Helen Cleaves, NC State, Global Sensitivity Analysis for function-valued random parameter
SAS 4201We address global sensitivity analysis for models with high-dimensional inputs and function-valued (functional) outputs. Variance-based global sensitivity approaches based on Sobol' indices have been proven useful in a wide range of outputs. However, Sobol' indices can be challenging to compute for computationally intensive models with a large number of parameters. We propose derivative based global…