- Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index
2009/10/01 by Andrea Saltelli, Paola Annoni, Ivano Azzini +3 · 3,413 citations
Computer Science · Decision Sciences · Engineering · Mathematics · #Advanced Multi-Objective Optimization Algorithms #Algorithm #Analysis of variance #Applied mathematics #Computer science #Decomposition #Engineering #Estimator #Fatigue and fracture mechanics #Index (typography) #Key (lock) #Mathematical optimization #Mathematics #One-way analysis of variance #Probabilistic and Robust Engineering Design #Sensitivity (control systems) #Statistics #Variance (accounting) #Variance decomposition of forecast errors #Variance-based sensitivity analysis
- Functional Variance Processes
2006/09/01 by Hans‐Georg Müller, Ulrich Stadtmüller, Fang Yao · 38 citations
Computer Science · Economics, Econometrics and Finance · Mathematics · #Analysis of variance #Applied mathematics #Artificial intelligence #Autocovariance #Bayesian Methods and Mixture Models #Computer science #Financial Risk and Volatility Modeling #Functional data analysis #Mathematical analysis #Mathematics #Noise (video) #One-way analysis of variance #Regression analysis #Smoothing #Statistical Methods and Inference #Statistics #Stochastic process #Variance (accounting) #Variance function #Variance-based sensitivity analysis