Computer Experiments: Sensitivity Analysis and Interactions

My doctoral research focused on different issues connected to interaction quantification in Computer Experiments. In particular, I provided new results on two main related topics: (i) the nature and (ii) the estimation of interactions. Concerning the first aspect, in the Thesis it is shown that interactions can have infinitesimal, local and global effect, and that they can be synergistic and antagonistic. Accordingly, different methods should be used for specific interaction locations and types. I have shown how it is possible to connect insights delivered by different methods. I have also provided a new approach to interaction quantification based on game theory