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SENSITIVITY ANALYSIS USING PERMUTATIONS

文献类型：期刊论文

作者Xiong, Shifeng1; He, Xu1; He, Yuanzhen2; Mu, Weiyan3
刊名STATISTICA SINICA
出版日期2018-04-01
卷号28期号:2页码:817-837
关键词Kriging permutation test significance Sobol' index uncertainty quantification
ISSN号1017-0405
DOI10.5705/ss.202016.0035
英文摘要Sensitivity analysis quantifies the uncertainty in an input-output system by measuring the in fluence of the inputs on the output. This article presents a new sensitivity index by permuting the observations of an input. The proposed index is related to a statistical problem of testing the significance of the input, and thus possesses some frequentist properties that the current sensitivity analysis methods do not have. Numerical simulations and an application are presented to illustrate the proposed method.
资助项目National Natural Science Foundation of China[11471172] ; National Natural Science Foundation of China[11501550] ; National Natural Science Foundation of China[11601027] ; National Natural Science Foundation of China[11671386] ; Chinese Ministry of Science and Technology[2016YFF0203801] ; Science and Technology Plan Project of BMEC[KM201410016003] ; BUCEA[21082716014] ; BUCEA[00331616031]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000450211500013
出版者STATISTICA SINICA
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/31721]  
专题系统科学研究所
应用数学研究所
通讯作者Xiong, Shifeng
作者单位1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
2.Beijing Normal Univ, Sch Stat, Beijing 100875, Peoples R China
3.Beijing Univ Civil Engn & Architecture, Sch Sci, Beijing 100037, Peoples R China
推荐引用方式
GB/T 7714		 Xiong, Shifeng,He, Xu,He, Yuanzhen,et al. SENSITIVITY ANALYSIS USING PERMUTATIONS[J]. STATISTICA SINICA,2018,28(2):817-837.
APA Xiong, Shifeng,He, Xu,He, Yuanzhen,&Mu, Weiyan.(2018).SENSITIVITY ANALYSIS USING PERMUTATIONS.STATISTICA SINICA,28(2),817-837.
MLA Xiong, Shifeng,et al."SENSITIVITY ANALYSIS USING PERMUTATIONS".STATISTICA SINICA 28.2(2018):817-837.

入库方式： OAI收割

来源：数学与系统科学研究院

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