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Cited by 246Probabilistic and Robust Engineering DesignGaussian Processes and Bayesian InferenceOptimal Experimental Design Methods

The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.

Variance-based sensitivity indices for models with dependent inputs

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Mara, Thierry A., Tarantola, Stefano·2012·Reliability Engineering & System Safety
DOI 10.1016/j.ress.2011.08.008
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Crossref · 10.1016/j.ress.2011.08.008

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1 of 1 references verified0 citation errors · 0 not checkable

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  • The protected covariate D can be written as D = h(X,U), where U is a random variable independent of X.

    “An alternative lens on proxy discrimination draws on the fact that the protected covariate 𝐷 , given its dependence on 𝑿 , can be written as 𝐷 = ℎ ( 𝑿 , 𝑈 ) , where 𝑈 is a random variable independent of 𝑿 .”

    From Sensitivity-based measures of discrimination in insurance pricing (2026) · cites this paper as Mara & Tarantola, 2012

Citations

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Research works printed but not linked: 25

  1. Sudret, 2008, Global sensitivity analysis using polynomial chaos expansions, Reliability Engineering and System Safety, 93, 964, 10.1016/j.ress.2007.04.002 · DOI
  2. Rabitz, 1999, Efficient input–output model representations, Computer Physics Communication, 117, 11, 10.1016/S0010-4655(98)00152-0 · DOI
  3. Morris, 1991, Factorial sampling plans for preliminary computational experiments, Technometrics, 33, 161, 10.1080/00401706.1991.10484804 · DOI · Paper page
  4. Saltelli, 2002, Making best use of model evaluations to compute sensitivity indices, Computational Physics Communications, 145, 280, 10.1016/S0010-4655(02)00280-1 · DOI · Paper page
  5. Mara, 2009, Extension of the RBD-fast method to the computation of global sensitivity indices, Reliability Engineering and System Safety, 94, 1274, 10.1016/j.ress.2009.01.012 · DOI
  6. Tarantola, 2006, Random balance designs for the estimation of first-order sensitivity indices, Reliability Engineering and System Safety, 91, 717, 10.1016/j.ress.2005.06.003 · DOI
  7. Saltelli, 2002, On the relative importance of input factors in mathematical models: safety assessment for nuclear waste disposal, Journal of the American Statistical Association, 97, 702, 10.1198/016214502388618447 · DOI
  8. Xu, 2008, A general first-order global sensitivity analysis method, Reliability Engineering and System Safety, 93, 1060, 10.1016/j.ress.2007.04.001 · DOI
  9. Xu, 2008, Uncertainty and sensitivity analysis for models with correlated parameters, Reliability Engineering and System Safety, 93, 1563, 10.1016/j.ress.2007.06.003 · DOI
  10. Borgonovo, 2008, Moment independent and variance-based sensitivity analysis with correlations: an application to the stability of a chemical reactor, International Journal of Chemical Kinetics, 40, 687, 10.1002/kin.20368 · DOI
  11. Bedford T. Sensitivity indices for (Tree)-dependent variables. In: Proceedings of the second international symposium on sensitivity analysis of model output, Venice, Italy; 1998. p. 17–20.
  12. Li, 2010, Global sensitivity analysis for systems with independent and/or correlated inputs, Journal of Chemical Physics, 114, 6022, 10.1021/jp9096919 · DOI
  13. Iman, 1982, A distribution-free approach to inducing rank correlation among input variables, Communications in Statistics: Simulation and Computation, 11, 311, 10.1080/03610918208812265 · DOI
  14. Sobol, 1993, Sensitivity analysis for nonlinear mathematical models, Mathematical Modeling and Computational Experiment, 1, 407
  15. Oakley, 2004, Probabilistic sensitivity analysis of complex models: a Bayesian approach, Journal of the Royal Statistical Society B, 66, 751, 10.1111/j.1467-9868.2004.05304.x · DOI
  16. Rosenblatt, 1952, Remarks on the multivariate transformation, Annals of Mathematics and Statistic, 43, 470, 10.1214/aoms/1177729394 · DOI
  17. Lebrun, 2009, Do Rosenblatt and Nataf isoprobabilistic transformations really differ?, Probabilistic Engineering Mechanics, 24, 577, 10.1016/j.probengmech.2009.04.006 · DOI
  18. Lewandowski, 2007, Sample-based estimation of correlation ratio with polynomial approximation, ACM Transactions on Modeling and Computer Simulation, 5, 1, 10.1145/1315575.1315578 · DOI
  19. Storlie, 2008, Multiple predictor smoothing methods for sensitivity analysis: description of techniques, Reliability Engineering and System Safety, 93, 28, 10.1016/j.ress.2006.10.012 · DOI
  20. Mara, 2008, Comparison of some efficient methods to evaluate the main effect of computer model factors, Journal of Statistical Computation and Simulation, 78, 167, 10.1080/10629360600964454 · DOI
  21. Nataf, 1962, Détermination des distributions de probabilité dont les marges sont données, Comptes Rendus de l’Académie des Sciences, 225, 42
  22. Li, 2008, Regularized random-sampling high dimensional model representation (RS-HDMR), Journal of Mathematical Chemistry, 43, 1207, 10.1007/s10910-007-9250-x · DOI
  23. Saltelli, 2006, Sensitivity analysis practices: Strategies for model-based inference, Reliability Engineering and System Safety, 91, 1109, 10.1016/j.ress.2005.11.014 · DOI
  24. Jacques, 2006, Sensitivity analysis in presence of model uncertainty and correlated inputs, Reliability Engineering and System Safety, 91, 1126, 10.1016/j.ress.2005.11.047 · DOI
  25. Sobol, 2001, Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates, Mathematics and Computers in Simulation, 55, 271, 10.1016/S0378-4754(00)00270-6 · DOI · Paper page

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Metadata

Authors
Mara, T. A., & Tarantola, S.
Affiliations
  • University of Reunion Island (RE)
  • European Commission (BE)
Corresponding author
Mara, Thierry A.
ORCID
Venue
Reliability Engineering & System Safety
Publisher
Elsevier BV
Published
2012-11
Volume
107
Pages
115-121
ISSN
0951-8320 (ISSN-L)
DOI
10.1016/j.ress.2011.08.008
OpenAlex
W2025175130
Cited by
246
References
1
Citations by year
2026: 14 · 2025: 9 · 2024: 18 · 2023: 8 · 2022: 11 · 2021: 28 · 2020: 16 · 2019: 28 · 2018: 23 · 2017: 24 · 2016: 18 · 2015: 20 · 2014: 10 · 2013: 14 · 2012: 5
FWCI
9.92
Type
journal article
Language
en
Open access
Licence
Locations
  • Reliability Engineering & System Safety (publishedVersion)
  • HAL (submittedVersion, other-oa)
  • Joint Research Centre (European Commission) (submittedVersion)
Topics
  • Physical Sciences › Engineering › Computational Mechanics › Probabilistic and Robust Engineering Design
  • Physical Sciences › Computer Science › Artificial Intelligence › Gaussian Processes and Bayesian Inference
  • Social Sciences › Decision Sciences › Management Science and Operations Research › Optimal Experimental Design Methods
Keywords
variance-based sensitivity indices, uncertainty analysis, sensitivity analysis, ANOVA decomposition, model reduction, computational model

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