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Monte Carlo simulation for moment-independent sensitivity analysis
14 references·16 citing·33 second hop
Monte Carlo simulation for moment-independent sensitivity analysis (2012)Monte Carlo simulation for moment-indepen…Efficient sampling methods for global reliability sensitivity analysis (2012)Efficient sampling methods fo…Model emulation and moment-independent sensitivity analysis: An application to environmental modelling (2011)Model emulation and moment-in…Moment Independent Importance Measures: New Results and Analytical Test Cases (2010)Moment Independent Importance…Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index (2009)Variance based sensitivity an…Derivative based global sensitivity measures and their link with global sensitivity indices (2009)Derivative based global sensi…A new computational method of a moment-independent uncertainty importance measure (2008)A new computational method of…State Dependent Parameter metamodelling and sensitivity analysis (2007)State Dependent Parameter met…A new uncertainty importance measure (2006)A new uncertainty importance …Random balance designs for the estimation of first order global sensitivity indices (2005)Random balance designs for th…Sensitivity Analysis for Importance Assessment (2002)Sensitivity Analysis for Impo…Making best use of model evaluations to compute sensitivity indices (2002)Making best use of model eval…An uncertainty importance measure using a distance metric for the change in a cumulative distribution function (2000)An uncertainty importance mea…Importance measures in global sensitivity analysis of nonlinear models (1996)Importance measures in global…Study of the sensitivity of coupled reaction systems to uncertainties in rate coefficients. I Theory (1973)Study of the sensitivity of c…An improved approximate integral method for nonlinear reliability analysis (2024)An improved approximate integ…Probability-based unified sensitivity analysis for multi-objective performances of composite laminates: A surrogate-assisted approach (2022)Probability-based unified sen…A combined radial basis function and adaptive sequential sampling method for structural reliability analysis (2020)A combined radial basis funct…The Bhattacharyya distance: Enriching the P-box in stochastic sensitivity analysis (2019)The Bhattacharyya distance: E…A hybrid stochastic sensitivity analysis for low-frequency vibration and low-velocity impact of functionally graded plates (2019)A hybrid stochastic sensitivi…An efficient method for moment-independent global sensitivity analysis by dimensional reduction technique and principle of maximum entropy (2018)An efficient method for momen…Borgonovo moment independent global sensitivity analysis by Gaussian radial basis function meta-model (2017)Borgonovo moment independent …The $f$-Sensitivity Index (2016)The $f$-Sensitivity IndexMoment Independent Sensitivity Analysis: H-PCFE–Based Approach (2016)Moment Independent Sensitivit…Sample-based evaluation of global probabilistic sensitivity measures (2014)Sample-based evaluation of gl…Polynomial chaos expansions for uncertainty propagation and moment independent sensitivity analysis of seawater intrusion simulations (2014)Polynomial chaos expansions f…Generalized moment-independent importance measures based on Minkowski distance (2014)Generalized moment-independen…Extended Monte Carlo Simulation for Parametric Global Sensitivity Analysis and Optimization (2014)Extended Monte Carlo Simulati…A new method for evaluating Borgonovo moment-independent importance measure with its application in an aircraft structure (2014)A new method for evaluating B…Moment‐Independent Sensitivity Analysis Using Copula (2013)Moment‐Independent Sensitivit…Moment-independent regional sensitivity analysis: Application to an environmental model (2013)Moment-independent regional s…Factorial Sampling Plans for Preliminary Computational Experiments (1991)A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (2000)Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates (2001)A simple and efficient method for global sensitivity analysis based on cumulative distribution functions (2015)Variable importance analysis: A comprehensive review (2015)The Future of Sensitivity Analysis: An essential discipline for systems modeling and policy support (2020)Statistics for Experimenters (1979)Verification, Validation, and Confirmation of Numerical Models in the Earth Sciences (1994)A Quantitative Model-Independent Method for Global Sensitivity Analysis of Model Output (1999)“Opening Up” and “Closing Down” (2007)Why so many published sensitivity analyses are false: A systematic review of sensitivity analysis practices (2019)Design and Analysis of Computer Experiments (1989)GUI–HDMR – A software tool for global sensitivity analysis of complex models (2008)Ratings and Rankings: Voodoo or Science? 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The need for comprehensive characterization of “global” sensitivity in E arth and E nvironmental systems models (2015)A Robust Measure of Uncertainty Importance for Use in Fault Tree System Analysis (1990)An importance quantification technique in uncertainty analysis for computer models (2002)Moment-independent importance measure of basic random variable and its probability density evolution solution (2010)Handbook on Constructing Composite Indicators (2005)An effective screening design for sensitivity analysis of large models (2007)Sensitivity analysis of environmental models: A systematic review with practical workflow (2016)Global sensitivity analysis using polynomial chaos expansions (2007)Calculations of Sobol indices for the Gaussian process metamodel (2008)Sensitivity analysis of spatial models (2008)How to avoid a perfunctory sensitivity analysis (2010)SALib: An open-source Python library for Sensitivity Analysis (2017)Identification and Review of Sensitivity Analysis Methods (2002)Probabilistic Sensitivity Analysis of Complex Models: A Bayesian Approach (2004)Model-based design of experiments for parameter precision: State of the art (2007)
this work references cited by second hop

