Survey of sampling-based methods for uncertainty and sensitivity analysis
Survey of sampling-based methods for uncertainty and sensitivity analysis
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DOI：
10.1016/j.ress.2005.11.017
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发表时间：
2006-10-01
影响因子：
8.1
通讯作者：
Storlie, C. B.
中科院分区：
文献类型：
--
作者：
Helton, J. C.;Johnson, J. D.;Storlie, C. B.
回顾了基于抽样的不确定性和敏感性分析方法。考虑以下主题：（i）概率分布的定义，以表征分析输入中的认知不确定性，（ii）从不确定的分析输入生成样本，（iii）通过分析传播采样输入，（iv）不确定性分析结果的呈现，以及（v）敏感性分析结果的确定。特别关注敏感性分析结果的确定，对以下程序/技术进行了简要说明和说明：散点图检查、相关分析、回归分析、偏相关分析、等级变换、基于网格的模式统计检验、基于网格的模式熵检验、非参数回归分析、平方秩差/秩相关系数检验、二维柯尔莫哥洛夫-斯米尔诺夫检验、基于距离测量的模式检验、自上而下的系数一致性和方差分解。 (c) 2005 Elsevier Ltd. 保留所有权利。
Sampling-based methods for uncertainty and sensitivity analysis are reviewed. The following topics are considered: (i) definition of probability distributions to characterize epistemic uncertainty in analysis inputs, (ii) generation of samples from uncertain analysis inputs, (iii) propagation of sampled inputs through an analysis, (iv) presentation of uncertainty analysis results, and (v) determination of sensitivity analysis results. Special attention is given to the determination of sensitivity analysis results, with brief descriptions and illustrations given for the following procedures/techniques: examination of scatterplots, correlation analysis, regression analysis, partial correlation analysis, rank transformations, statistical tests for patterns based on gridding, entropy tests for patterns based on gridding, nonparametric regression analysis, squared rank differences/rank correlation coefficient test, two-dimensional Kolmogorov-Smirnov test, tests for patterns based on distance measures, top down coefficient of concordance, and variance decomposition. (c) 2005 Elsevier Ltd. All rights reserved.