Sensitivity Analysis Based on Cramér-von Mises Distance.

Fabrice Gamboa Thierry Klein Agnès Lagnoux

Published in: SIAM/ASA J. Uncertain. Quantification (2018)

Keyphrases

sensitivity analysis
von mises
managerial insights
variational inequalities
distance measure
influence diagrams
gaussian distribution
probability density function
distance function
feature extraction
generative model
subband
decision variables
heavy tailed