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Simultaneous estimation of complementary moment independent and reliability-oriented sensitivity measures
16 references·0 citing·36 second hop
Simultaneous estimation of complementary moment independent and reliability-oriented sensitivity measures (2020)Simultaneous estimation of complementary …Assessing small failure probabilities by AK–SS: An active learning method combining Kriging and Subset Simulation (2016)Assessing small failure proba…Variable importance analysis: A comprehensive review (2015)Variable importance analysis:…Uncertainty Management in Simulation-Optimization of Complex Systems (2015)Uncertainty Management in Sim…Sensitivity analysis: A review of recent advances (2015)Sensitivity analysis: A revie…A Review on Global Sensitivity Analysis Methods (2015)A Review on Global Sensitivit…Global sensitivity analysis with dependence measures (2014)Global sensitivity analysis w…Structural reliability analysis based on the concepts of entropy, fractional moment and dimensional reduction method (2013)Structural reliability analys…Global sensitivity measures from given data (2012)Global sensitivity measures f…Efficient sampling methods for global reliability sensitivity analysis (2012)Efficient sampling methods fo…A combined Importance Sampling and Kriging reliability method for small failure probabilities with time-demanding numerical models (2012)A combined Importance Samplin…AK-MCS: An active learning reliability method combining Kriging and Monte Carlo Simulation (2011)AK-MCS: An active learning re…Moment-independent importance measure of basic random variable and its probability density evolution solution (2010)Moment-independent importance…A new uncertainty importance measure (2006)A new uncertainty importance …Introduction to Rare Event Simulation (2004)Introduction to Rare Event Si…Estimation of small failure probabilities in high dimensions by subset simulation (2001)Estimation of small failure p…Entropy optimization principles with applications (1993)Entropy optimization principl…Design and Analysis of Computer Experiments (1989)A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (2000)Global Sensitivity Analysis. The Primer (2007)Random forests for global sensitivity analysis: A selective review (2020)The Future of Sensitivity Analysis: An essential discipline for systems modeling and policy support (2020)A Survey on High-dimensional Gaussian Process Modeling with Application to Bayesian Optimization (2022)Factorial Sampling Plans for Preliminary Computational Experiments (1991)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)Simulation and the Monte Carlo Method (1981)The stochastic finite element method: Past, present and future (2008)The generalization of Latin hypercube sampling (2015)Simulation and the Monte Carlo Method (2016)Stochastic Finite Elements: A Spectral Approach (1991)Structural Reliability Methods (1996)Kriging metamodeling in simulation: A review (2007)Metamodel-based importance sampling for structural reliability analysis (2013)LIF: A new Kriging based learning function and its application to structural reliability analysis (2016)Structural reliability under combined random load sequences (1978)A new learning function for Kriging and its applications to solve reliability problems in engineering (2015)Statistical principles in experimental design. (1962)Regression and Kriging metamodels with their experimental designs in simulation: A review (2016)Surrogate-assisted global sensitivity analysis: an overview (2020)Risk, Ambiguity, and the Savage Axioms (1961)The Price of Robustness (2004)Risk assessment and risk management: Review of recent advances on their foundation (2015)Sensitivity analysis of environmental models: A systematic review with practical workflow (2016)Proceedings of the 2002 Winter Simulation Conference (2002)Rare Event Simulation using Monte Carlo Methods (2009)The future of risk assessment (2018)A Common Rationale for Global Sensitivity Measures and Their Estimation (2016)Distribution-based sensitivity analysis from a generic input-output sample (2018)Toward SALib 2.0: Advancing the accessibility and interpretability of global sensitivity analyses (2022)A nonparametric model of random uncertainties for reduced matrix models in structural dynamics (2000)Random matrix theory for modeling uncertainties in computational mechanics (2004)Non-Gaussian positive-definite matrix-valued random fields for elliptic stochastic partial differential operators (2005)
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References

  • 2001Estimation of small failure probabilities in high dimensions by subset simulation2,419 cited
  • 2011AK-MCS: An active learning reliability method combining Kriging and Monte Carlo Simulation2,048 cited
  • 2015Sensitivity analysis: A review of recent advances1,172 cited
  • 2015A Review on Global Sensitivity Analysis Methods1,113 cited
  • 2006A new uncertainty importance measure1,030 cited
  • 2012A combined Importance Sampling and Kriging reliability method for small failure probabilities with time-demanding numerical models692 cited
  • 2015Variable importance analysis: A comprehensive review526 cited
  • 2004Introduction to Rare Event Simulation517 cited
  • 1993Entropy optimization principles with applications493 cited
  • 2012Global sensitivity measures from given data430 cited
  • 2016Assessing small failure probabilities by AK–SS: An active learning method combining Kriging and Subset Simulation412 cited
  • 2013Structural reliability analysis based on the concepts of entropy, fractional moment and dimensional reduction method309 cited
  • 2014Global sensitivity analysis with dependence measures195 cited
  • 2015Uncertainty Management in Simulation-Optimization of Complex Systems192 cited
  • 2012

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Efficient sampling methods for global reliability sensitivity analysis
157 cited
  • 2010Moment-independent importance measure of basic random variable and its probability density evolution solution152 cited
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