Multivariate sensitivity analysis for dynamic models with both random and random process inputs

DOI10.1016/J.APM.2019.12.019MaRDI QIDQ821635zbMATH OpenOpenAlexFDO

Authors LuYi Li, Yushan Liu, Zhaoyin Shi, Pan Wang

Publication date 21 September 2021

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

Full work available at URL https://doi.org/10.1016/j.apm.2019.12.019

zbMATH Keywords

singular value decompositiondynamic modelunscented transformationmultivariate sensitivity analysisKarhunen-Loève expansion

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Diagnostics, and linear inference and regression (62J20)

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Cites work

• scientific article; zbMATH DE number 49702 (Why is no real title available?)
• scientific article; zbMATH DE number 758285 (Why is no real title available?)
• scientific article; zbMATH DE number 1425054 (Why is no real title available?)
• A new method for the nonlinear transformation of means and covariances in filters and estimators
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
• High dimensional integration of smooth functions over cubes
• Numerical integration using sparse grids
• Sensitivity analysis for multidimensional and functional outputs
• Some Relations Between Extended and Unscented Kalman Filters
• The elements of statistical learning. Data mining, inference, and prediction
• Time-dependent failure possibility analysis under consideration of fuzzy uncertainty

Cited in

(5)

• A sensitivity analysis method to evaluate the impacts of random and interval variables on the probability box
• A generalized sensitivity analysis method based on variance and covariance decomposition of summatory functions for multi-input multi-output systems
• Efficient global sensitivity analysis method for dynamic models in high dimensions
• On one method of investigation of sensitivity to random fields perturbations in dynamic-probabilistic modelling
• Sensitivity indices for multivariate outputs

Describes a project that uses

Uses Software

• Sparse Grid Interpolation
• ElemStatLearn

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