Publication: Sensitivity analysis using anchored ANOVA expansion and high-order moments computation
Sensitivity analysis using anchored ANOVA expansion and high-order moments computation
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Tang, K., Congedo, P. M., & Abgrall, R. (2015). Sensitivity analysis using anchored ANOVA expansion and high-order moments computation. International Journal for Numerical Methods in Engineering, 102(9), 1554–1584. https://doi.org/10.1002/nme.4856
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An anchored analysis of variance (ANOVA) method is proposed in this paper to decompose the statistical moments. Compared to the standard ANOVA with mutually orthogonal component functions, the anchored ANOVA, with an arbitrary choice of the anchor point, loses the orthogonality if employing the same measure. However, an advantage of the anchored ANOVA consists in the considerably reduced number of deterministic solver's computations, which renders the uncertainty quantification of real engineering problems much easier. Different from
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- Tang, Kunkun
- Congedo, Pietro Marco
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Tang, K., Congedo, P. M., & Abgrall, R. (2015). Sensitivity analysis using anchored ANOVA expansion and high-order moments computation. International Journal for Numerical Methods in Engineering, 102(9), 1554–1584. https://doi.org/10.1002/nme.4856