Importance analysis for models with correlated variables and its sparse grid solution
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DOI: 10.1016/j.ress.2013.06.036
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References listed on IDEAS
- Borgonovo, E., 2007. "A new uncertainty importance measure," Reliability Engineering and System Safety, Elsevier, vol. 92(6), pages 771-784.
- Castillo, Enrique & MÃnguez, Roberto & Castillo, Carmen, 2008. "Sensitivity analysis in optimization and reliability problems," Reliability Engineering and System Safety, Elsevier, vol. 93(12), pages 1788-1800.
- Xu, Chonggang & Gertner, George Zdzislaw, 2008. "Uncertainty and sensitivity analysis for models with correlated parameters," Reliability Engineering and System Safety, Elsevier, vol. 93(10), pages 1563-1573.
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- Wang, Pan & Lu, Zhenzhou & Zhang, Kaichao & Xiao, Sinan & Yue, Zhufeng, 2018. "Copula-based decomposition approach for the derivative-based sensitivity of variance contributions with dependent variables," Reliability Engineering and System Safety, Elsevier, vol. 169(C), pages 437-450.
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Keywords
Correlated input variables; Variance-based importance measure; Sparse grid integration; Single loop Monte Carlo method;All these keywords.
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