Moment-Independent and Reliability-Based Importance Measures

Emanuele Borgonovo () and Bertrand Iooss ()
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Emanuele Borgonovo: Bocconi University, Department of Decision Sciences
Bertrand Iooss: EDF R&D, Industrial Risk Management Department

Chapter 37 in Handbook of Uncertainty Quantification, 2017, pp 1265-1287 from Springer

Abstract: Abstract This chapter discusses the class of moment-independent importance measures. This class comprises density-based, cumulative distribution function-based, and value of information-based sensitivity measures. The chapter illustrates the definition and properties of these importance measures as they have been proposed in the literature, reviewing a common rationale that envelops them, as well as recent results that concern the general properties of global sensitivity measures. The final part of the chapter reviews importance measures developed in the context of reliability and structural reliability theories.

Keywords: Computer experiment; Global sensitivity analysis; Moment-independent importance measures; Reliability importance measures; Structural reliability; Value of information; Common rationale; Uncertainty (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-12385-1_37

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DOI: 10.1007/978-3-319-12385-1_37

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