IDEAS home Printed from https://ideas.repec.org/a/eee/matcom/v128y2016icp42-54.html
   My bibliography  Save this article

Global sensitivity analysis using sparse high dimensional model representations generated by the group method of data handling

Author

Listed:
  • Lambert, Romain S.C.
  • Lemke, Frank
  • Kucherenko, Sergei S.
  • Song, Shufang
  • Shah, Nilay

Abstract

In this paper, the parameter selection capabilities of the group method of data handling (GMDH) as an inductive self-organizing modelling method are used to construct sparse random sampling high dimensional model representations (RS-HDMR), from which the Sobol’s first and second order global sensitivity indices can be derived. The proposed method is capable of dealing with high-dimensional problems without the prior use of a screening technique and can perform with a relatively limited number of function evaluations, even in the case of under-determined modelling problems. Four classical benchmark test functions are used for the evaluation of the proposed technique.

Suggested Citation

  • Lambert, Romain S.C. & Lemke, Frank & Kucherenko, Sergei S. & Song, Shufang & Shah, Nilay, 2016. "Global sensitivity analysis using sparse high dimensional model representations generated by the group method of data handling," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 128(C), pages 42-54.
    • Handle: RePEc:eee:matcom:v:128:y:2016:i:c:p:42-54
    DOI: 10.1016/j.matcom.2016.04.005
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378475416300349
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.matcom.2016.04.005?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Wei, Pengfei & Lu, Zhenzhou & Song, Jingwen, 2015. "Variable importance analysis: A comprehensive review," Reliability Engineering and System Safety, Elsevier, vol. 142(C), pages 399-432.
    2. Marrel, Amandine & Iooss, Bertrand & Laurent, Béatrice & Roustant, Olivier, 2009. "Calculations of Sobol indices for the Gaussian process metamodel," Reliability Engineering and System Safety, Elsevier, vol. 94(3), pages 742-751.
    3. Sudret, Bruno, 2008. "Global sensitivity analysis using polynomial chaos expansions," Reliability Engineering and System Safety, Elsevier, vol. 93(7), pages 964-979.
    4. Kucherenko, Sergei & Feil, Balazs & Shah, Nilay & Mauntz, Wolfgang, 2011. "The identification of model effective dimensions using global sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 96(4), pages 440-449.
    5. Blatman, Géraud & Sudret, Bruno, 2010. "Efficient computation of global sensitivity indices using sparse polynomial chaos expansions," Reliability Engineering and System Safety, Elsevier, vol. 95(11), pages 1216-1229.
    6. Borgonovo, Emanuele & Plischke, Elmar, 2016. "Sensitivity analysis: A review of recent advances," European Journal of Operational Research, Elsevier, vol. 248(3), pages 869-887.
    7. Jeremy E. Oakley & Anthony O'Hagan, 2004. "Probabilistic sensitivity analysis of complex models: a Bayesian approach," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(3), pages 751-769, August.
    8. Tissot, Jean-Yves & Prieur, Clémentine, 2012. "Bias correction for the estimation of sensitivity indices based on random balance designs," Reliability Engineering and System Safety, Elsevier, vol. 107(C), pages 205-213.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Baraka Mathew Nkurlu & Chuanbo Shen & Solomon Asante-Okyere & Alvin K. Mulashani & Jacqueline Chungu & Liang Wang, 2020. "Prediction of Permeability Using Group Method of Data Handling (GMDH) Neural Network from Well Log Data," Energies, MDPI, vol. 13(3), pages 1-18, January.
    2. Spiessl, Sabine M. & Kucherenko, Sergei & Becker, Dirk-A. & Zaccheus, Oluyemi, 2019. "Higher-order sensitivity analysis of a final repository model with discontinuous behaviour using the RS-HDMR meta-modeling approach," Reliability Engineering and System Safety, Elsevier, vol. 187(C), pages 149-158.
    3. Cheng, Kai & Lu, Zhenzhou, 2019. "Time-variant reliability analysis based on high dimensional model representation," Reliability Engineering and System Safety, Elsevier, vol. 188(C), pages 310-319.
    4. Ma, Yuan-Zhuo & Jin, Xiang-Xiang & Zhao, Xiang & Li, Hong-Shuang & Zhao, Zhen-Zhou & Xu, Chang, 2024. "Reliability-oriented global sensitivity analysis using subset simulation and space partition," Reliability Engineering and System Safety, Elsevier, vol. 242(C).
    5. Chongshi Gu & Xiao Fu & Chenfei Shao & Zhongwen Shi & Huaizhi Su, 2020. "Application of Spatiotemporal Hybrid Model of Deformation in Safety Monitoring of High Arch Dams: A Case Study," IJERPH, MDPI, vol. 17(1), pages 1-25, January.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Becker, William, 2020. "Metafunctions for benchmarking in sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 204(C).
