Lamboni, M.; Iooss, B.; Popelin, A.-L.; Gamboa, F. - In: Mathematics and Computers in Simulation (MATCOM) 87 (2013) C, pp. 45-54
The estimation of variance-based importance measures (called Sobol’ indices) of the input variables of a numerical … Sobol’ indices for input variables belonging to the class of Boltzmann probability measures, thus extending the previous …. This link provides a DGSM-based maximal bound for the total Sobol indices. Numerical tests show the performance of the …