An application of the kriging method in global sensitivity analysis with parameter uncertainty

DOI10.1016/j.apm.2013.01.019zbMath1463.62384OpenAlexW2060933315MaRDI QIDQ1788766

Zhangchun Tang, Pan Wang, Zhen-Zhou Lü

Publication date: 8 October 2018

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2013.01.019

zbMATH Keywords

failure probabilitySobol's methodkriging methodepistemic and aleatory uncertaintiesvariance based sensitivity measure

Mathematics Subject Classification ID

Missing data (62D10) Statistical aspects of big data and data science (62R07) Mathematical modeling or simulation for problems pertaining to systems and control theory (93-10)

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Uses Software

• DACE
• AK-MCS

Cites Work

• Unnamed Item
• Efficient sampling methods for global reliability sensitivity analysis
• Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index
• Structural optimization using kriging approximation
• Making best use of model evaluations to compute sensitivity indices
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates

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