Sensitivity indices for multivariate outputs

arxiv: 1303.3574 · v2 · pith:35SBKLPCnew · submitted 2013-03-14 · 📊 stat.AP · stat.ME

Fabrice Gamboa (UMR CNRS 5219) , Alexandre Janon (INRIA Grenoble Rh\^one-Alpes / LJK Laboratoire Jean Kuntzmann , - M\'ethodes d'Analyse Stochastique des Codes et Traitements Num\'eriques , SAF) , Thierry Klein (IMT) , Agn\`es Lagnoux (UMR CNRS 5219) This is my paper

classification 📊 stat.AP stat.ME

keywords indicessensitivitycasedefinegeneralizationmultivariateoutputoutputs

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We define and study a generalization of Sobol sensitivity indices for the case of a vector output.

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