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Statistics Seminar

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.

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Thursday
Mar 27 2014
04:00pm - 05:00pm

Contact: Roshan Vengazhiyilroshan@isye.gatech.edu

In campus calendar: No

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  • Workflow status: Published
  • Created by: Anita Race
  • Created: 03/06/2014
  • Modified By: Fletcher Moore
  • Modified: 04/13/2017

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