Global sensitivity analysis using derivative-based sparse Poincaré chaos expansions

Nora Lüthen (1) , Olivier Roustant , Fabrice Gamboa , Bertrand Iooss , Stefano Marelli (1) , Bruno Sudret (1, 2)

1 Chair of Risk, Safety and Uncertainty Quantification [ETH Zurich]
2 GdR MASCOT-NUM - Méthodes d'Analyse Stochastique des Codes et Traitements Numériques

Domaines: Calcul [stat.CO]

Nora Lüthen, Olivier Roustant, Fabrice Gamboa, Bertrand Iooss, Stefano Marelli, et al.. Global sensitivity analysis using derivative-based sparse Poincaré chaos expansions. International Journal for Uncertainty Quantification, 2023, 13, pp.57-82. ⟨hal-03293672v2⟩