Global sensitivity analysis for stochastic simulators based on generalized lambda surrogate models

Practical Heteroscedastic Gaussian Process Modeling for Large Simulation Experiments

(2018) Mickaël Binois et al.   JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS

Efficient Computation of Sobol' Indices for Stochastic Models

(2017) J. L. Hart et al.   SIAM JOURNAL ON SCIENTIFIC COMPUTING

Stochastic Simulators Based Optimization by Gaussian Process Metamodels - Application to Maintenance Investments Planning Issues

(2016) Thomas Browne et al.   QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL

Asymptotic normality and efficiency of two Sobol index estimators

(2013) Alexandre Janon et al.   ESAIM-Probability and Statistics

On the convergence of generalized polynomial chaos expansions

(2011) Oliver G. Ernst et al.   ESAIM-MATHEMATICAL MODELLING AND NUMERICAL ANALYSIS-MODELISATION MATHEMATIQUE ET ANALYSE NUMERIQUE

Global sensitivity analysis of stochastic computer models with joint metamodels

(2011) Amandine Marrel et al.   STATISTICS AND COMPUTING

Adaptive sparse polynomial chaos expansion based on least angle regression

(2010) Géraud Blatman et al.   JOURNAL OF COMPUTATIONAL PHYSICS

Stochastic epidemic models: A survey

(2010) Tom Britton   MATHEMATICAL BIOSCIENCES

An adaptive algorithm to build up sparse polynomial chaos expansions for stochastic finite element analysis

(2009) Géraud Blatman et al.   PROBABILISTIC ENGINEERING MECHANICS

Global sensitivity analysis of computer models with functional inputs

(2008) Bertrand Iooss et al.   RELIABILITY ENGINEERING & SYSTEM SAFETY

Global sensitivity analysis using polynomial chaos expansions

(2007) Bruno Sudret   RELIABILITY ENGINEERING & SYSTEM SAFETY