Derivative based global sensitivity measures

@inproceedings{Kucherenko2010DerivativeBG,
  title={Derivative based global sensitivity measures},
  author={Serge Kucherenko and Bertrand Iooss},
  year={2010}
}
The method of derivative based global sensitivity measures (DGSM) has recently become popular among practitioners. It has a link with the Morris screening method and Sobol’ sensitivity indices. DGSM are very easy to implement and evaluate numerically. The computational time required for numerical evaluation of DGSM is generally much lower than that for estimation of Sobol’ sensitivity indices. We present a survey of ar X iv :1 41 2. 26 19 v1 [ m at h. ST ] 8 D ec 2 01 4 

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