Robustness of the Sobol' Indices to Marginal Distribution Uncertainty.
Joseph L. HartPierre-Alain GremaudPublished in: SIAM/ASA J. Uncertain. Quantification (2019)
Keyphrases
- marginal distributions
- joint distribution
- probability distribution
- random variables
- conditional probabilities
- random fields
- wavelet coefficients
- linear combination
- gaussian distribution
- conditional distribution
- small number
- conditional distributions
- data sets
- contingency tables
- maximum entropy
- maximum likelihood
- wavelet transform
- bayesian networks
- training data
- similarity measure