Global sensitivity upper bound / local sensitivity monte carlo

FriesischScott / UncertaintyQuantification.jl

Uncertainty Quantification in Julia

MIT License

28 stars 7 forks source link

Global sensitivity upper bound / local sensitivity monte carlo #77

Open FriesischScott opened 1 year ago

FriesischScott commented 1 year ago

In the OpenCossan code there are several references to equations without giving the paper they are refering to...

FriesischScott commented 10 months ago

I think it might be this one: https://www.sciencedirect.com/science/article/pii/S0010465510002973?casa_token=h6XtX6Xec3kAAAAA:KWqPGO99VBkyciXm7i508Z8E6snyxEFfgmFLApnmwA8cDPZ3EZFoEpcCLr8k8bBElePcGCvNEPo

FriesischScott commented 5 months ago

The above mentioned paper is for the upper bound of the total indices. The local indices are averaged in standard normal space and computed using this method: https://onlinelibrary.wiley.com/doi/10.1002/nme.2687