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Statistics Seminar
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TITLE: New results in functional ANOVA and Sobol' indices
SPEAKER: Professor Art Owen, Stanford University
ABSTRACT:
Sobol' indices are used to measure the importance of variables, and subsets of variables, in black box models of deterministic functions. They have strong connections to both experimental design and quasi-Monte Carlo sampling. This talk will review the functional ANOVA, define Sobol' indices and present some recent developments for them: improved algorithms, generalizations to higher order moments, and connections to Shapley value.
Status
- Workflow Status:Published
- Created By:Anita Race
- Created:03/06/2014
- Modified By:Fletcher Moore
- Modified:04/13/2017
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