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Quantile based global sensitivity measures

delete2019-05-01
delete22
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OA
AI
S
Sergei Kucherenko *
S
Shufang Song
L
Lu Wang
DOI:10.1016/j.ress.2018.12.001delete
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Abstract

Abstract

En 中文
New global sensitivity measures based on quantiles of the output are introduced. Such measures can be used for global sensitivity analysis of problems in which alpha th quantiles are explicitly the functions of interest and for identification of variables which are the most important in achieving extreme values of the model output. It is proven that there is a link between introduced measures and Sobol' main effect sensitivity indices. Two different Monte Carlo estimators are considered. It is shown that the double loop reordering approach is much more efficient than the brute force estimator. Several test cases and practical case studies related to structural safety are used to illustrate the developed method. Results of numerical calculations show the efficiency of the presented technique.
Keywords:
Quantile based global sensitivity measure
Sobol' sensitivity indices
Global sensitivity analysis
Structural safety
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Journal

R
Reliability Engineering and System Safety
IF:
11
Papers:
9.0K
Citations:
4.2W

Organization

N
Northwestern Polytechnical University
Scholars:
4.6W
Papers: 3.7W
Citations: 5.3W
I
Imperial College London
Scholars:
8.3W
Papers: 7.3W
Citations: 11.1W
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