A fast computational method for moment-independent uncertainty importance measure

DOI10.1016/J.CPC.2013.08.006zbMATH Open1344.65008OpenAlexW2088317792MaRDI QIDQ313836FDOQ313836

Authors: Xiaopeng Luo, Xin Xu, Zhenzhou Lü 

Publication date: 12 September 2016

Published in: Computer Physics Communications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cpc.2013.08.006

Recommendations

• A kernel estimate method for characteristic function-based uncertainty importance measure
• Moment independent uncertainty importance measure for stochastic systems based on Gaussian process
• Estimation of high-order moment-independent importance measures for Shapley value analysis
• Importance measures of basic random variables and their probability density evolution solutions
• Generalized moment-independent importance measures based on Minkowski distance

zbMATH Keywords

fast computational methodmoment independenceuncertainty importance analysis

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods (including Monte Carlo methods) (91G60)

Cites Work

• Kernel density estimation via diffusion
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the distribution of points in a cube and the approximate evaluation of integrals
• On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
• Numerical recipes. The art of scientific computing.
• Title not available (Why is that?)
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
• Title not available (Why is that?)
• The Monte Carlo Method
• Sensitivity Analysis in Practice
• Efficient input-output model representations
• Title not available (Why is that?)
• General foundations of high-dimensional model representations
• Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index
• Title not available (Why is that?)
• On the problem of best convergence rates of density estimates
• Global sensitivity measures from given data
• Title not available (Why is that?)
• Applications of Number Theory to Numerical Analysis
• Title not available (Why is that?)
• On the Best Obtainable Asymptotic Rates of Convergence in Estimation of a Density Function at a Point
• Title not available (Why is that?)

Cited In (7)

• Estimation of high-order moment-independent importance measures for Shapley value analysis
• Global sensitivity analysis of fuzzy distribution parameter on failure probability and its single-loop estimation
• Generalized moment-independent importance measures based on Minkowski distance
• Moment independent uncertainty importance measure for stochastic systems based on Gaussian process
• Importance measure analysis with epistemic uncertainty and its moving least squares solution
• A kernel estimate method for characteristic function-based uncertainty importance measure
• Sensitivity analysis: a review of recent advances

This page was built for publication: A fast computational method for moment-independent uncertainty importance measure

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q313836)