John Darges, NC State, Extreme learning machines for variance-based global sensitivity analysis
SAS 1220Variance-based global sensitivity analysis (GSA) can provide a wealth of information when applied to complex models. A well-known Achilles' heel of this approach is its computational cost which often renders it unfeasible in practice. An appealing alternative is to analyze instead the sensitivity of a surrogate model with the goal of lowering computational costs while…