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Global Sensitivity Analysis via Optimal Transport
Management ScienceWe examine the construction of variable importance measures for multivariate responses using the theory of optimal transport. We start with the classical optimal transport formulation. We show that the resulting sensitivity indices are well-defined under input dependence, are equal to zero under statistical independence, and are maximal under fully ...
Borgonovo, Emanuele +3 more
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Global Sensitivity Analysis for ABS
2012In the previous chapter, we looked at the ratings variability due to model choice and parameter values. In the present chapter, we are going to investigate the ratings parameter sensitivity further by applying global sensitivity analysis techniques. Sensitivity analysis is a powerful methodology for analyzing how the uncertainty in the output can be ...
Francesca Campolongo +2 more
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Global Optimization and Sensitivity Analysis
Nuclear Science and Engineering, 1990A new direction for the analysis of nonlinear models of nuclear systems is suggested to overcome fundamental limitations of sensitivity analysis and optimization methods currently prevalent in nucl...
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Global sensitivity analysis for a stochastic flow problem
Monte Carlo Methods and Applications, 2018Abstract The paper is devoted to the modeling of a single-phase flow through saturated porous media. A statistical approach where permeability is considered as a lognormal random field is applied. The impact of permeability, random boundary conditions and wells pressure on the flow in a production well is studied.
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Analysing DSGE Models with Global Sensitivity Analysis
Computational Economics, 2007zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Integrative oncology: Addressing the global challenges of cancer prevention and treatment
Ca-A Cancer Journal for Clinicians, 2022Karen Mustian, , Daniel F Gallego-Perez
exaly
SENSITIVITY ANALYSIS: ADVANCING THE EFFECTIVENESS OF GLOBAL SENSITIVITY ANALYSIS
Bulletin of the Australian Mathematical Society, 2023openaire +1 more source

