A functional-output orthogonal additive Gaussian process provides data-driven orthogonal effect decomposition and analytical local and global sensitivity indices for black-box computer experiments.
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Effect Decomposition of Functional-Output Computer Experiments via Orthogonal Additive Gaussian Processes
A functional-output orthogonal additive Gaussian process provides data-driven orthogonal effect decomposition and analytical local and global sensitivity indices for black-box computer experiments.