The identification of model effective dimensions using global sensitivity analysis
The identification of model effective dimensions using global sensitivity analysis
复制标题
DOI：
10.1016/j.ress.2010.11.003
复制
发表时间：
2011-04-01
影响因子：
8.1
通讯作者：
Mauntz, Wolfgang
中科院分区：
文献类型：
--
作者：
Kucherenko, Sergei;Feil, Balazs;Mauntz, Wolfgang
结果表明，有效的尺寸可以估计在合理的计算成本，使用方差为基础的全球敏感性分析。也就是说，截断意义下的有效维数可以通过使用变量子集的Sobol敏感性指数来找到。叠加意义下的有效维数可由一阶效应和总Sobol灵敏度指数来估计。给出了几类重要的可积函数的有效维数分类。结果表明，该模型可用于QMC效率的预测。数值试验的结果验证了所开发的技术的预测。(C)2010爱思唯尔有限公司保留所有权利。
It is shown that the effective dimensions can be estimated at reasonable computational costs using variance based global sensitivity analysis. Namely, the effective dimension in the truncation sense can be found by using the Sobol' sensitivity indices for subsets of variables. The effective dimension in the superposition sense can be estimated by using the first order effects and the total Sobol' sensitivity indices. The classification of some important classes of integrable functions based on their effective dimension is proposed. It is shown that it can be used for the prediction of the QMC efficiency. Results of numerical tests verify the prediction of the developed techniques. (C) 2010 Elsevier Ltd. All rights reserved.