HAL - INRIA :: [hal-00266102, version 1] Local Polynomial Estimation for Sensitivity Analysis on Models With Correlated Inputs

hal-00266102, version 1

Local Polynomial Estimation for Sensitivity Analysis on Models With Correlated Inputs

Sébastien Da Veiga () ^1, 2, 3, François Wahl () ^1, 3, Fabrice Gamboa ( Author to contact preferably ) ^2, 3

Abstract: Sensitivity indices when the inputs of a model are not independent are estimated by local polynomial techniques. Two original estimators based on local polynomial smoothers are proposed. Both have good theoretical properties which are exhibited and also illustrated through analytical examples. They are used to carry out a sensitivity analysis on a real case of a kinetic model with correlated parameters.

1: IFP Energies Nouvelles (IFPEN)
IFP Energies Nouvelles
2: Institut de Mathématiques de Toulouse (IMT)
Université Paul Sabatier - Toulouse III – Université Toulouse le Mirail - Toulouse II – Université des Sciences Sociales - Toulouse I – Institut National des Sciences Appliquées de Toulouse – CNRS : UMR5219
3: GdR MASCOT-NUM ((Méthodes d'Analyse Stochastique des Codes et Traitements Numériques))
CNRS : GDR3179

hal-00266102, version 1
http://hal.archives-ouvertes.fr/hal-00266102
oai:hal.archives-ouvertes.fr:hal-00266102
From: Fabrice Gamboa <>
Submitted on: Monday, 24 March 2008 18:27:08
Updated on: Monday, 1 December 2008 12:47:58

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arXiv: 0803.3504

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