A common rationale for global sensitivity analysis

E. Borgonovo, G. B. Hazen, E. Plischke

Research output: Contribution to conferencePaperpeer-review

3 Scopus citations

Abstract

We show that variance-based, density-based, expected-value of information based sensitivity measures rest on the same rationale, namely, information updating. We prove general results concerning their properties. We then show that they can all be estimated by the same design. The design is suitable in the presence of correlated inputs and makes the estimation cost independent of the number of model inputs and depending solely on the sample size. Results of numerical experiments are proposed.

Original languageEnglish (US)
Pages3255-3260
Number of pages6
StatePublished - Jan 1 2014
EventEuropean Safety and Reliability Conference, ESREL 2013 - Amsterdam, Netherlands
Duration: Sep 29 2013Oct 2 2013

Other

OtherEuropean Safety and Reliability Conference, ESREL 2013
Country/TerritoryNetherlands
CityAmsterdam
Period9/29/1310/2/13

ASJC Scopus subject areas

  • Safety, Risk, Reliability and Quality

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