Autori: Chen, Xue-ping , Lin, Jin-guan , Wang, Xiao-di , Huang, Xing-fang
Titolo: Further results on orthogonal arrays for the estimation of global sensitivity indices based on alias matrix
Periodico: Statistical methods & applications : Journal of the Italian Statistical Society
Anno: 2015 - Volume: 24 - Fascicolo: 3 - Pagina iniziale: 411 - Pagina finale: 426

In this paper, the use of orthogonal arrays with strength ...... where ...... is the required strength, for global sensitivity analysis is considered. We first generalize the alias matrix for ANOVA high-dimensional model representation based on matrix image, and then by sequentially minimizing the squared alias degrees, we present a approach for the estimation of sensitivity indices. A two-level orthogonal array with 16 runs and a four-level orthogonal array with 64 runs are studied for estimating both low-order and high-order significant sensitivity indices. Moreover, models containing larger than 10 input factors are also investigated. All cases show that designs with smaller squared alias degree have less bias and variance for the estimations of global sensitivity indices.


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SICI: 1618-2510(2015)24:3<411:FROOAF>2.0.ZU;2-H

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