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Global sensitivity measures from given data

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  1. Derennes, Pierre & Morio, Jérôme & Simatos, Florian, 2021. "Simultaneous estimation of complementary moment independent and reliability-oriented sensitivity measures," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 182(C), pages 721-737.
  2. Kucherenko, Sergei & Song, Shufang & Wang, Lu, 2019. "Quantile based global sensitivity measures," Reliability Engineering and System Safety, Elsevier, vol. 185(C), pages 35-48.
  3. Bosetti, Valentina & Marangoni, Giacomo & Borgonovo, Emanuele & Diaz Anadon, Laura & Barron, Robert & McJeon, Haewon C. & Politis, Savvas & Friley, Paul, 2015. "Sensitivity to energy technology costs: A multi-model comparison analysis," Energy Policy, Elsevier, vol. 80(C), pages 244-263.
  4. Bajgiran, Amirsaman H. & Mardikoraem, Mahsa & Soofi, Ehsan S., 2021. "Maximum entropy distributions with quantile information," European Journal of Operational Research, Elsevier, vol. 290(1), pages 196-209.
  5. Song, Xiaodong & Bryan, Brett A. & Almeida, Auro C. & Paul, Keryn I. & Zhao, Gang & Ren, Yin, 2013. "Time-dependent sensitivity of a process-based ecological model," Ecological Modelling, Elsevier, vol. 265(C), pages 114-123.
  6. Emanuele Borgonovo & Marco Pangallo & Jan Rivkin & Leonardo Rizzo & Nicolaj Siggelkow, 2022. "Sensitivity analysis of agent-based models: a new protocol," Computational and Mathematical Organization Theory, Springer, vol. 28(1), pages 52-94, March.
  7. Zhang, Leigang & Lu, Zhenzhou & Cheng, Lei & Fan, Chongqing, 2014. "A new method for evaluating Borgonovo moment-independent importance measure with its application in an aircraft structure," Reliability Engineering and System Safety, Elsevier, vol. 132(C), pages 163-175.
  8. S. Cucurachi & E. Borgonovo & R. Heijungs, 2016. "A Protocol for the Global Sensitivity Analysis of Impact Assessment Models in Life Cycle Assessment," Risk Analysis, John Wiley & Sons, vol. 36(2), pages 357-377, February.
  9. Plischke, Elmar & Borgonovo, Emanuele, 2019. "Copula theory and probabilistic sensitivity analysis: Is there a connection?," European Journal of Operational Research, Elsevier, vol. 277(3), pages 1046-1059.
  10. Elmar Plischke & Emanuele Borgonovo, 2020. "Fighting the Curse of Sparsity: Probabilistic Sensitivity Measures From Cumulative Distribution Functions," Risk Analysis, John Wiley & Sons, vol. 40(12), pages 2639-2660, December.
  11. López-Benito, Alfredo & Bolado-Lavín, Ricardo, 2017. "A case study on global sensitivity analysis with dependent inputs: The natural gas transmission model," Reliability Engineering and System Safety, Elsevier, vol. 165(C), pages 11-21.
  12. Dubreuil, S. & Berveiller, M. & Petitjean, F. & Salaün, M., 2014. "Construction of bootstrap confidence intervals on sensitivity indices computed by polynomial chaos expansion," Reliability Engineering and System Safety, Elsevier, vol. 121(C), pages 263-275.
  13. Asadi, Majid & Ebrahimi, Nader & Soofi, Ehsan S., 2018. "Optimal hazard models based on partial information," European Journal of Operational Research, Elsevier, vol. 270(2), pages 723-733.
  14. Tatsuya Sakurahara & Seyed Reihani & Ernie Kee & Zahra Mohaghegh, 2020. "Global importance measure methodology for integrated probabilistic risk assessment," Journal of Risk and Reliability, , vol. 234(2), pages 377-396, April.
  15. Liu, Xing & Ferrario, Elisa & Zio, Enrico, 2019. "Identifying resilient-important elements in interdependent critical infrastructures by sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 189(C), pages 423-434.
  16. Di Maio, Francesco & Nicola, Giancarlo & Borgonovo, Emanuele & Zio, Enrico, 2016. "Invariant methods for an ensemble-based sensitivity analysis of a passive containment cooling system of an AP1000 nuclear power plant," Reliability Engineering and System Safety, Elsevier, vol. 151(C), pages 12-19.
  17. Hu, Zhen & Mahadevan, Sankaran, 2019. "Probability models for data-Driven global sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 187(C), pages 40-57.
  18. Manel Baucells & Emanuele Borgonovo, 2013. "Invariant Probabilistic Sensitivity Analysis," Management Science, INFORMS, vol. 59(11), pages 2536-2549, November.
