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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Preprints, Working Papers, ...
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https://hal.inria.fr/hal-00800847
Contributor : Alexandre Janon <>
Submitted on : Thursday, March 14, 2013 - 3:31:47 PM
Last modification on : Friday, April 12, 2019 - 4:22:48 PM
Long-term archiving on : Saturday, June 15, 2013 - 5:30:07 AM

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  • HAL Id : hal-00800847, version 1
  • ARXIV : 1303.3574

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Fabrice Gamboa, Alexandre Janon, Thierry Klein, Agnès Lagnoux. Sensitivity indices for multivariate outputs. 2013. ⟨hal-00800847v1⟩

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