Afficher la notice abrégée

Decomposition of high-order statistics

hal.structure.identifierParallel tools for Numerical Algorithms and Resolution of essentially Hyperbolic problems [BACCHUS]
hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
dc.contributor.authorABGRALL, Remi
hal.structure.identifierParallel tools for Numerical Algorithms and Resolution of essentially Hyperbolic problems [BACCHUS]
dc.contributor.authorCONGEDO, Pietro Marco
hal.structure.identifierParallel tools for Numerical Algorithms and Resolution of essentially Hyperbolic problems [BACCHUS]
dc.contributor.authorGERACI, Gianluca
hal.structure.identifierDepartment of Mechanical Engineering [Stanford]
dc.contributor.authorIACCARINO, Gianluca
dc.date.accessioned2024-04-04T02:23:31Z
dc.date.available2024-04-04T02:23:31Z
dc.date.issued2012-12-20
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/189744
dc.description.abstractEnANOVA analysis is a very common numerical technique for computing a hierarchy of most important input parameters for a given output when variations are computed in terms of variance. This second central moment can not be retained as an universal criterion for ranking some variables, since a non-gaussian output could require higher order (more than second) statistics for a complete description and analysis. In this work, we illustrate how third and fourth-order statistic moments, \textit{i.e.} skewness and kurtosis, respectively, can be decomposed. It is shown that this decomposition is correlated to a polynomial chaos expansion, permitting to easily compute each term. Then, new sensitivity indices are proposed basing on the computation of the kurtosis. An analytical example is provided with the explicit computation of the variance and the skewness. Some test-cases are introduced showing the importance of ranking the kurtosis too.
dc.language.isoen
dc.title.enDecomposition of high-order statistics
dc.typeRapport
dc.subject.halPhysique [physics]/Physique [physics]/Dynamique des Fluides [physics.flu-dyn]
bordeaux.hal.laboratoriesInstitut de Mathématiques de Bordeaux (IMB) - UMR 5251*
bordeaux.institutionUniversité de Bordeaux
bordeaux.institutionBordeaux INP
bordeaux.institutionCNRS
bordeaux.type.institutionINRIA
bordeaux.type.reportrr
hal.identifierhal-00766853
hal.version1
hal.audienceNon spécifiée
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-00766853v1
bordeaux.COinSctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.date=2012-12-20&rft.au=ABGRALL,%20Remi&CONGEDO,%20Pietro%20Marco&GERACI,%20Gianluca&IACCARINO,%20Gianluca&rft.genre=unknown


Fichier(s) constituant ce document

FichiersTailleFormatVue

Il n'y a pas de fichiers associés à ce document.

Ce document figure dans la(les) collection(s) suivante(s)

Afficher la notice abrégée