| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 808054 | Reliability Engineering & System Safety | 2010 | 7 Pages |
Abstract
We present an algorithm named EASI that estimates first order sensitivity indices from given data using Fast Fourier Transformations. Hence it can be used as a post-processing module for pre-computed model evaluations. Ideas for the estimation of higher order sensitivity indices are also discussed.
Keywords
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Physical Sciences and Engineering
Engineering
Mechanical Engineering
Authors
Elmar Plischke,