References

  • 2009Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index3,567 cited
  • 2002Making best use of model evaluations to compute sensitivity indices2,225 cited
  • 1996Importance measures in global sensitivity analysis of nonlinear models2,014 cited
  • 2002Sensitivity Analysis for Importance Assessment1,303 cited
  • 1973Study of the sensitivity of coupled reaction systems to uncertainties in rate coefficients. I Theory1,041 cited
  • 2006A new uncertainty importance measure1,030 cited
  • 2009Derivative based global sensitivity measures and their link with global sensitivity indices446 cited
  • 2005Random balance designs for the estimation of first order global sensitivity indices319 cited
  • 2007State Dependent Parameter metamodelling and sensitivity analysis217 cited
  • 2000An uncertainty importance measure using a distance metric for the change in a cumulative distribution function195 cited
  • 2010Moment Independent Importance Measures: New Results and Analytical Test Cases176 cited
  • 2011Model emulation and moment-independent sensitivity analysis: An application to environmental modelling159 cited
  • 2012Efficient sampling methods for global reliability sensitivity analysis157 cited
  • 2008A new computational method of a moment-independent uncertainty importance measure

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137 cited

Cited by

  • 2014Polynomial chaos expansions for uncertainty propagation and moment independent sensitivity analysis of seawater intrusion simulations115 cited
  • 2020A combined radial basis function and adaptive sequential sampling method for structural reliability analysis79 cited
  • 2018An efficient method for moment-independent global sensitivity analysis by dimensional reduction technique and principle of maximum entropy76 cited
  • 2014Extended Monte Carlo Simulation for Parametric Global Sensitivity Analysis and Optimization68 cited
  • 2014A new method for evaluating Borgonovo moment-independent importance measure with its application in an aircraft structure49 cited
  • 2017Borgonovo moment independent global sensitivity analysis by Gaussian radial basis function meta-model47 cited
  • 2019A hybrid stochastic sensitivity analysis for low-frequency vibration and low-velocity impact of functionally graded plates47 cited
  • 2019The Bhattacharyya distance: Enriching the P-box in stochastic sensitivity analysis46 cited
  • 2013Moment‐Independent Sensitivity Analysis Using Copula42 cited
  • 2014Generalized moment-independent importance measures based on Minkowski distance38 cited
  • 2014Sample-based evaluation of global probabilistic sensitivity measures38 cited
  • 2016The $f$-Sensitivity Index33 cited
  • 2016Moment Independent Sensitivity Analysis: H-PCFE–Based Approach31 cited
  • 2013Moment-independent regional sensitivity analysis: Application to an environmental model31 cited
  • 2024An improved approximate integral method for nonlinear reliability analysis26 cited
  • 2022Probability-based unified sensitivity analysis for multi-objective performances of composite laminates: A surrogate-assisted approach26 cited