# Derivative based global sensitivity measures

Abstract : The method of derivative based global sensitivity measures (DGSM) has recently become popular among practitioners. It has a strong link with the Morris screening method and Sobol' sensitivity indices and has several advantages over them. DGSM are very easy to implement and evaluate numerically. The computational time required for numerical evaluation of DGSM is generally much lower than that for estimation of Sobol' sensitivity indices. This paper presents a survey of recent advances in DGSM concerning lower and upper bounds on the values of Sobol' total sensitivity indices $S_{i}^{tot}$. Using these bounds it is possible in most cases to get a good practical estimation of the values of $S_{i}^{tot}$. Several examples are used to illustrate an application of DGSM.
Keywords :
Type de document :
Chapitre d'ouvrage
R. Ghanem, D. Higdon and H. Owhadi (eds). Handbook of uncertainty quantification, Springer, 2017
Domaine :

Littérature citée [38 références]

https://hal.archives-ouvertes.fr/hal-01079358
Contributeur : Bertrand Iooss <>
Soumis le : mercredi 22 juillet 2015 - 10:21:32
Dernière modification le : mercredi 12 décembre 2018 - 15:22:45
Document(s) archivé(s) le : vendredi 23 octobre 2015 - 10:31:58

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• HAL Id : hal-01079358, version 3
• ARXIV : 1412.2619

### Citation

Serge Kucherenko, Bertrand Iooss. Derivative based global sensitivity measures. R. Ghanem, D. Higdon and H. Owhadi (eds). Handbook of uncertainty quantification, Springer, 2017. 〈hal-01079358v3〉

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