Sensitivity indices for multivariate outputs

Fabrice Gamboa; Alexandre Janon; Thierry Klein; Agnès Lagnoux

doi:10.1016/j.crma.2013.04.016

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Sensitivity indices for multivariate outputs

Presented by: the Editorial Board

Fabrice Gamboa ¹; Alexandre Janon ²; Thierry Klein ¹; Agnès Lagnoux ¹

¹ Institut mathématique de Toulouse, 118, route de Narbonne, 31062 Toulouse cedex, France
² Laboratoire SAF, ISFA Université Lyon-1, 50, avenue Tony-Garnier, 69007 Lyon, France

Comptes Rendus. Mathématique, Volume 351 (2013) no. 7-8, pp. 307-310

Abstract (Original language)
Résumé

We define and study a generalization of Sobol sensitivity indices for the case of a vector output.

Nous définissons et étudions une généralisation des indices de Sobol pour des sorties vectorielles.

Received: 2013-03-14
Accepted: 2013-04-17
Published online: 2013-04-01

DOI: 10.1016/j.crma.2013.04.016

Author's affiliations:

Fabrice Gamboa ¹; Alexandre Janon ²; Thierry Klein ¹; Agnès Lagnoux ¹

¹ Institut mathématique de Toulouse, 118, route de Narbonne, 31062 Toulouse cedex, France
² Laboratoire SAF, ISFA Université Lyon-1, 50, avenue Tony-Garnier, 69007 Lyon, France

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     author = {Fabrice Gamboa and Alexandre Janon and Thierry Klein and Agn\`es Lagnoux},
     title = {Sensitivity indices for multivariate outputs},
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     pages = {307--310},
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     doi = {10.1016/j.crma.2013.04.016},
     language = {en},
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Fabrice Gamboa; Alexandre Janon; Thierry Klein; Agnès Lagnoux. Sensitivity indices for multivariate outputs. Comptes Rendus. Mathématique, Volume 351 (2013) no. 7-8, pp. 307-310. doi: 10.1016/j.crma.2013.04.016

References
Cited by

[1] Alexandre Janon; Thierry Klein; Agnès Lagnoux; Maëlle Nodet; Clémentine Prieur Asymptotic normality and efficiency of two Sobol index estimators, 2012 (preprint available at) | HAL

[2] Matieyendou Lamboni; Hervé Monod; David Makowski Multivariate sensitivity analysis to measure global contribution of input factors in dynamic models, Reliab. Eng. Syst. Saf., Volume 96 (2011) no. 4, pp. 450-459

[3] I.M. Sobol Sensitivity estimates for nonlinear mathematical models, Math. Model. Comput. Exp., Volume 1 (1993) no. 4, pp. 407-414 (1995)

[4] A.W. van der Vaart Asymptotic Statistics, Camb. Ser. Stat. Probab. Math., vol. 3, Cambridge University Press, Cambridge, 1998

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