Global activity scores are a finite-difference-based global sensitivity measure shown to connect to Sobol' indices and to identify influential variables more stably than derivative-based or activity-score alternatives when additive noise or high variability is present.
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Global Activity Scores
Global activity scores are a finite-difference-based global sensitivity measure shown to connect to Sobol' indices and to identify influential variables more stably than derivative-based or activity-score alternatives when additive noise or high variability is present.