2013
DOI: 10.1016/j.matcom.2013.02.002
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Derivative-based global sensitivity measures: General links with Sobol’ indices and numerical tests

Abstract: The estimation of variance-based importance measures (called Sobol' indices) of the input variables of a numerical model can require a large number of model evaluations. It turns to be unacceptable for high-dimensional model involving a large number of input variables (typically more than ten). Recently, Sobol and Kucherenko have proposed the Derivative-based Global Sensitivity Measures (DGSM), defined as the integral of the squared derivatives of the model output, showing that it can help to solve the problem… Show more

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Cited by 104 publications
(95 citation statements)
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“…Such measures can be applied for problems with a high number of input variables to reduce the computational time. Lamboni et al [7] extended results of Sobol' and Kucherenko for models with input variables belonging to the class of Boltzmann probability measures.…”
Section: Introductionmentioning
confidence: 89%
“…Such measures can be applied for problems with a high number of input variables to reduce the computational time. Lamboni et al [7] extended results of Sobol' and Kucherenko for models with input variables belonging to the class of Boltzmann probability measures.…”
Section: Introductionmentioning
confidence: 89%
“…These results have been extended to the standard log-concave distributions by Lamboni et al [20]. Here, we assume that X ðiÞ $ U½a i ; b i , for i ¼ 1; .…”
Section: Link Between Dgsm and Gsamentioning
confidence: 84%
“…However, for some complex models, ! can be much larger than the corresponding total effect index (Lamboni et al [20]). In this case, it is difficult to decide which inputs are influential and which are not.…”
Section: Refining the Dgsm Index !mentioning
confidence: 95%
See 1 more Smart Citation
“…Various applications have illustrated the use of DGSMs such as an aquatic prey-predator chain [18], a biological system model [21], a flood one [24] or a reservoir simulator [49]. For a screening purpose, it has been proved that the total Sobol' indices are upper bounded up to a constant by the DGSMs, firstly in the case of uniform or normal probability distributions [43], and then in the case of a wider variety of continuous distributions [24].…”
Section: Introductionmentioning
confidence: 99%