Discrete non-parametric kernel estimation for global sensitivity analysis

Discrete non-parametric kernel estimation for global sensitivity analysis

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Article ID: iaor201530405
Volume: 146
Issue: 6
Start Page Number: 47
End Page Number: 54
Publication Date: Feb 2016
Journal: Reliability Engineering and System Safety
Authors: ,
Keywords: quality & reliability
Abstract:

  • We study a discrete kernel estimation for sensitivity analysis of a model.
  • A discrete kernel estimator of ANOVA decomposition of the model is presented.
  • Sensitivity indices are calculated for discrete input parameters.
  • An estimator of sensitivity indices is also presented with its convergence rate.
  • An application is realized for improving the reliability of environmental models.
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