Fast pick-freeze estimation of Sobol' sensitivity maps using basis expansions
利用基展开快速进行 Sobol 敏感度图的 pick-freeze 估计
Global sensitivity analysis (GSA) aims at quantifying the contribution of input variables over the variability of model outputs. In the frame of functional outputs, a common goal is to compute sensitivity maps (SM), i.e sensitivity indices at each output dimension (e.g. time step for time series, or pixels for spatial outputs). In specific settings, some works have shown that the computation of Sobol' SM can be speeded up by using basis expansions employed for dimension…