Quantile based global sensitivity measures
Quantile based global sensitivity measures
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DOI：
10.1016/j.ress.2018.12.001
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发表时间：
2019-05-01
影响因子：
8.1
通讯作者：
Wang, Lu
中科院分区：
文献类型：
--
作者：
Kucherenko, Sergei;Song, Shufang;Wang, Lu
引入了基于输出分位数的新的全局灵敏度度量。这种措施可用于全球敏感性分析的问题，其中α分位数是明确的功能的兴趣和识别的变量是最重要的，在实现极端值的模型输出。它被证明是有一个链接之间引入的措施和Sobol的主效应敏感性指数。两种不同的蒙特卡罗估计被认为是。结果表明，双环重新排序的方法是更有效的比蛮力估计。几个测试案例和实际案例研究有关的结构安全来说明所开发的方法。数值计算的结果表明，所提出的技术的有效性。
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.