Uncertainty Quantification Test Problems
The following are test functions and datasets found in the literature on uncertainty analysis/quantification of computer experiments. They are also often used for sensitivity analysis. Each page contains information about the corresponding function or dataset, as well as MATLAB and R implementations.
- Borehole Function
- Cantilever Beam Functions
- MARTHE Dataset
- Short Column Function
- Steel Column Function
- Sulfur Model Function
- Eldred et al. (2007) Lognormal Ratio Function
- Ishigami Function
- Oakley & O'Hagan (2002) 1-D Function
- Oakley & O'Hagan (2002) 2-D Function
- Oakley & O'Hagan (2004) Function
- Webster et al. (1996) Function
For questions or comments, please email Derek Bingham at: firstname.lastname@example.org.