Sensitivity indices for multivariate outputs
Applications
2013-04-18 v2 Methodology
Abstract
We define and study a generalization of Sobol sensitivity indices for the case of a vector output.
Cite
@article{arxiv.1303.3574,
title = {Sensitivity indices for multivariate outputs},
author = {Fabrice Gamboa and Alexandre Janon and Thierry Klein and Agnès Lagnoux},
journal= {arXiv preprint arXiv:1303.3574},
year = {2013}
}
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