A review on global sensitivity analysis methods
Uncertainty and sensitivity analysis of functional risk curves based on Gaussian processes
Metamodeling with Gaussian processes – slides
Metamodeling with Gaussian processes : references
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- An efficient methodology for modeling complex computer codes with Gaussian processes
- Le Gratiet, Cannamela, Iooss. A Bayesian approach for global sensitivity analysis of (multifidelity) computer codes. SIAM/ASA Journal of Uncertainty Quantification
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- Auder, de Crecy, Iooss & Marquès. Screening and metamodeling of computer experiments with functional outputs. Application to thermal-hydraulic computations. RESS, 107, 2012