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There is now a CONTENT FREEZE for Mercury while we switch to a new platform. It began on Friday, March 10 at 6pm and will end on Wednesday, March 15 at noon. No new content can be created during this time, but all material in the system as of the beginning of the freeze will be migrated to the new platform, including users and groups. Functionally the new site is identical to the old one. webteam@gatech.edu
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TITLE: New results in functional ANOVA and Sobol' indices
SPEAKER: Professor Art Owen, Stanford University
ABSTRACT:
Sobol' indices are used to measure the importance of variables, and subsets of variables, in black box models of deterministic functions. They have strong connections to both experimental design and quasi-Monte Carlo sampling. This talk will review the functional ANOVA, define Sobol' indices and present some recent developments for them: improved algorithms, generalizations to higher order moments, and connections to Shapley value.
