Výsledky vyhledávání - "Jean-Yves Tissot"

A randomized orthogonal array-based procedure for the estimation of first- and second-order Sobol' indices

Autor: Clémentine Prieur, Jean-Yves Tissot

Publikováno v: Journal of Statistical Computation and Simulation
Journal of Statistical Computation and Simulation, Taylor & Francis, 2015, 85 (7), pp.1358-1381. ⟨10.1080/00949655.2014.971799⟩
Journal of Statistical Computation and Simulation, 2015, 85 (7), pp.1358-1381. ⟨10.1080/00949655.2014.971799⟩

International audience; In variance-based sensitivity analysis, the method of Sobol' (1993) allows to compute Sobol' indices using Monte Carlo integration. One of the main drawbacks of this approach is that the estimation of Sobol' indices requires t

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b448863fd1b2635c4b7b8c32ff54d46b
https://doi.org/10.1080/00949655.2014.971799

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Bias correction for the estimation of sensitivity indices based on random balance designs

Autor: Jean-Yves Tissot, Clémentine Prieur

Publikováno v: Reliability Engineering and System Safety
Reliability Engineering and System Safety, Elsevier, 2012, 107, pp.205-213. ⟨10.1016/j.ress.2012.06.010⟩
Reliability Engineering and System Safety, 2012, 107, pp.205-213. ⟨10.1016/j.ress.2012.06.010⟩

Special Issue: SAMO 2010; International audience; In this paper, we present a general way to correct a positive bias which occurs in all the estimators in random balance design method (RBD) and in its hybrid version, RBD-FAST. Both these techniques d

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ee3e2672b501d42fdddc695deb55dd52
https://doi.org/10.1016/j.ress.2012.06.010

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