SENSITIVITY ANALYSIS USING PERMUTATIONS

doi:10.5705/ss.202016.0035

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	SENSITIVITY ANALYSIS USING PERMUTATIONS
	Xiong, Shifeng1 ; He, Xu1 ; He, Yuanzhen 2; Mu, Weiyan 3
	2018-04-01
发表期刊	STATISTICA SINICA
ISSN	1017-0405
卷号	28 期号:2 页码:817-837
摘要	Sensitivity 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.
关键词	Kriging permutation test significance Sobol' index uncertainty quantification
DOI	10.5705/ss.202016.0035
语种	英语
资助项目	National 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研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000450211500013
出版者	STATISTICA SINICA
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/31722
专题	系统科学研究所应用数学研究所
通讯作者	Xiong, Shifeng
作者单位	1.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
推荐引用方式 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.