Sobol indices

GPTKB entity

Statements (17)
Predicate Object
gptkbp:instanceOf global sensitivity analysis method
gptkbp:appliesTo mathematical models
gptkbp:calculationMethod gptkb:Monte_Carlo_simulation
gptkbp:firstOrderIndex measures effect of single input variable
gptkbp:higherOrderIndices measure interactions between input variables
https://www.w3.org/2000/01/rdf-schema#label Sobol indices
gptkbp:introducedIn 1990
gptkbp:measures contribution of input variables to output variance
gptkbp:namedAfter Ilya M. Sobol'
gptkbp:publishedIn gptkb:Mathematics_and_Computers_in_Simulation
gptkbp:relatedTo ANOVA decomposition
gptkbp:totalOrderIndex measures effect of input variable and its interactions
gptkbp:type variance-based sensitivity indices
gptkbp:usedIn uncertainty quantification
sensitivity analysis
gptkbp:bfsParent gptkb:Ilya_M._Sobol
gptkbp:bfsLayer 8