Sampling plans for the estimation of moment-independent importance measures
The numerical and computational aspects underlying the approximation of moment independent sensitivity measures are
discussed. Sampling plans based on column substitution and column permutations are evaluated and compared for both analytical
test cases and a practical application. The influence of the sampling strategy (simple random, latin hypercube or quasi-random
sequences) is investigated.
CASTAINGS William;
BORGONOVO Emanuele;
TARANTOLA Stefano;
2011-03-21
Elsevier
JRC62988
1877-0428,
https://publications.jrc.ec.europa.eu/repository/handle/JRC62988,
10.1016/j.sbspro.2010.05.151,
Additional supporting files
| File name | Description | File type | |