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Sensitivity indices for multivariate outputs

2013/03/14 by Fabrice Gamboa, Gamboa, Fabrice, Alexandre Janon +6 · 1 citation
Decision Sciences · Engineering · Mathematics · #Applications (stat.AP) #FOS: Computer and information sciences #Fatigue and fracture mechanics #Methodology (stat.ME) #Numerical methods in inverse problems #Probabilistic and Robust Engineering Design

paper · pdf · doi:10.48550/arxiv.1303.3574

openalex publication_date 2013/03/14 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We define and study a generalization of Sobol sensitivity indices for the case of a vector output.

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