Variance-based sensitivity indices for models with dependent inputs

@article{Mara2012VariancebasedSI,
  title={Variance-based sensitivity indices for models with dependent inputs},
  author={Thierry Alex Mara and Stefano Tarantola},
  journal={Rel. Eng. & Sys. Safety},
  year={2012},
  volume={107},
  pages={115-121}
}
Computational models are intensively used in engineering for risk analysis or prediction of future outcomes. Uncertainty and sensitivity analyses are of great help in these purposes. Although several methods exist to perform variance-based sensitivity analysis of model output with independent inputs only a few are proposed in the literature in the case of dependent inputs. This is explained by the fact that the theoretical framework for the independent case is set and an univocal set of… CONTINUE READING