Search Results for author: Enrique G. Paredes

Found 2 papers, 2 papers with code

Date Published Github Stars

Tensor Approximation of Advanced Metrics for Sensitivity Analysis

1 code implementation • 5 Dec 2017 • Rafael Ballester-Ripoll, Enrique G. Paredes, Renato Pajarola

Following up on the success of the analysis of variance (ANOVA) decomposition and the Sobol indices (SI) for global sensitivity analysis, various related quantities of interest have been defined in the literature including the effective and mean dimensions, the dimension distribution, and the Shapley values.

Numerical Analysis 65C20, 15A69, 49Q12

23
Paper
Code

Sobol Tensor Trains for Global Sensitivity Analysis

1 code implementation • 1 Dec 2017 • Rafael Ballester-Ripoll, Enrique G. Paredes, Renato Pajarola

We propose the tensor train decomposition (TT) as a unified framework for surrogate modeling and global sensitivity analysis via Sobol indices.

Numerical Analysis 65C20, 15A69, 49Q12

23
Paper
Code
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