiness of interpretation. For comple…