Variance-Based Methods

Emanuele Borgonovo ()
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Emanuele Borgonovo: Bocconi University

Chapter Chapter 15 in Sensitivity Analysis, 2017, pp 139-162 from Springer

Abstract: Abstract As a way of introducing variance-based methodsVariance-based methods , we could ask the following question: Is it possible to introduce sensitivity indicators that explain the variance of the model output rather than only the fraction of the variance associated with the linear surrogate model? The answer is found in variance-based sensitivity measures, which we describe next.

Keywords: Model Input; Sensitivity Measure; Sensitivity Index; Variance Decomposition; Importance Measure (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1007/978-3-319-52259-3_15

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