Variance-based sensitivity indices for stochastic models with correlated inputs

@inproceedings{Kala2015VariancebasedSI,
  title={Variance-based sensitivity indices for stochastic models with correlated inputs},
  author={Zdeněk Kala},
  year={2015}
}
The goal of this article is the formulation of the principles of one of the possible strategies in implementing correlation between input random variables so as to be usable for algorithm development and the evaluation of Sobol’s sensitivity analysis. With regard to the types of stochastic computational models, which are commonly found in structural mechanics, an algorithm was designed for effective use in conjunction with Monte Carlo methods. Sensitivity indices are evaluated for all possible… CONTINUE READING