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ANOVA kernels and RKHS of zero mean functions for model-based sensitivity analysis

✍ Scribed by Durrande, N.; Ginsbourger, D.; Roustant, O.; Carraro, L.

Book ID
122968631
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
378 KB
Volume
115
Category
Article
ISSN
0047-259X

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## Abstract Probabilistic sensitivity analysis (PSA) is required to account for uncertainty in cost‐effectiveness calculations arising from health economic models. The simplest way to perform PSA in practice is by Monte Carlo methods, which involves running the model many times using randomly sampl