文章基本信息

标题：Poincaré inequalities on intervals – application to sensitivity analysis
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作者：Olivier Roustant ; Franck Barthe ; Bertrand Iooss 等
期刊名称：Electronic Journal of Statistics
印刷版ISSN：1935-7524
出版年度：2017
卷号：11
期号：2
页码：3081-3119
DOI：10.1214/17-EJS1310
语种：English
出版社：Institute of Mathematical Statistics
摘要：The development of global sensitivity analysis of numerical model outputs has recently raised new issues on 1-dimensional Poincaré inequalities. Typically two kinds of sensitivity indices are linked by a Poincaré type inequality, which provides upper bounds of the most interpretable index by using the other one, cheaper to compute. This allows performing a low-cost screening of unessential variables. The efficiency of this screening then highly depends on the accuracy of the upper bounds in Poincaré inequalities.