Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Robustness of the Sobol' indices to marginal distribution uncertainty   Global sensitivity analysis (GSA) quantifies the influence of uncertain
variables in a mathematical model. The Sobol' indices, a commonly used tool in
GSA, seek to do this by attributing to each variable its relative contribution
to the variance of the model output. In order to compute Sobol' indices, the
user must specify a probability distribution for the uncertain variables. This
distribution is typically unknown and must be chosen using limited data and/or
knowledge. The usefulness of the Sobol' indices depends on their robustness to
this distributional uncertainty. This article presents a novel method which
uses "optimal perturbations" of the marginal probability density functions to
analyze the robustness of the Sobol' indices. The method is illustrated through
synthetic examples and a model for contaminant transport.

23
The categories of this paper are: solv-int
5
The categories of this paper are: gr-qc
31
The categories of this paper are: ao-sci
26
The categories of this paper are: bayes-an
30
The categories of this paper are: q-alg
1
The categories of this paper are: cs
2
The categories of this paper are: math
27
The categories of this paper are: comp-gas
19
The categories of this paper are: eess
29
The categories of this paper are: funct-an
10
The categories of this paper are: q-bio
21
The categories of this paper are: adap-org
20
The categories of this paper are: acc-phys
24
The categories of this paper are: dg-ga
15
The categories of this paper are: nucl-ex
18
The categories of this paper are: econ