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Pré-Publication, Document De Travail Année : 2011

Confidence intervals for sensitivity indices using reduced-basis metamodels

Résumé

Global sensitivity analysis is often impracticable for complex and time demanding numerical models, as it requires a large number of runs. The reduced-basis approach provides a way to replace the original model by a much faster to run code. In this paper, we are interested in the information loss induced by the approximation on the estimation of sensitivity indices. We present a method to provide a robust error assessment, hence enabling significant time savings without sacrifice on precision and rigourousness. We illustrate our method with an experiment where computation time is divided by a factor of nearly 6. We also give directions on tuning some of the parameters used in our estimation algorithms.
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Dates et versions

inria-00567977 , version 1 (22-02-2011)
inria-00567977 , version 2 (15-11-2011)
inria-00567977 , version 3 (15-06-2012)

Identifiants

  • HAL Id : inria-00567977 , version 1
  • ARXIV : 1102.4668

Citer

Alexandre Janon, Maëlle Nodet, Clémentine Prieur. Confidence intervals for sensitivity indices using reduced-basis metamodels. 2011. ⟨inria-00567977v1⟩
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