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Crossed-Derivative Based Sensitivity Measures for Interaction Screening

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Academic year: 2021

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Figure

Table 1: Optimal Poincar´e constants for the uniform and normal distributions.
Table 2: Example of (non-optimal) Poincar´e constants for some classes of continuous distributions.
Table 3: First-order analysis for the Ishigami function (uniform inputs). Upper bounds are computed with C opt (µ) = 4
Table 4: Second-order analysis for the Ishigami function (uniform inputs). Upper bounds are computed with C opt (µ) = 4
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