Sensitivity analysis in presence of model uncertainty and correlated inputs

Julien Jacques, Christian Lavergne and Nicolas Devictor

Reliability Engineering and System Safety, 2006, vol. 91, issue 10, 1126-1134

Abstract: The first motivation of this work is to take into account model uncertainty in sensitivity analysis (SA). We present with some examples, a methodology to treat uncertainty due to a mutation of the studied model. Development of this methodology has highlighted an important problem, frequently encountered in SA: how to interpret sensitivity indices when random inputs are non-independent? This paper suggests a strategy for the problem of SA of models with non-independent random inputs. We propose a new application of the multidimensional generalization of classical sensitivity indices, resulting from group sensitivities (sensitivity of the output of the model to a group of inputs), and describe an estimation method based on Monte-Carlo simulations. Practical and theoretical applications illustrate the interest of this method.

Keywords: Global sensitivity analysis; Model uncertainty; Model mutation; Correlated inputs; Multidimensional sensitivity indices (search for similar items in EconPapers)
Date: 2006
References: View complete reference list from CitEc
Citations: View citations in EconPapers (15)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0951832005002231
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:91:y:2006:i:10:p:1126-1134

DOI: 10.1016/j.ress.2005.11.047

Access Statistics for this article

Reliability Engineering and System Safety is currently edited by Carlos Guedes Soares

More articles in Reliability Engineering and System Safety from Elsevier
Bibliographic data for series maintained by Catherine Liu ().