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Moment-Independent and Reliability-Based Importance Measures

In: Handbook of Uncertainty Quantification

Author

Listed:
  • Emanuele Borgonovo

    (Bocconi University, Department of Decision Sciences)

  • Bertrand Iooss

    (EDF R&D, Industrial Risk Management Department
    Université Paul Sabatier, Institut de Mathématiques de Toulouse)

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.

Suggested Citation

  • Emanuele Borgonovo & Bertrand Iooss, 2017. "Moment-Independent and Reliability-Based Importance Measures," Springer Books, in: Roger Ghanem & David Higdon & Houman Owhadi (ed.), Handbook of Uncertainty Quantification, chapter 37, pages 1265-1287, Springer.
    • Handle: RePEc:spr:sprchp:978-3-319-12385-1_37
    DOI: 10.1007/978-3-319-12385-1_37
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