Simultaneous estimation of complementary moment independent and reliability-oriented sensitivity measures
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Publication:1998421
DOI10.1016/J.MATCOM.2020.11.024OpenAlexW3108897464MaRDI QIDQ1998421FDOQ1998421
Pierre Derennes, Florian Simatos, Jérôme Morio
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
sensitivity analysisreliabilityrisk analysismoment independent importance measurereliability-oriented sensitivity measures
Cites Work
- Title not available (Why is that?)
- Sequential Monte Carlo Samplers
- Information Theory and Statistical Mechanics
- Sequential Monte Carlo for rare event estimation
- 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
- Global sensitivity measures from given data
- Sensitivity analysis: a review of recent advances
- Global sensitivity analysis with dependence measures
- Efficient sampling methods for global reliability sensitivity analysis
- Estimation of high-order moment-independent importance measures for Shapley value analysis
- Efficient evaluation of reliability-oriented sensitivity indices
- Density modification-based reliability sensitivity analysis
Cited In (1)
Uses Software
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