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- Title
Further results on orthogonal arrays for the estimation of global sensitivity indices based on alias matrix.
- Authors
Chen, Xue-ping; Lin, Jin-Guan; Wang, Xiao-di; Huang, Xing-fang
- Abstract
In this paper, the use of orthogonal arrays with strength $$s<p,$$ where $$p$$ is the required strength, for global sensitivity analysis is considered. We first generalize the alias matrix for ANOVA high-dimensional model representation based on matrix image, and then by sequentially minimizing the squared alias degrees, we present a approach for the estimation of sensitivity indices. A two-level orthogonal array with 16 runs and a four-level orthogonal array with 64 runs are studied for estimating both low-order and high-order significant sensitivity indices. Moreover, models containing larger than 10 input factors are also investigated. All cases show that designs with smaller squared alias degree have less bias and variance for the estimations of global sensitivity indices.
- Subjects
ESTIMATION theory; ANALYSIS of variance; MATRICES (Mathematics); MATHEMATICAL sequences; SENSITIVITY analysis
- Publication
Statistical Methods & Applications, 2015, Vol 24, Issue 3, p411
- ISSN
1618-2510
- Publication type
Article
- DOI
10.1007/s10260-014-0290-7