An efficient method for estimating global sensitivity indices

Wanying Yun; Zhenzhou Lu; Xian Jiang; Shiyu Liu

doi:10.1002/nme.5249

An efficient method for estimating global sensitivity indices

Wanying Yun
, Zhenzhou Lu
, Xian Jiang
, Shiyu Liu

航空学院

Chinese Flight Test Establishment
Northwestern Polytechnical University Xian

科研成果: 期刊稿件 › 文章 › 同行评审

16 引用（Scopus）

摘要

An efficient method is proposed to estimate the first-order global sensitivity indices based on failure probability and variance by using maximum entropy theory and Nataf transformation. The computational cost of this proposed method is quite small, and the proposed method can efficiently overcome the ‘dimensional curse’ due to dimensional reduction technique. Ideas for the estimation of higher-order sensitivity indices are discussed.

源语言	英语
页（从-至）	1275-1289
页数	15
期刊	International Journal for Numerical Methods in Engineering
卷	108
期	11
DOI	https://doi.org/10.1002/nme.5249
出版状态	已出版 - 14 12月 2016

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10.1002/nme.5249

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引用此

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abstract = "An efficient method is proposed to estimate the first-order global sensitivity indices based on failure probability and variance by using maximum entropy theory and Nataf transformation. The computational cost of this proposed method is quite small, and the proposed method can efficiently overcome the {\textquoteleft}dimensional curse{\textquoteright} due to dimensional reduction technique. Ideas for the estimation of higher-order sensitivity indices are discussed.",

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AU - Yun, Wanying

AU - Lu, Zhenzhou

AU - Jiang, Xian

AU - Liu, Shiyu

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N2 - An efficient method is proposed to estimate the first-order global sensitivity indices based on failure probability and variance by using maximum entropy theory and Nataf transformation. The computational cost of this proposed method is quite small, and the proposed method can efficiently overcome the ‘dimensional curse’ due to dimensional reduction technique. Ideas for the estimation of higher-order sensitivity indices are discussed.

AB - An efficient method is proposed to estimate the first-order global sensitivity indices based on failure probability and variance by using maximum entropy theory and Nataf transformation. The computational cost of this proposed method is quite small, and the proposed method can efficiently overcome the ‘dimensional curse’ due to dimensional reduction technique. Ideas for the estimation of higher-order sensitivity indices are discussed.

KW - failure probability-based sensitivity index

KW - maximum entropy theory

KW - Nataf transformation

KW - variance-based sensitivity index

UR - https://www.scopus.com/pages/publications/84971276147

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DO - 10.1002/nme.5249

M3 - 文章

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An efficient method for estimating global sensitivity indices

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