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Monte Carlo evaluation of derivative-based global sensitivity measures

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Cited by:

  1. Kucherenko, Sergei & Song, Shufang & Wang, Lu, 2019. "Quantile based global sensitivity measures," Reliability Engineering and System Safety, Elsevier, vol. 185(C), pages 35-48.
  2. Ge, Qiao & Menendez, Monica, 2017. "Extending Morris method for qualitative global sensitivity analysis of models with dependent inputs," Reliability Engineering and System Safety, Elsevier, vol. 162(C), pages 28-39.
  3. Hou, Tianfeng & Nuyens, Dirk & Roels, Staf & Janssen, Hans, 2019. "Quasi-Monte Carlo based uncertainty analysis: Sampling efficiency and error estimation in engineering applications," Reliability Engineering and System Safety, Elsevier, vol. 191(C).
  4. Xiao, Sinan & Lu, Zhenzhou & Xu, Liyang, 2016. "A new effective screening design for structural sensitivity analysis of failure probability with the epistemic uncertainty," Reliability Engineering and System Safety, Elsevier, vol. 156(C), pages 1-14.
  5. Jiacheng Liu & Haiyun Liu & Cong Zhang & Jiyin Cao & Aibo Xu & Jiwei Hu, 2024. "Derivative-Variance Hybrid Global Sensitivity Measure with Optimal Sampling Method Selection," Mathematics, MDPI, vol. 12(3), pages 1-15, January.
  6. Becker, William, 2020. "Metafunctions for benchmarking in sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 204(C).
  7. 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.
  8. Xiaoyan Zhu & Way Kuo, 2014. "Importance measures in reliability and mathematical programming," Annals of Operations Research, Springer, vol. 212(1), pages 241-267, January.
  9. Ye, Dongwei & Nikishova, Anna & Veen, Lourens & Zun, Pavel & Hoekstra, Alfons G., 2021. "Non-intrusive and semi-intrusive uncertainty quantification of a multiscale in-stent restenosis model," Reliability Engineering and System Safety, Elsevier, vol. 214(C).
  10. Pannier, S. & Graf, W., 2015. "Sectional global sensitivity measures," Reliability Engineering and System Safety, Elsevier, vol. 134(C), pages 110-117.
  11. Borgonovo, Emanuele & Rabitti, Giovanni, 2023. "Screening: From tornado diagrams to effective dimensions," European Journal of Operational Research, Elsevier, vol. 304(3), pages 1200-1211.
  12. 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.
  13. Guerra, Omar J. & Tejada, Diego A. & Reklaitis, Gintaras V., 2019. "Climate change impacts and adaptation strategies for a hydro-dominated power system via stochastic optimization," Applied Energy, Elsevier, vol. 233, pages 584-598.
  14. Lamboni, Matieyendou, 2022. "Weak derivative-based expansion of functions: ANOVA and some inequalities," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 194(C), pages 691-718.
  15. Annoni, Paola & Bruggemann, Rainer & Saltelli, Andrea, 2012. "Random and quasi-random designs in variance-based sensitivity analysis for partially ordered sets," Reliability Engineering and System Safety, Elsevier, vol. 107(C), pages 184-189.
  16. Buzzard, Gregery T., 2012. "Global sensitivity analysis using sparse grid interpolation and polynomial chaos," Reliability Engineering and System Safety, Elsevier, vol. 107(C), pages 82-89.
  17. 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.
  18. Zhou, Changcong & Shi, Zhuangke & Kucherenko, Sergei & Zhao, Haodong, 2022. "A unified approach for global sensitivity analysis based on active subspace and Kriging," Reliability Engineering and System Safety, Elsevier, vol. 217(C).
  19. Lamboni, M. & Iooss, B. & Popelin, A.-L. & Gamboa, F., 2013. "Derivative-based global sensitivity measures: General links with Sobol’ indices and numerical tests," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 87(C), pages 45-54.
  20. Sudret, B. & Mai, C.V., 2015. "Computing derivative-based global sensitivity measures using polynomial chaos expansions," Reliability Engineering and System Safety, Elsevier, vol. 134(C), pages 241-250.
  21. Roustant, O. & Fruth, J. & Iooss, B. & Kuhnt, S., 2014. "Crossed-derivative based sensitivity measures for interaction screening," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 105(C), pages 105-118.
  22. Leprince, Julien & Schledorn, Amos & Guericke, Daniela & Dominkovic, Dominik Franjo & Madsen, Henrik & Zeiler, Wim, 2023. "Can occupant behaviors affect urban energy planning? Distributed stochastic optimization for energy communities," Applied Energy, Elsevier, vol. 348(C).
  23. Matieyendou Lamboni, 2024. "Optimal Estimators of Cross-Partial Derivatives and Surrogates of Functions," Stats, MDPI, vol. 7(3), pages 1-22, July.
  24. 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.
  25. Francesca Di Girolamo & Henrik Jonsson & Francesca Campolongo & Wim Schoutens, 2012. "Sense and Sensitivity: An Input Space Odyssey for Asset-Backed Security Ratings," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 3(4), pages 46-68, October.
  26. 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.
  27. Constantine, Paul G. & Diaz, Paul, 2017. "Global sensitivity metrics from active subspaces," Reliability Engineering and System Safety, Elsevier, vol. 162(C), pages 1-13.
  28. 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.
  29. Awad, Majdi & Senga Kiesse, Tristan & Assaghir, Zainab & Ventura, Anne, 2019. "Convergence of sensitivity analysis methods for evaluating combined influences of model inputs," Reliability Engineering and System Safety, Elsevier, vol. 189(C), pages 109-122.
  30. Ge, Qiao & Ciuffo, Biagio & Menendez, Monica, 2015. "Combining screening and metamodel-based methods: An efficient sequential approach for the sensitivity analysis of model outputs," Reliability Engineering and System Safety, Elsevier, vol. 134(C), pages 334-344.
  31. Damblin, Guillaume & Ghione, Alberto, 2021. "Adaptive use of replicated Latin Hypercube Designs for computing Sobol’ sensitivity indices," Reliability Engineering and System Safety, Elsevier, vol. 212(C).
  32. Nikishova, Anna & Comi, Giovanni E. & Hoekstra, Alfons G., 2020. "Sensitivity analysis based dimension reduction of multiscale models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 170(C), pages 205-220.
  33. Liu, Xiaohang & Zheng, Shansuo & Wu, Xinxia & Chen, Dianxin & He, Jinchuan, 2021. "Research on a seismic connectivity reliability model of power systems based on the quasi-Monte Carlo method," Reliability Engineering and System Safety, Elsevier, vol. 215(C).
  34. Fruth, J. & Roustant, O. & Kuhnt, S., 2019. "Support indices: Measuring the effect of input variables over their supports," Reliability Engineering and System Safety, Elsevier, vol. 187(C), pages 17-27.
  35. Calderón, Andrés J. & Pekney, Natalie J., 2020. "Optimization of enhanced oil recovery operations in unconventional reservoirs," Applied Energy, Elsevier, vol. 258(C).
  36. 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.
  37. 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).
  38. Lamboni, Matieyendou, 2020. "Derivative-based generalized sensitivity indices and Sobol’ indices," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 170(C), pages 236-256.
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