A fast computational method for moment-independent uncertainty importance measure

DOI10.1016/J.CPC.2013.08.006MaRDI QIDQ313836zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

fast computational methodmoment independenceuncertainty importance analysis

Mathematics Subject Classification ID

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

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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

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