A new technique for estimating variance–based total sensitivity indices from given data is developed. It is also develped a new approach for the estimation of the first order effects given a specific sample design. This method adopts the RBD approach published by Tarantola et al., (2007) for the computation of first order sensitivity indices in association to Quasi–Random numbers.

(2013). Towards more accurate measures of global sensitivity analysis. Investigation of first and total order indices. (Tesi di dottorato, Università degli Studi di Milano-Bicocca, 2013).

Towards more accurate measures of global sensitivity analysis. Investigation of first and total order indices

GIOIA, PAOLA
2013

Abstract

A new technique for estimating variance–based total sensitivity indices from given data is developed. It is also develped a new approach for the estimation of the first order effects given a specific sample design. This method adopts the RBD approach published by Tarantola et al., (2007) for the computation of first order sensitivity indices in association to Quasi–Random numbers.
MECATTI, FULVIA
Sensitivity indices, given data, first order indices
English
18-giu-2013
Scuola di Dottorato in Statistica e Matematica Applicata alla Finanza
STATISTICA - 11R
24
2011/2012
open
(2013). Towards more accurate measures of global sensitivity analysis. Investigation of first and total order indices. (Tesi di dottorato, Università degli Studi di Milano-Bicocca, 2013).
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/45695
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