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Non-parametric estimation of conditional moments for sensitivity analysis

Ratto, Marco; Pagano, A; Young, Peter C

Description

In this paper, we consider the non-parametric estimation of conditional moments, which is useful for applications in global sensitivity analysis (GSA) and in the more general emulation framework. The estimation is based on the state-dependent parameter (SDP) estimation approach and allows for the estimation of conditional moments of order larger than unity. This allows one to identify a wider spectrum of parameter sensitivities with respect to the variance-based main effects, like shifts in the...[Show more]

CollectionsANU Research Publications
Date published: 2009
Type: Journal article
URI: http://hdl.handle.net/1885/53499
Source: Reliability Engineering & System Safety
DOI: 10.1016/j.ress.2008.02.023

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