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The global sensitivity analysis of a complex numerical model often calls for the estimation of variance-based importance measures, named Sobol indices. Metamodel-based techniques have been developed in order to replace the cpu time-expensive computer code with an inexpensive mathematical function, which predicts the computer code output. The common metamodel-based sensitivity analysis methods are well-suited for computer codes with scalar outputs. However, in the environmental domain, as in many areas of application, the numerical model outputs are often spatial maps, which may also vary with time. In this paper, we introduce an innovative method to obtain a spatial map of Sobol indices with a minimal number of numerical model computations. It is based upon the functional decomposition of the spatial output onto a wavelet basis and the metamodeling of the wavelet coefficients by the Gaussian process. An analytical example is presented to clarify the various steps of our methodology. This technique is then applied to a real hydrogeological case: for each model input variable, a spatial map of Sobol indices is thus obtained.
Let $X:=(X_1, ldots, X_p)$ be random objects (the inputs), defined on some probability space $(Omega,{mathcal{F}}, mathbb P)$ and valued in some measurable space $E=E_1timesldots times E_p$. Further, let $Y:=Y = f(X_1, ldots, X_p)$ be the output. Her
Sensitivity indices when the inputs of a model are not independent are estimated by local polynomial techniques. Two original estimators based on local polynomial smoothers are proposed. Both have good theoretical properties which are exhibited and a
In this paper, the sensitivity analysis of a single scale model is employed in order to reduce the input dimensionality of the related multiscale model, in this way, improving the efficiency of its uncertainty estimation. The approach is illustrated
Most generative models for clustering implicitly assume that the number of data points in each cluster grows linearly with the total number of data points. Finite mixture models, Dirichlet process mixture models, and Pitman--Yor process mixture model
The study makes use of polynomial chaos expansions to compute Sobol indices within the frame of a global sensitivity analysis of hydro-dispersive parameters in a simplified vertical cross-section of a segment of the subsurface of the Paris Basin. App