Displaying similar documents to “Nonhomogeneous software error detection rate model : data analyses and applications”

Certified metamodels for sensitivity indices estimation

Alexandre Janon, Maëlle Nodet, Clémentine Prieur (2012)

ESAIM: Proceedings

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Global sensitivity analysis of a numerical code, more specifically estimation of Sobol indices associated with input variables, generally requires a large number of model runs. When those demand too much computation time, it is necessary to use a reduced model (metamodel) to perform sensitivity analysis, whose outputs are numerically close to the ones of the original model, while being much faster to run. In this case, estimated indices are subject to two kinds of errors: sampling error,...