Application of the control variate technique to estimation of total sensitivity indices
Application of the control variate technique to estimation of total sensitivity indices
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DOI：
10.1016/j.ress.2014.07.008
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发表时间：
2015-02
期刊：
影响因子：
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通讯作者：
S. Kucherenko;B. Delpuech;B. Iooss;S. Tarantola
中科院分区：
文献类型：
--
作者：
S. Kucherenko;B. Delpuech;B. Iooss;S. Tarantola
全局敏感性分析广泛应用于科学、生物学、社会学和政策规划的许多领域。基于方差的方法也被称为Sobol敏感性指数，由于其效率和易于解释，已成为从业者的选择方法。对于复杂的实际问题，Sobol敏感性指数的估计通常需要大量的函数评估，以实现合理的收敛。为了提高Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol-Sobol使用众所周知的测试功能的结果表明所开发的技术的效率。
Global sensitivity analysis is widely used in many areas of science, biology, sociology and policy planning. The variance-based methods also known as Sobol׳ sensitivity indices has become the method of choice among practitioners due to its efficiency and ease of interpretation. For complex practical problems, estimation of Sobol׳ sensitivity indices generally requires a large number of function evaluations to achieve reasonable convergence. To improve the efficiency of the Monte Carlo estimates for the Sobol׳ total sensitivity indices we apply the control variate reduction technique and develop a new formula for evaluation of total sensitivity indices. Presented results using well known test functions show the efficiency of the developed technique.