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Sensitivity Analysis and Variable Screening

  • Thomas J. Santner
  • Brian J. Williams
  • William I. Notz
Chapter
Part of the Springer Series in Statistics book series (SSS)

Abstract

This chapter discusses sensitivity analysis and the related topic of variable screening. The setup is as follows. A vector of inputs \(\boldsymbol{x} = (x_{1},\ldots,x_{d})\) is given which potentially affects a “response” function \(y(\boldsymbol{x}) = y(x_{1},\ldots,x_{d})\). Sensitivity analysis seeks to quantify how variation in \(y(\boldsymbol{x})\) can be apportioned to the inputs x1, , xd and to the interactions among these inputs.

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Copyright information

© Springer Science+Business Media, LLC, part of Springer Nature 2018

Authors and Affiliations

  • Thomas J. Santner
    • 1
  • Brian J. Williams
    • 2
  • William I. Notz
    • 1
  1. 1.Department of StatisticsThe Ohio State UniversityColumbusUSA
  2. 2.Statistical Sciences GroupLos Alamos National LaboratoryLos AlamosUSA

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