Importance measures for imprecise probability distributions and their sparse grid solutions

Pan Wang, Zhenzhou Lu, Lei Cheng

Research output: Contribution to journalArticlepeer-review

5 Scopus citations

Abstract

For the imprecise probability distribution of structural system, the variance based importance measures (IMs) of the inputs are investigated, and three IMs are defined on the conditions of random distribution parameters, interval distribution parameters and the mixture of those two types of distribution parameters. The defined IMs can reflect the influence of the inputs on the output of the structural system with imprecise distribution parameters, respectively. Due to the large computational cost of the variance based IMs, sparse grid method is employed in this work to compute the variance based IMs at each reference point of distribution parameters. For the three imprecise distribution parameter cases, the sparse grid method and the combination of sparse grid method with genetic algorithm are used to compute the defined IMs. Numerical and engineering examples are employed to demonstrate the rationality of the defined IMs and the efficiency of the applied methods.

Original languageEnglish
Pages (from-to)1733-1739
Number of pages7
JournalScience China Technological Sciences
Volume56
Issue number7
DOIs
StatePublished - Jul 2013

Keywords

  • genetic algorithm
  • importance measure
  • imprecise probability distribution
  • sparse grid method

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