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SENSITIVITY ANALYSIS USING PERMUTATIONS
Xiong, Shifeng1; He, Xu1; He, Yuanzhen2; Mu, Weiyan3
2018-04-01
Source PublicationSTATISTICA SINICA
ISSN1017-0405
Volume28Issue:2Pages:817-837
AbstractSensitivity analysis quantifies the uncertainty in an input-output system by measuring the in fluence of the inputs on the output. This article presents a new sensitivity index by permuting the observations of an input. The proposed index is related to a statistical problem of testing the significance of the input, and thus possesses some frequentist properties that the current sensitivity analysis methods do not have. Numerical simulations and an application are presented to illustrate the proposed method.
KeywordKriging permutation test significance Sobol' index uncertainty quantification
DOI10.5705/ss.202016.0035
Language英语
Funding ProjectNational Natural Science Foundation of China[11471172] ; National Natural Science Foundation of China[11501550] ; National Natural Science Foundation of China[11601027] ; National Natural Science Foundation of China[11671386] ; Chinese Ministry of Science and Technology[2016YFF0203801] ; Science and Technology Plan Project of BMEC[KM201410016003] ; BUCEA[21082716014] ; BUCEA[00331616031]
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000450211500013
PublisherSTATISTICA SINICA
Citation statistics
Cited Times:2[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/31722
Collection系统科学研究所
应用数学研究所
Affiliation1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
2.Beijing Normal Univ, Sch Stat, Beijing 100875, Peoples R China
3.Beijing Univ Civil Engn & Architecture, Sch Sci, Beijing 100037, Peoples R China
Recommended Citation
GB/T 7714
Xiong, Shifeng,He, Xu,He, Yuanzhen,et al. SENSITIVITY ANALYSIS USING PERMUTATIONS[J]. STATISTICA SINICA,2018,28(2):817-837.
APA Xiong, Shifeng,He, Xu,He, Yuanzhen,&Mu, Weiyan.(2018).SENSITIVITY ANALYSIS USING PERMUTATIONS.STATISTICA SINICA,28(2),817-837.
MLA Xiong, Shifeng,et al."SENSITIVITY ANALYSIS USING PERMUTATIONS".STATISTICA SINICA 28.2(2018):817-837.
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