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SciML / GlobalSensitivity.jl

Robust, Fast, and Parallel Global Sensitivity Analysis (GSA) in Julia
https://docs.sciml.ai/GlobalSensitivity/stable/
MIT License
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Random Sampling-High dimensional model representation (RS-HDMR) #11

Open Vaibhavdixit02 opened 4 years ago

Vaibhavdixit02 commented 4 years ago

Zuniga_Kucherenko.pdf

Good stuff, makes running variance based GSA tractable for complex models.

Vaibhavdixit02 commented 4 years ago

@ChrisRackauckas this looks closer to the surrogates work that @ludoro has been doing?

ChrisRackauckas commented 4 years ago

I think there's still a use of specializing GSA on the orthonormality