Abstract
Sobol' sensitivity indices,used in variance based global sensitivity analysis of model output,are compared with the Analysis of Variance in classical factorial design. Monte Carlo computation of Sobol' indices is described briefly, and a bootstrap approach is presented,which can be used to produce a confidence interval for the true,unknown indices.
Keywords
Sobol sequenceMathematicsVariance-based sensitivity analysisSensitivity (control systems)Monte Carlo methodStatisticsConfidence intervalVariance (accounting)Analysis of varianceVariance componentsFactorial experimentOne-way analysis of varianceFactorialEconometrics
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Publication Info
- Year
- 1997
- Type
- article
- Volume
- 58
- Issue
- 2
- Pages
- 99-120
- Citations
- 523
- Access
- Closed
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Cite This
G. E. Archer,
Andrea Saltelli,
I. M. Sobol
(1997).
Sensitivity measures,anova-like Techniques and the use of bootstrap.
Journal of Statistical Computation and Simulation
, 58
(2)
, 99-120.
https://doi.org/10.1080/00949659708811825
Identifiers
- DOI
- 10.1080/00949659708811825