New sensitivity analysis subordinated to a contrast
Methodology
2013-05-13 v1
Abstract
In a model of the form where the goal is to estimate a parameter of the probability distribution of , we define new sensitivity indices which quantify the importance of each variable with respect to this parameter of interest. The aim of this paper is to define {\it goal oriented sensitivity indices} and we will show that Sobol indices are sensitivity indices associated to a particular characteristic of the distribution . We name the framework we present as {\it Goal Oriented Sensitivity Analysis} (GOSA).
Cite
@article{arxiv.1305.2329,
title = {New sensitivity analysis subordinated to a contrast},
author = {Jean-Claude Fort and Thierry Klein and Nabil Rachdi},
journal= {arXiv preprint arXiv:1305.2329},
year = {2013}
}