Global sensitivity analysis for stochastic simulators based on
generalized lambda surrogate models

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Global sensitivity analysis for stochastic simulators based on generalized lambda surrogate models

4 May 2020

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Papers citing "Global sensitivity analysis for stochastic simulators based on generalized lambda surrogate models"

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Title
On Fractional Moment Estimation from Polynomial Chaos Expansion Lukávs Novák Marcos Valdebenito Matthias Faes 56 2 0 04 Mar 2024
Reliability analysis for data-driven noisy models using active learning Anderson V. Pires M. Moustapha S. Marelli Bruno Sudret AI4CE 31 2 0 19 Jan 2024
Polynomial Chaos Surrogate Construction for Random Fields with Parametric Uncertainty Joy N. Mueller K. Sargsyan Craig J. Daniels H. Najm 45 0 0 01 Nov 2023
A spectral surrogate model for stochastic simulators computed from trajectory samples Nora Lüthen S. Marelli Bruno Sudret 23 18 0 12 Jul 2022
Variance-based global sensitivity analysis of numerical models using R Hossein Mohammadi P. Challenor Clémentine Prieur 48 2 0 22 Jun 2022
Exploiting deterministic algorithms to perform global sensitivity analysis of continuous-time Markov chain compartmental models with application to epidemiology H. M. Kouye G. Mazo Clémentine Prieur E. Vergu 38 1 0 15 Feb 2022
Stochastic polynomial chaos expansions to emulate stochastic simulators X. Zhu Bruno Sudret 86 18 0 07 Feb 2022
Reweighting samples under covariate shift using a Wasserstein distance criterion J. Reygner A. Touboul 434 2 0 19 Oct 2020
Non-intrusive and semi-intrusive uncertainty quantification of a multiscale in-stent restenosis model Dongwei Ye A. Nikishova L. Veen Pavel S. Zun Alfons G. Hoekstra 80 21 0 01 Sep 2020
Global sensitivity analysis and Wasserstein spaces J. Fort T. Klein A. Lagnoux 67 15 0 24 Jul 2020
Emulation of stochastic simulators using generalized lambda models Xujia Zhu Bruno Sudret 77 24 0 02 Jul 2020