Simultaneous estimation of complementary moment independent and reliability-oriented sensitivity measures

DOI10.1016/J.MATCOM.2020.11.024MaRDI QIDQ1998421OpenAlexFDO

Authors Pierre Derennes, Jérôme Morio, Florian Simatos

Publication date 6 March 2021

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1911.02488

zbMATH Keywords

sensitivity analysisreliabilityrisk analysismoment independent importance measurereliability-oriented sensitivity measures

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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Cites work

• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
• Density modification-based reliability sensitivity analysis
• Efficient evaluation of reliability-oriented sensitivity indices
• Efficient sampling methods for global reliability sensitivity analysis
• Estimation of high-order moment-independent importance measures for Shapley value analysis
• Global sensitivity analysis with dependence measures
• Global sensitivity measures from given data
• Information Theory and Statistical Mechanics
• Moment-independent importance measure of basic random variable and its probability density evolution solution
• Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets
• Sensitivity analysis: a review of recent advances
• Sequential Monte Carlo Samplers
• Sequential Monte Carlo for rare event estimation

Cited in

(1)

• Simultaneous estimation of complementary moment independent sensitivity measures for reliability analysis

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