Borgonovo moment independent global sensitivity analysis by Gaussian radial basis function meta-model

DOI10.1016/j.apm.2017.09.048zbMath1480.60058OpenAlexW2763806215MaRDI QIDQ2295081

Leigang Zhang, Xian Jiang, Wanying Yun, Zhen-Zhou Lü

Publication date: 12 February 2020

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

Full work available at URL: https://doi.org/10.1016/j.apm.2017.09.048

zbMATH Keywords

Edgeworth expansionanalytical expressionsGaussian radial basis functionindependent of dimensionalityPDF-based moment independent index

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Reliability, availability, maintenance, inspection in operations research (90B25) Nonparametric inference (62G99)

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A probabilistic procedure for quantifying the relative importance of model inputs characterized by second-order probability models ⋮ Measuring regional effects of model inputs with random Forest ⋮ A new sequential space-filling sampling strategy for elementary effects-based screening method ⋮ An efficient method combining active learning kriging and Monte Carlo simulation for profust failure probability ⋮ A new dependence measure for importance analysis: application to an environmental model ⋮ A mixed formulation of B-spline and a new class of spherical Hankel shape functions for modeling elastostatic problems

Uses Software

• TOMS659

Cites Work

• Moment-independent importance measure of basic random variable and its probability density evolution solution
• An application of the kriging method in global sensitivity analysis with parameter uncertainty
• Simulation-based optimization using computational intelligence
• Global sensitivity measures from given data
• Algorithm 659
• Approximate analysis of non-linear stochastic systems
• Uniformly distributed sequences with an additional uniform property
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates

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