Sensitivity indices for multivariate outputs
Fabrice Gamboa (UMR CNRS 5219), Alexandre Janon (INRIA Grenoble, Rh\^one-Alpes / LJK Laboratoire Jean Kuntzmann, - M\'ethodes d'Analyse, Stochastique des Codes et Traitements Num\'eriques, SAF), Thierry Klein, (IMT), Agn\`es Lagnoux (UMR CNRS 5219)
TL;DR
This paper extends Sobol sensitivity indices to multivariate outputs, providing a new framework for analyzing the influence of input variables on vector-valued models.
Contribution
It introduces a generalized form of Sobol indices applicable to multivariate outputs, filling a gap in sensitivity analysis methods.
Findings
Defines a new class of sensitivity indices for vector outputs
Provides theoretical properties and potential applications of the indices
Enhances the analysis of complex models with multivariate responses
Abstract
We define and study a generalization of Sobol sensitivity indices for the case of a vector output.
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Taxonomy
TopicsProbabilistic and Robust Engineering Design