A Systematic Approach of Global Sensitivity Analysis and Its Application to a Model for the Quantification of Resilience of Interconnected Critical Infrastructures
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Borgonovo, E., 2007. "A new uncertainty importance measure," Reliability Engineering and System Safety, Elsevier, vol. 92(6), pages 771-784.
- E. Borgonovo & S. Tarantola & E. Plischke & M. D. Morris, 2014. "Transformations and invariance in the sensitivity analysis of computer experiments," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 76(5), pages 925-947, November.
- Ronald L. Iman & Mark E. Johnson & Charles C. Watson, 2005. "Uncertainty Analysis for Computer Model Projections of Hurricane Losses," Risk Analysis, John Wiley & Sons, vol. 25(5), pages 1299-1312, October.
- 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.
- 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.
- Plischke, Elmar, 2012. "An adaptive correlation ratio method using the cumulative sum of the reordered output," Reliability Engineering and System Safety, Elsevier, vol. 107(C), pages 149-156.
- Manel Baucells & Emanuele Borgonovo, 2013. "Invariant Probabilistic Sensitivity Analysis," Management Science, INFORMS, vol. 59(11), pages 2536-2549, November.
- E. E. Koks & M. Bočkarjova & H. de Moel & J. C. J. H. Aerts, 2015. "Integrated Direct and Indirect Flood Risk Modeling: Development and Sensitivity Analysis," Risk Analysis, John Wiley & Sons, vol. 35(5), pages 882-900, May.
- 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.
- Barry ANDERSON & Emanuele BORGONOVO & Marzio GALEOTTI & Roberto ROSON, 2012. "Uncertainty in climate change modelling: can global sensitivity analysis be of help?," Departmental Working Papers 2012-18, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Jean-Claude Fort & Thierry Klein & Nabil Rachdi, 2016. "New sensitivity analysis subordinated to a contrast," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(15), pages 4349-4364, August.
- J. C. Helton & F. J. Davis, 2002. "Illustration of Sampling‐Based Methods for Uncertainty and Sensitivity Analysis," Risk Analysis, John Wiley & Sons, vol. 22(3), pages 591-622, June.
- Ronald L. Iman & Stephen C. Hora, 1990. "A Robust Measure of Uncertainty Importance for Use in Fault Tree System Analysis," Risk Analysis, John Wiley & Sons, vol. 10(3), pages 401-406, September.
- 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.
- 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.
- Mark Strong & Jeremy E. Oakley & Jim Chilcott, 2012. "Managing structural uncertainty in health economic decision models: a discrepancy approach," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 61(1), pages 25-45, January.
- Sumeet R. Patil & H. Christopher Frey, 2004. "Comparison of Sensitivity Analysis Methods Based on Applications to a Food Safety Risk Assessment Model," Risk Analysis, John Wiley & Sons, vol. 24(3), pages 573-585, June.
- Zio, Enrico, 2016. "Challenges in the vulnerability and risk analysis of critical infrastructures," Reliability Engineering and System Safety, Elsevier, vol. 152(C), pages 137-150.
- Ronald L. Iman & Mark E. Johnson & Charles C. Watson, 2005. "Sensitivity Analysis for Computer Model Projections of Hurricane Losses," Risk Analysis, John Wiley & Sons, vol. 25(5), pages 1277-1297, October.
- Plischke, Elmar, 2010. "An effective algorithm for computing global sensitivity indices (EASI)," Reliability Engineering and System Safety, Elsevier, vol. 95(4), pages 354-360.
- 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).
- Matieyendou Lamboni & Moez Sanaa & Fanny Tenenhaus‐Aziza, 2014. "Sensitivity Analysis for Critical Control Points Determination and Uncertainty Analysis to Link FSO and Process Criteria: Application to Listeria monocytogenes in Soft Cheese Made from Pasteurized Mil," Risk Analysis, John Wiley & Sons, vol. 34(4), pages 751-764, April.
- Andrea Saltelli, 2002. "Sensitivity Analysis for Importance Assessment," Risk Analysis, John Wiley & Sons, vol. 22(3), pages 579-590, June.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- 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.
- 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.
- 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.
- Isadora Antoniano‐Villalobos & Emanuele Borgonovo & Sumeda Siriwardena, 2018. "Which Parameters Are Important? Differential Importance Under Uncertainty," Risk Analysis, John Wiley & Sons, vol. 38(11), pages 2459-2477, November.
- 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.
- Borgonovo, Emanuele & Plischke, Elmar, 2016. "Sensitivity analysis: A review of recent advances," European Journal of Operational Research, Elsevier, vol. 248(3), pages 869-887.
- 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.
- Barry ANDERSON & Emanuele BORGONOVO & Marzio GALEOTTI & Roberto ROSON, 2012. "Uncertainty in climate change modelling: can global sensitivity analysis be of help?," Departmental Working Papers 2012-18, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Emanuele Borgonovo, 2006. "Measuring Uncertainty Importance: Investigation and Comparison of Alternative Approaches," Risk Analysis, John Wiley & Sons, vol. 26(5), pages 1349-1361, October.
- Emanuele Borgonovo & William Castaings & Stefano Tarantola, 2011. "Moment Independent Importance Measures: New Results and Analytical Test Cases," Risk Analysis, John Wiley & Sons, vol. 31(3), pages 404-428, March.
- 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.
- Borgonovo, Emanuele & Hazen, Gordon B. & Jose, Victor Richmond R. & Plischke, Elmar, 2021. "Probabilistic sensitivity measures as information value," European Journal of Operational Research, Elsevier, vol. 289(2), pages 595-610.
- 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.
- Kucherenko, Sergei & Song, Shufang & Wang, Lu, 2019. "Quantile based global sensitivity measures," Reliability Engineering and System Safety, Elsevier, vol. 185(C), pages 35-48.
- 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.
- 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.
- Andreas Tsanakas & Pietro Millossovich, 2016. "Sensitivity Analysis Using Risk Measures," Risk Analysis, John Wiley & Sons, vol. 36(1), pages 30-48, January.
- Plischke, Elmar & Borgonovo, Emanuele & Smith, Curtis L., 2013. "Global sensitivity measures from given data," European Journal of Operational Research, Elsevier, vol. 226(3), pages 536-550.
- Emanuele Borgonovo, 2008. "Sensitivity Analysis of Model Output with Input Constraints: A Generalized Rationale for Local Methods," Risk Analysis, John Wiley & Sons, vol. 28(3), pages 667-680, June.
- 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.
- 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.
More about this item
Keywords
critical infrastructures; resilience; dynamic model; global sensitivity analysis; importance measure;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jeners:v:17:y:2024:i:8:p:1823-:d:1373787. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.