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Da Veiga, 2015 - Google Patents

Global sensitivity analysis with dependence measures

Da Veiga, 2015

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Document ID
1729530314481809795
Author
Da Veiga S
Publication year
Publication venue
Journal of Statistical Computation and Simulation

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Snippet

Global sensitivity analysis with variance-based measures suffers from several theoretical and practical limitations, since they focus only on the variance of the output and handle multivariate variables in a limited way. In this paper, we introduce a new class of sensitivity …
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