John Darges, Extreme learning machines for variance-based global sensitivity analysis
ZoomVariance-based global sensitivity analysis (GSA) provides useful measures, Sobol' indices, of how important individual input variables are to the output of a mathematical model. Traditional estimation of Sobol' indices by Monte Carlo methods can be unfeasible for models which are computationally expensive to evaluate. An appealing approach is to instead use a surrogate whose Sobol'…