Sensitivity indices for multivariate outputs

Abstract : We define and study a generalization of Sobol sensitivity indices for the case of a vector output.
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https://hal.inria.fr/hal-00800847
Contributor : Alexandre Janon <>
Submitted on : Wednesday, April 17, 2013 - 2:14:19 PM
Last modification on : Monday, April 29, 2019 - 3:52:18 PM
Long-term archiving on : Thursday, July 18, 2013 - 4:05:04 AM

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  • HAL Id : hal-00800847, version 2
  • ARXIV : 1303.3574

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Fabrice Gamboa, Alexandre Janon, Thierry Klein, Agnès Lagnoux. Sensitivity indices for multivariate outputs. Comptes Rendus Mathématique, Elsevier Masson, 2013, 351 (7-8), pp.307-310. ⟨hal-00800847v2⟩

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