Importance measures in global sensitivity analysis of nonlinear models

Reliability Engineering & System Safety - Tập 52 Số 1 - Trang 1-17 - 1996
Tetsuya Homma1, Andrea Saltelli2
1Japan Atomic Energy Research Institute, Tokai Research Establishment, Tokai-mura, Ibaraki 319-11, Japan
2Environment Institute, Joint Research Centre, European Commission, Ispra I-21020, Italy

Tóm tắt

Từ khóa


Tài liệu tham khảo

Helton, 1989, Uncertainty and sensitivity analysis of a dry containment test problem for the MAEROS aerosol model, Nucl. Sci. & Engng, 102, 22, 10.13182/NSE89-A23629

Helton, 1992, An exploratory sensitivity study with the MACCS reactor accident consequence model, Reliab. Engng System Safety, 36, 137, 10.1016/0951-8320(92)90095-3

Helton, 1993, Uncertainty and sensitivity analysis results obtained in a preliminary performance assessment for the waste isolation pilot plant, Nucl. Sci. & Engng, 114, 286, 10.13182/NSE93-A24041

Rabitz, 1989, System analysis at molecular scale, Sci., 246, 221, 10.1126/science.246.4927.221

Helton, 1993, Uncertainty and sensitivity analysis techniques for use in performance assessment for radioactive waste disposal, Reliab. Engng System Safety, 42, 327, 10.1016/0951-8320(93)90097-I

Welch, 1992, Screening, predicting, and computer experiments, Technometrics, 34, 15, 10.2307/1269548

Andres, 1993, Using iterated fractional factorial design to screen parameters in sensitivity analysis of a probabilistic risk assessment model, 328

Saltelli, 1995, Sensitivity analysis of model output; performance of the iterated fractional factorial design (IFFD) method, Computational Stat. & Data Anal., 20, 387, 10.1016/0167-9473(95)92843-M

Cawlfield, 1993, Probabilistic sensitivity analysis for one-dimensional reactive transport in porous media, Water Resources Res., 29, 661, 10.1029/92WR01948

Koda, 1992, Sensitivity analysis of stochastic dynamical systems, Int. J. System Sci., 23, 2187, 10.1080/00207729208949448

Iman, 1988, An investigation of uncertainty and sensitivity analysis techniques for computer models, Risk Anal., 8, 71, 10.1111/j.1539-6924.1988.tb01155.x

Saltelli, 1992, Sensitivity analysis for model output; performance of black box techniques on three international benchmark exercises, Computational Stat. & Data Anal., 13, 73, 10.1016/0167-9473(92)90155-9

Saltelli, 1993, Sensitivity analysis of model output; an investigation of new techniques, Computational Stat. & Data Anal., 15, 211, 10.1016/0167-9473(93)90193-W

Hora, 1986, A comparison of Maximum/Bounding and Bayesian/Monte Carlo for fault tree uncertainty analysis

Iman, 1990, A robust measure of uncertainty importance for use in fault tree system analysis, Risk Anal., 10, 401, 10.1111/j.1539-6924.1990.tb00523.x

McKay, 1994, A procedure for assessing uncertainty in models

Ishigami, 1989, An importance quantification technique in uncertainty analysis

Ishigami, 1990, An importance quantification technique in uncertainty analysis for computer models, 398

Homma, 1995, Use of Sobol's quasirandom sequence generator for integration of modified uncertainty importance measure, J. Nucl. Sci. Tech., 32, 1164, 10.3327/jnst.32.1164

Sobol', 1993, Sensitivity estimates for nonlinear mathematical models, Math. Modeling & Computational Experiment, 1, 407

Cukier, 1973, Study of the sensitivity of coupled reaction systems to uncertainties in rate coefficients I: Theory, J. Chemical Physics, 59, 3873, 10.1063/1.1680571

Schaibly, 1973, Study of the sensitivity of coupled reaction systems to uncertainties in rate coefficients II: Applications, J. Chemical Physics, 59, 3879, 10.1063/1.1680572

Cukier, 1978, Nonlinear sensitivity analysis of multiparameter model systems, J. Computational Physics, 26, 1, 10.1016/0021-9991(78)90097-9

Sacks, 1989, Design and analysis of computer experiments, Stat. Sci., 4, 409, 10.1214/ss/1177012413

Liepman, 1985, Development and global sensitivity analysis of a closed ecosystem model, Ecological Modelling, 30, 13, 10.1016/0304-3800(85)90035-3

Sobol', 1976, On the distribution of points in a cube and the approximate evaluation of integrals, USSR Computational Math. & Math. Physics, 7, 86, 10.1016/0041-5553(67)90144-9

Sobol', 1976, Uniformly distributed sequences with an additional uniform property, USSR Computational Math. & Math. Physics, 16, 236, 10.1016/0041-5553(76)90154-3

Sobol', 1990, Quasi-Monte-Carlo methods, Progress in Nucl. Energy, 24, 55, 10.1016/0149-1970(90)90022-W

Morris, 1991, Factorial sampling plans for preliminary computational experiments, Technometrics, 33, 161, 10.2307/1269043

McKay, 1979, A comparison of three methods for selecting values of input variables in the analysis of output from a computer code, Technometrics, 21, 239, 10.2307/1268522

Davis, 1984

Bratley, 1988, Algorithm 659, implementing Sobol's quasirandom sequence generator, ACM Trans. Math. Software, 14, 88, 10.1145/42288.214372

Sobol', 1991

Box, 1978

Cotter, 1979, A screening design for factorial experiments with interactions, Biometrika, 66, 317, 10.1093/biomet/66.2.317

Iman, 1985, A FORTRAN 77 program and user's guide for the calculation of partial correlation and standardized regression coefficients

Gear, 1971

Saltelli, 1995, Uncertainty and sensitivity analyses of dimethylsulphide (DMS) oxidation kinetics, J. Atmospheric Chem., 21, 187, 10.1007/BF00696755

1989

Robinson, 1987, Exact solutions for radionuclide transport in the presence of parameter uncertainty, Radioactive waste management and the nuclear fuel cycle, 8, 283