@inproceedings{e18cb0273d0e464a9cfed6e95648cd51,
title = "Some advances on anchored anova expansion for high order moments computation",
abstract = "Covariance decomposition of output variance is used in this paper to take account of interactions between non-orthogonal components in anchored ANOVA method. Results show this approach is less sensitive to the anchor reference point than existing method. Covariance-based sensitivity indices (SI) are also used, compared to variance-based SI. Furthermore, we emphasize covariance decomposition can be generalized in a straightforward way to decompose high order moments.",
keywords = "(anchored) ANOVA, Global sensitivity analysis, Stochastic problems, Uncertainty quantification, Variance/covariance decomposition",
author = "Kunkun Tang and Congedo, \{Pietro M.\} and R{\'e}mi Abgrall",
year = "2014",
month = jul,
day = "1",
language = "English",
series = "11th World Congress on Computational Mechanics, WCCM 2014, 5th European Conference on Computational Mechanics, ECCM 2014 and 6th European Conference on Computational Fluid Dynamics, ECFD 2014",
publisher = "International Center for Numerical Methods in Engineering",
pages = "6480--6491",
editor = "Eugenio Onate and Xavier Oliver and Antonio Huerta",
booktitle = "11th World Congress on Computational Mechanics, WCCM 2014, 5th European Conference on Computational Mechanics, ECCM 2014 and 6th European Conference on Computational Fluid Dynamics, ECFD 2014",
note = "Joint 11th World Congress on Computational Mechanics, WCCM 2014, the 5th European Conference on Computational Mechanics, ECCM 2014 and the 6th European Conference on Computational Fluid Dynamics, ECFD 2014 ; Conference date: 20-07-2014 Through 25-07-2014",
}