Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
805962 | Reliability Engineering & System Safety | 2009 | 7 Pages |
Abstract
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 variance, skewness or kurtosis of the model output, so adding valuable information for the analyst, at a small computational cost.
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Authors
M. Ratto, A. Pagano, P.C. Young,