Non-parametric estimation of conditional moments for sensitivity analysis
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]
|Collections||ANU Research Publications|
|Source:||Reliability Engineering & System Safety|
|01_Ratto_Non-parametric_estimation_of_2009.pdf||875.34 kB||Adobe PDF||Request a copy|
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