  19. Matieyendou Lamboni, 2020. "Uncertainty quantification: a minimum variance unbiased (joint) estimator of the non-normalized Sobol’ indices," Statistical Papers, Springer, vol. 61(5), pages 1939-1970, October.
  20. Yun, Wanying & Lu, Zhenzhou & Jiang, Xian, 2019. "An efficient method for moment-independent global sensitivity analysis by dimensional reduction technique and principle of maximum entropy," Reliability Engineering and System Safety, Elsevier, vol. 187(C), pages 174-182.
  21. Lamboni, Matieyendou, 2019. "Multivariate sensitivity analysis: Minimum variance unbiased estimators of the first-order and total-effect covariance matrices," Reliability Engineering and System Safety, Elsevier, vol. 187(C), pages 67-92.
  22. Taghizadeh, Elham & Venkatachalam, Saravanan & Chinnam, Ratna Babu, 2021. "Impact of deep-tier visibility on effective resilience assessment of supply networks," International Journal of Production Economics, Elsevier, vol. 241(C).
  23. Medeiros, C.P. & Alencar, M.H. & de Almeida, A.T., 2017. "Multidimensional risk evaluation of natural gas pipelines based on a multicriteria decision model using visualization tools and statistical tests for global sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 165(C), pages 268-276.
  24. Stefano Cucurachi & Carlos Felipe Blanco & Bernhard Steubing & Reinout Heijungs, 2022. "Implementation of uncertainty analysis and moment‐independent global sensitivity analysis for full‐scale life cycle assessment models," Journal of Industrial Ecology, Yale University, vol. 26(2), pages 374-391, April.
  25. Lamboni, Matieyendou, 2021. "Derivative-based integral equalities and inequality: A proxy-measure for sensitivity analysis," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 179(C), pages 137-161.
  26. Emanuele Borgonovo & Gordon B. Hazen & Elmar Plischke, 2016. "A Common Rationale for Global Sensitivity Measures and Their Estimation," Risk Analysis, John Wiley & Sons, vol. 36(10), pages 1871-1895, October.
  27. Xuefei Lu & Alessandro Rudi & Emanuele Borgonovo & Lorenzo Rosasco, 2020. "Faster Kriging: Facing High-Dimensional Simulators," Operations Research, INFORMS, vol. 68(1), pages 233-249, January.
  28. Borgonovo, Emanuele & Ghidini, Valentina & Hahn, Roman & Plischke, Elmar, 2023. "Explaining classifiers with measures of statistical association," Computational Statistics & Data Analysis, Elsevier, vol. 182(C).
  29. Talebiyan, Hesam & Dueñas-Osorio, Leonardo, 2023. "Auctions for resource allocation and decentralized restoration of interdependent networks," Reliability Engineering and System Safety, Elsevier, vol. 237(C).
  30. Zheng, Xiaoyu & Itoh, Hiroto & Kawaguchi, Kenji & Tamaki, Hitoshi & Maruyama, Yu, 2015. "Application of Bayesian nonparametric models to the uncertainty and sensitivity analysis of source term in a BWR severe accident," Reliability Engineering and System Safety, Elsevier, vol. 138(C), pages 253-262.
  31. Yun, Wanying & Lu, Zhenzhou & Feng, Kaixuan & Li, Luyi, 2019. "An elaborate algorithm for analyzing the Borgonovo moment-independent sensitivity by replacing the probability density function estimation with the probability estimation," Reliability Engineering and System Safety, Elsevier, vol. 189(C), pages 99-108.
  32. Barry Anderson & Emanuele Borgonovo & Marzio Galeotti & Roberto Roson, 2014. "Uncertainty in Climate Change Modeling: Can Global Sensitivity Analysis Be of Help?," Risk Analysis, John Wiley & Sons, vol. 34(2), pages 271-293, February.
  33. Cheng, Lei & Lu, Zhenzhou & Zhang, Leigang, 2015. "Application of Rejection Sampling based methodology to variance based parametric sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 142(C), pages 9-18.
  34. Lo Piano, Samuele & Ferretti, Federico & Puy, Arnald & Albrecht, Daniel & Saltelli, Andrea, 2021. "Variance-based sensitivity analysis: The quest for better estimators and designs between explorativity and economy," Reliability Engineering and System Safety, Elsevier, vol. 206(C).
  35. Matieyendou Lamboni, 2018. "Global sensitivity analysis: a generalized, unbiased and optimal estimator of total-effect variance," Statistical Papers, Springer, vol. 59(1), pages 361-386, March.
  36. Rabitti, Giovanni & Borgonovo, Emanuele, 2020. "Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods," Insurance: Mathematics and Economics, Elsevier, vol. 95(C), pages 48-58.
