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International Journal for Uncertainty Quantification
Импакт фактор: 4.911 5-летний Импакт фактор: 3.179 SJR: 1.008 SNIP: 0.983 CiteScore™: 5.2

ISSN Печать: 2152-5080
ISSN Онлайн: 2152-5099

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International Journal for Uncertainty Quantification

DOI: 10.1615/Int.J.UncertaintyQuantification.2020029614
pages 297-314


R. Fraiman
Centro de Matemática, Facultad de Ciencias, Universidad de la República, Uruguay
F. Gamboa
Institut de Mathématiques de Toulouse, France
Leonardo Moreno
Departamento de Métodos Cuantitativos, FCEA, Universidad de la República, Uruguay

Краткое описание

In the context of computer code experiments, sensitivity analysis of a complicated input-output system is often performed by ranking the so-called Sobol' indices. One reason for the popularity of the Sobol' approach relies on the simplicity of the statistical estimation of these indices using the so-called pick and freeze method. In this work we propose and study sensitivity indices for the case where the output lies on a Riemannian manifold. These indices are based on a Cramer-von Mises like criterion that takes into account the geometry of the output support. We propose a pick and freeze like estimator of these indices based on an U−statistic. The asymptotic properties of these estimators are studied. Further, we provide and discuss some interesting numerical examples.


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