Density modification-based reliability sensitivity analysis

DOI10.1080/00949655.2013.873039zbMath1457.62022arXiv1210.1074OpenAlexW1966372978MaRDI QIDQ5220784

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Publication date: 27 March 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.1074

zbMATH Keywords

uncertaintysensitivity analysisKullback-Leiblercomputer experimentstructural reliability

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Monte Carlo methods (65C05)

Related Items (6)

Sensitivity indices for independent groups of variables ⋮ Simultaneous estimation of complementary moment independent and reliability-oriented sensitivity measures ⋮ On the consistency of Sobol indices with respect to stochastic ordering of model parameters ⋮ Efficient evaluation of reliability-oriented sensitivity indices ⋮ Robustness of the Sobol' Indices to Marginal Distribution Uncertainty ⋮ Global Sensitivity Analysis and Wasserstein Spaces

Cites Work

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• Sequential design of computer experiments for the estimation of a probability of failure
• I-divergence geometry of probability distributions and minimization problems
• Estimates and confidence intervals for importance sampling sensitivity analysis
• Analysis of variance on function spaces
• Monte Carlo Estimation under Different Distributions Using the Same Simulation
• Asymptotic Statistics
• Sensitivity Analysis in Practice
• A review on global sensitivity analysis methods

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