    2. Wu, Zeping & Wang, Wenjie & Wang, Donghui & Zhao, Kun & Zhang, Weihua, 2019. "Global sensitivity analysis using orthogonal augmented radial basis function," Reliability Engineering and System Safety, Elsevier, vol. 185(C), pages 291-302.
    3. Konakli, Katerina & Sudret, Bruno, 2016. "Global sensitivity analysis using low-rank tensor approximations," Reliability Engineering and System Safety, Elsevier, vol. 156(C), pages 64-83.
    4. Pronzato, Luc, 2019. "Sensitivity analysis via Karhunen–Loève expansion of a random field model: Estimation of Sobol’ indices and experimental design," Reliability Engineering and System Safety, Elsevier, vol. 187(C), pages 93-109.
    5. Wu, Zeping & Wang, Donghui & Okolo N, Patrick & Hu, Fan & Zhang, Weihua, 2016. "Global sensitivity analysis using a Gaussian Radial Basis Function metamodel," Reliability Engineering and System Safety, Elsevier, vol. 154(C), pages 171-179.
    6. Liu, Yaning & Yousuff Hussaini, M. & Ökten, Giray, 2016. "Accurate construction of high dimensional model representation with applications to uncertainty quantification," Reliability Engineering and System Safety, Elsevier, vol. 152(C), pages 281-295.
    7. Heredia, María Belén & Prieur, Clémentine & Eckert, Nicolas, 2021. "Nonparametric estimation of aggregated Sobol’ indices: Application to a depth averaged snow avalanche model," Reliability Engineering and System Safety, Elsevier, vol. 212(C).
    8. Awad, Mahmoud, 2017. "Analyzing sensitivity measures using moment-matching technique," Reliability Engineering and System Safety, Elsevier, vol. 159(C), pages 90-99.
    9. Shang, Xiaobing & Su, Li & Fang, Hai & Zeng, Bowen & Zhang, Zhi, 2023. "An efficient multi-fidelity Kriging surrogate model-based method for global sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 229(C).
    10. Deman, G. & Konakli, K. & Sudret, B. & Kerrou, J. & Perrochet, P. & Benabderrahmane, H., 2016. "Using sparse polynomial chaos expansions for the global sensitivity analysis of groundwater lifetime expectancy in a multi-layered hydrogeological model," Reliability Engineering and System Safety, Elsevier, vol. 147(C), pages 156-169.
    11. Girard, Sylvain & Romary, Thomas & Favennec, Jean-Melaine & Stabat, Pascal & Wackernagel, Hans, 2013. "Sensitivity analysis and dimension reduction of a steam generator model for clogging diagnosis," Reliability Engineering and System Safety, Elsevier, vol. 113(C), pages 143-153.
    12. Kapusuzoglu, Berkcan & Mahadevan, Sankaran, 2021. "Information fusion and machine learning for sensitivity analysis using physics knowledge and experimental data," Reliability Engineering and System Safety, Elsevier, vol. 214(C).
    13. Cheng, Kai & Lu, Zhenzhou, 2018. "Sparse polynomial chaos expansion based on D-MORPH regression," Applied Mathematics and Computation, Elsevier, vol. 323(C), pages 17-30.
    14. Ehre, Max & Papaioannou, Iason & Straub, Daniel, 2020. "Global sensitivity analysis in high dimensions with PLS-PCE," Reliability Engineering and System Safety, Elsevier, vol. 198(C).
    15. Marrel, Amandine & Chabridon, Vincent, 2021. "Statistical developments for target and conditional sensitivity analysis: Application on safety studies for nuclear reactor," Reliability Engineering and System Safety, Elsevier, vol. 214(C).
    16. Zdeněk Kala, 2024. "Global Sensitivity Analysis of Structural Reliability Using Cliff Delta," Mathematics, MDPI, vol. 12(13), pages 1-18, July.
    17. Cremona, Marzia A. & Liu, Binbin & Hu, Yang & Bruni, Stefano & Lewis, Roger, 2016. "Predicting railway wheel wear under uncertainty of wear coefficient, using universal kriging," Reliability Engineering and System Safety, Elsevier, vol. 154(C), pages 49-59.
    18. Azzini, Ivano & Rosati, Rossana, 2021. "Sobol’ main effect index: an Innovative Algorithm (IA) using Dynamic Adaptive Variances," Reliability Engineering and System Safety, Elsevier, vol. 213(C).
    19. Sinan Xiao & Zhenzhou Lu & Pan Wang, 2018. "Multivariate Global Sensitivity Analysis Based on Distance Components Decomposition," Risk Analysis, John Wiley & Sons, vol. 38(12), pages 2703-2721, December.
    20. Kucherenko, S. & Delpuech, B. & Iooss, B. & Tarantola, S., 2015. "Application of the control variate technique to estimation of total sensitivity indices," Reliability Engineering and System Safety, Elsevier, vol. 134(C), pages 251-259.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:matcom:v:128:y:2016:i:c:p:42-54. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/mathematics-and-computers-in-simulation/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.