New paper published in Reliability Engineering & System Safety
X. Zhu and B. Sudret published a new paper on global sensitivity analysis for stochastic simulators.
The paper entitled Global sensitivity analysis for stochastic simulators based on generalized lambda surrogate models reviews various extensions of Sobol’ indices to the global sensitivity analysis of stochastic simulators. To alleviate the computational cost, the paper proposes the generalized lambda model as a surrogate model which can be built on data with/without replications to represent the response distribution of stochastic simulators.
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