论文标题
在变量的嵌套集上的SOBOL指数的测试比较
Test comparison for Sobol Indices over nested sets of variables
论文作者
论文摘要
灵敏度指标通常用于量化任何特定的输入变量对计算机代码输出的相对影响。然后，一个至关重要的问题是决定一组给定的变量是否对输出产生重大影响。 SOBOL指数通常用于衡量这种影响，但是它们的估计可能很困难，因为它们通常需要特定的实验设计。在这项工作中，我们利用SOBOL指数的单调性相对于设置包容性来测试某些输入变量的影响。该方法不依赖于SOBOL指数的直接估计，并且可以在经典的IID采样设计下进行。
Sensitivity indices are commonly used to quantify the relative influence of any specific group of input variables on the output of a computer code. One crucial question is then to decide whether a given set of variables has a significant impact on the output. Sobol indices are often used to measure this impact but their estimation can be difficult as they usually require a particular design of experiment. In this work, we take advantage of the monotonicity of Sobol indices with respect to set inclusion to test the influence of some of the input variables. The method does not rely on a direct estimation of the Sobol indices and can be performed under classical iid sampling designs.
