| Autor: |
Mathilde Grandjacques, Benoit DELINCHANT, Olivier Adrot |
| Přispěvatelé: |
Grandjacques, Mathilde, Laboratoire de Génie Electrique de Grenoble (G2ELab), Université Joseph Fourier - Grenoble 1 (UJF)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP )-Institut Polytechnique de Grenoble - Grenoble Institute of Technology-Centre National de la Recherche Scientifique (CNRS), Gestion et Conduite des Systèmes de Production (G-SCOP_GCSP), Laboratoire des sciences pour la conception, l'optimisation et la production (G-SCOP), Université Joseph Fourier - Grenoble 1 (UJF)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP )-Institut National Polytechnique de Grenoble (INPG)-Centre National de la Recherche Scientifique (CNRS)-Université Joseph Fourier - Grenoble 1 (UJF)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP )-Institut National Polytechnique de Grenoble (INPG)-Centre National de la Recherche Scientifique (CNRS), Centre National de la Recherche Scientifique (CNRS)-Université Joseph Fourier - Grenoble 1 (UJF)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP )-Institut Polytechnique de Grenoble - Grenoble Institute of Technology, Institut National Polytechnique de Grenoble (INPG)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP )-Centre National de la Recherche Scientifique (CNRS)-Université Joseph Fourier - Grenoble 1 (UJF)-Institut National Polytechnique de Grenoble (INPG)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP )-Centre National de la Recherche Scientifique (CNRS)-Université Joseph Fourier - Grenoble 1 (UJF) |
| Jazyk: |
angličtina |
| Rok vydání: |
2015 |
| Předmět: |
|
| Zdroj: |
HAL |
| Popis: |
article retiré par son auteur pour des raisons scientifiques.; This article addresses the estimation of the Sobol index for dependent static and dynamic inputs. We study transformations in the input, whose image is an input with independent components. They have the basic property to give the equality of the $\sigma$-algebra between a subset of inputs and their image that allows to compute the Pick and Freeze method.We first focus on the static case. The Gaussian and non Gaussian cases are detailed. In the Gaussian case the dependent variables are separated into two groups of independent variables. In the non Gaussian case we apply the conditional quantile function generally used to simulate random vectors.In the dynamic case the definition of the index has been slightly modified in order to take into account the two dimensions of dependence (temporal and spatial). For Gaussian processes the same method as previously is used. For non Gaussian processes, we propose to use a meta-model copula to get back to Gaussian inputs. Different meta-models are studied in order to focus on the limit, in sensitivity studies, of correlations taken as measures of dependence. |
| Databáze: |
OpenAIRE |
| Externí odkaz: |
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