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Sectional global sensitivity measures

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  • Pannier, S.
  • Graf, W.

Abstract

In this paper the approach of sectional sensitivity measures is introduced. Opposite to well-known global sensitivity measures not only a singleton value is provided to appraise the functional input–output interrelation but rather a more detailed description of these interrelation is enabled. Therefore, the domain of definition (input space) and/or the codomain (result space) are subdivided in a finite number of subdomains/subranges. The evaluation of global sensitivity measures in these subdomains/subranges allows for a proper appraisal of the functional interrelation in local regions.

Suggested Citation

  • Pannier, S. & Graf, W., 2015. "Sectional global sensitivity measures," Reliability Engineering and System Safety, Elsevier, vol. 134(C), pages 110-117.
    • Handle: RePEc:eee:reensy:v:134:y:2015:i:c:p:110-117
    DOI: 10.1016/j.ress.2014.09.009
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    References listed on IDEAS

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    1. Kucherenko, S. & Rodriguez-Fernandez, M. & Pantelides, C. & Shah, N., 2009. "Monte Carlo evaluation of derivative-based global sensitivity measures," Reliability Engineering and System Safety, Elsevier, vol. 94(7), pages 1135-1148.
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    5. Tarantola, S. & Kopustinskas, V. & Bolado-Lavin, R. & Kaliatka, A. & Ušpuras, E. & Vaišnoras, M., 2012. "Sensitivity analysis using contribution to sample variance plot: Application to a water hammer model," Reliability Engineering and System Safety, Elsevier, vol. 99(C), pages 62-73.
    6. Sudret, Bruno, 2008. "Global sensitivity analysis using polynomial chaos expansions," Reliability Engineering and System Safety, Elsevier, vol. 93(7), pages 964-979.
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    8. Sobol’, I.M. & Kucherenko, S., 2009. "Derivative based global sensitivity measures and their link with global sensitivity indices," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(10), pages 3009-3017.
    9. Wei, Pengfei & Lu, Zhenzhou & Ruan, Wenbin & Song, Jingwen, 2014. "Regional sensitivity analysis using revised mean and variance ratio functions," Reliability Engineering and System Safety, Elsevier, vol. 121(C), pages 121-135.
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    Cited by:

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    2. Nogal, M. & Nogal, A., 2021. "Sensitivity method for extreme-based engineering problems," Reliability Engineering and System Safety, Elsevier, vol. 216(C).

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