  37. Elias, Andrew Milli & Longati, Andreza Aparecida & de Campos Giordano, Roberto & Furlan, Felipe Fernando, 2021. "Retro-techno-economic-environmental analysis improves the operation efficiency of 1G-2G bioethanol and bioelectricity facilities," Applied Energy, Elsevier, vol. 282(PA).
  38. Wensheng Yang & Jingtang Ma & Zhenyu Cui, 2021. "Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 93(2), pages 359-412, April.
  39. Borgonovo, Emanuele & Plischke, Elmar, 2016. "Sensitivity analysis: A review of recent advances," European Journal of Operational Research, Elsevier, vol. 248(3), pages 869-887.
  40. Song, Yupeng & Sun, Tao & Zhang, Zili, 2023. "Fatigue reliability analysis of floating offshore wind turbines considering the uncertainty due to finite sampling of load conditions," Renewable Energy, Elsevier, vol. 212(C), pages 570-588.
  41. Mirko Ginocchi & Ferdinanda Ponci & Antonello Monti, 2021. "Sensitivity Analysis and Power Systems: Can We Bridge the Gap? A Review and a Guide to Getting Started," Energies, MDPI, vol. 14(24), pages 1-59, December.
  42. Derennes, Pierre & Morio, Jérôme & Simatos, Florian, 2019. "A nonparametric importance sampling estimator for moment independent importance measures," Reliability Engineering and System Safety, Elsevier, vol. 187(C), pages 3-16.
  43. Emanuele Borgonovo & Stefano Caselli & Alessandra Cillo & Donato Masciandaro & Giovanno Rabitti, 2018. "Cryptocurrencies, central bank digital cash, traditional money: does privacy matter?," BAFFI CAREFIN Working Papers 1895, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  44. Soha Saad & Florence Ossart & Jean Bigeon & Etienne Sourdille & Harold Gance, 2021. "Global Sensitivity Analysis Applied to Train Traffic Rescheduling: A Comparative Study," Energies, MDPI, vol. 14(19), pages 1-29, October.
  45. Kleiman, Rachel M. & Characklis, Gregory W. & Kern, Jordan D. & Gerlach, Robin, 2021. "Characterizing weather-related biophysical and financial risks in algal biofuel production," Applied Energy, Elsevier, vol. 294(C).
  46. Martha Butler & Patrick Reed & Karen Fisher-Vanden & Klaus Keller & Thorsten Wagener, 2014. "Inaction and climate stabilization uncertainties lead to severe economic risks," Climatic Change, Springer, vol. 127(3), pages 463-474, December.
  47. Su, Yufei & Kern, Jordan D. & Reed, Patrick M. & Characklis, Gregory W., 2020. "Compound hydrometeorological extremes across multiple timescales drive volatility in California electricity market prices and emissions," Applied Energy, Elsevier, vol. 276(C).
  48. Hoseyni, Seyed Mohsen & Pourgol-Mohammad, Mohammad & Tehranifard, Ali Abbaspour & Yousefpour, Faramarz, 2014. "A systematic framework for effective uncertainty assessment of severe accident calculations; Hybrid qualitative and quantitative methodology," Reliability Engineering and System Safety, Elsevier, vol. 125(C), pages 22-35.
  49. Broto, Baptiste & Bachoc, François & Depecker, Marine & Martinez, Jean-Marc, 2019. "Sensitivity indices for independent groups of variables," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 163(C), pages 19-31.
  50. Pesenti, Silvana M. & Millossovich, Pietro & Tsanakas, Andreas, 2019. "Reverse sensitivity testing: What does it take to break the model?," European Journal of Operational Research, Elsevier, vol. 274(2), pages 654-670.
  51. Miftakhova, Alena, 2021. "Global sensitivity analysis for optimal climate policies: Finding what truly matters," Economic Modelling, Elsevier, vol. 105(C).
  52. 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).
  53. Lamboni, Matieyendou, 2020. "Derivative-based generalized sensitivity indices and Sobol’ indices," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 170(C), pages 236-256.
  54. 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).
  55. Zhao, Yan-Gang & Zhang, Xuan-Yi & Lu, Zhao-Hui, 2018. "A flexible distribution and its application in reliability engineering," Reliability Engineering and System Safety, Elsevier, vol. 176(C), pages 1-12.
  56. Liu, Fuchao & Wei, Pengfei & Tang, Chenghu & Wang, Pan & Yue, Zhufeng, 2019. "Global sensitivity analysis for multivariate outputs based on multiple response Gaussian process model," Reliability Engineering and System Safety, Elsevier, vol. 189(C), pages 287-298.
  57. Borgonovo, Emanuele & Buzzard, Gregery T. & Wendell, Richard E., 2018. "A global tolerance approach to sensitivity analysis in linear programming," European Journal of Operational Research, Elsevier, vol. 267(1), pages 321-337.
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