{"paper":{"title":"Calibration of Sobol indices estimates in case of noisy output","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"stat.CO","authors_text":"Nikita Kotlyarov, Pavel Prikhodko","submitted_at":"2018-04-02T23:59:41Z","abstract_excerpt":"This paper presents a simple noise correction method for Sobol' indices estimation. Sobol' indices, especially total Sobol' indices are quite sensitive to the noise in the output and tend to be severly biased (overestimated) if no noise correction is done, which may make their computation meaningless in case of even quite moderate noise levels. Proposed method allows to get approximately unbiased noise free estimation of Sobol' indices at the cost of variance of estimate increase if noise can be represented as a combination of additive and multiplicative stationary noise. %Also we show that it"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1804.00766","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}