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Global Sensitivity Analysis via Optimal Transport

Management Science
We 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

2012
In 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
openaire   +1 more source

Global Optimization and Sensitivity Analysis

Nuclear Science and Engineering, 1990
A 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, 2018
Abstract 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, 2007
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources

Integrative oncology: Addressing the global challenges of cancer prevention and treatment

Ca-A Cancer Journal for Clinicians, 2022
Karen Mustian, , Daniel F Gallego-Perez
exaly  

Global Sensitivity Analysis

2016
Xiaobo Zhou, Henry Lin
openaire   +1 more source

Global Sensitivity Analysis

2008
Xiaobo Zhou, Henry Lin, Henry Lin
openaire   +1 more source

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