Transformations and Invariance in the Sensitivity Analysis of Computer Experiments
计算机实验敏感性分析中的变换与不变性
Summary Monotonic transformations are widely employed in statistics and data analysis. In computer experiments they are often used to gain accuracy in the estimation of global sensitivity statistics. However, one faces the question of interpreting results that are obtained on the transformed data back on the original data. The situation is even more complex in computer experiments, because transformations alter the model input–output mapping and distort the estimators. This…