New sensitivity analysis subordinated to a contrast
By Jean-Claude Fort, Thierry Klein, Nabil Rachdi. 2013
83 citations recorded by the source corpus.
ABSTRACT In a model of the form Y = h(X1, …, Xd) where the goal is to estimate a parameter of the probability distribution of Y, we define new sensitivity indices which quantify the importance of each variable Xi with respect to this parameter of interest. The aim of this paper is to define goal oriented sensitivity indices and we will show that Sobol indices are sensitivity indices associated to a particular characteristic of the distribution Y. We name the framework we present as Goal Oriented Sensitivity Analysis (GOSA).
Subfields: Civil and Structural Engineering, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/6dd6dacac9a856f9f4b3f7d1374a88f7a1384245
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In Civil and Structural Engineering
In Statistics and Probability
Citations in the corpus
- Global Sensitivity Analysis: a new generation of mighty estimators based on rank statistics (2020, unknown): “In [10], the authors use contrast functions to build indices that are goal oriented.”
- The Future of Sensitivity Analysis: An essential discipline for systems modeling and policy support (2020, unknown): “The ‘goal-oriented SA ’ framework (Fort et al., 2016) is relevant in this context as well.”
- Sensitivity analysis for multidimensional and functional outputs (2013, background): “In the last decade, many authors have proposed some generalizations of Sobol indices for scalar outputs (see for example [1, 11, 10] and [3]).”
- Sensitivity Analysis in Probabilistic Structural Design: A Comparison of Selected Techniques (2020, methodology): “Indices of the third and higher orders are computed similarly [17].”