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Derivative based global sensitivity measures and their link with global sensitivity indices

Citations

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Cited by:

  1. Francisco A. Buendia-Hernandez & Maria J. Ortiz Bevia & Francisco J. Alvarez-Garcia & Antonio Ruizde Elvira, 2022. "Sensitivity of a Dynamic Model of Air Traffic Emissions to Technological and Environmental Factors," IJERPH, MDPI, vol. 19(22), pages 1-17, November.
  2. 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.
  3. Pengfei Wei & Zhenzhou Lu & Jingwen Song, 2014. "Uncertainty Importance Analysis Using Parametric Moment Ratio Functions," Risk Analysis, John Wiley & Sons, vol. 34(2), pages 223-234, February.
  4. 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.
  5. Sarazin, Gabriel & Morio, Jérôme & Lagnoux, Agnès & Balesdent, Mathieu & Brevault, Loïc, 2021. "Reliability-oriented sensitivity analysis in presence of data-driven epistemic uncertainty," Reliability Engineering and System Safety, Elsevier, vol. 215(C).
  6. Kucherenko, Sergei & Song, Shufang & Wang, Lu, 2019. "Quantile based global sensitivity measures," Reliability Engineering and System Safety, Elsevier, vol. 185(C), pages 35-48.
  7. Marissa Renardy & Tau-Mu Yi & Dongbin Xiu & Ching-Shan Chou, 2018. "Parameter uncertainty quantification using surrogate models applied to a spatial model of yeast mating polarization," PLOS Computational Biology, Public Library of Science, vol. 14(5), pages 1-26, May.
  8. Wong, Chun Yui & Seshadri, Pranay & Parks, Geoffrey, 2021. "Extremum sensitivity analysis with polynomial Monte Carlo filtering," Reliability Engineering and System Safety, Elsevier, vol. 212(C).
  9. 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.
  10. Xiao, Sinan & Lu, Zhenzhou & Wang, Pan, 2018. "Multivariate global sensitivity analysis for dynamic models based on wavelet analysis," Reliability Engineering and System Safety, Elsevier, vol. 170(C), pages 20-30.
  11. Wei, Pengfei & Lu, Zhenzhou & Song, Jingwen, 2015. "Regional and parametric sensitivity analysis of Sobol׳ indices," Reliability Engineering and System Safety, Elsevier, vol. 137(C), pages 87-100.
  12. 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.
  13. Fonoberova, Maria & Fonoberov, Vladimir A. & Mezić, Igor, 2013. "Global sensitivity/uncertainty analysis for agent-based models," Reliability Engineering and System Safety, Elsevier, vol. 118(C), pages 8-17.
  14. 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.
  15. 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.
  16. 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.
  17. Becker, William, 2020. "Metafunctions for benchmarking in sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 204(C).
  18. Constantine, Paul G. & Diaz, Paul, 2017. "Global sensitivity metrics from active subspaces," Reliability Engineering and System Safety, Elsevier, vol. 162(C), pages 1-13.
  19. Xiao, Sinan & Lu, Zhenzhou & Xu, Liyang, 2017. "Multivariate sensitivity analysis based on the direction of eigen space through principal component analysis," Reliability Engineering and System Safety, Elsevier, vol. 165(C), pages 1-10.
  20. Andrew Holmes & Matt Jensen & Sarah Coffland & Hidemi Mitani Shen & Logan Sizemore & Seth Bassetti & Brenna Nieva & Claudia Tebaldi & Abigail Snyder & Brian Hutchinson, 2024. "Emulating the Global Change Analysis Model with Deep Learning," Papers 2412.08850, arXiv.org.
  21. Tissot, Jean-Yves & Prieur, Clémentine, 2012. "Bias correction for the estimation of sensitivity indices based on random balance designs," Reliability Engineering and System Safety, Elsevier, vol. 107(C), pages 205-213.
  22. Wei, Pengfei & Lu, Zhenzhou & Ruan, Wenbin & Song, Jingwen, 2014. "Regional sensitivity analysis using revised mean and variance ratio functions," Reliability Engineering and System Safety, Elsevier, vol. 121(C), pages 121-135.
  23. 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.
  24. Wu, Zeping & Wang, Wenjie & Wang, Donghui & Zhao, Kun & Zhang, Weihua, 2019. "Global sensitivity analysis using orthogonal augmented radial basis function," Reliability Engineering and System Safety, Elsevier, vol. 185(C), pages 291-302.
  25. Andreas Tsanakas & Pietro Millossovich, 2016. "Sensitivity Analysis Using Risk Measures," Risk Analysis, John Wiley & Sons, vol. 36(1), pages 30-48, January.
  26. 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.
  27. Abbygail Jaccard & Lise Retat & Martin Brown & Laura Webber & Zaid Chalabi, 2018. "Global Sensitivity Analysis of a Model Simulating an Individual’s Health State through Their Lifetime," International Journal of Microsimulation, International Microsimulation Association, vol. 11(3), pages 100-121.
  28. Xiaoyan Zhu & Way Kuo, 2014. "Importance measures in reliability and mathematical programming," Annals of Operations Research, Springer, vol. 212(1), pages 241-267, January.
  29. Xie, Xiangzhong & Schenkendorf, René & Krewer, Ulrike, 2019. "Efficient sensitivity analysis and interpretation of parameter correlations in chemical engineering," Reliability Engineering and System Safety, Elsevier, vol. 187(C), pages 159-173.
  30. H. Heitsch & H. Leövey & W. Römisch, 2016. "Are Quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?," Computational Optimization and Applications, Springer, vol. 65(3), pages 567-603, December.
  31. Song, Shufang & Zhou, Tong & Wang, Lu & Kucherenko, Sergei & Lu, Zhenzhou, 2019. "Derivative-based new upper bound of Sobol’ sensitivity measure," Reliability Engineering and System Safety, Elsevier, vol. 187(C), pages 142-148.
  32. Pannier, S. & Graf, W., 2015. "Sectional global sensitivity measures," Reliability Engineering and System Safety, Elsevier, vol. 134(C), pages 110-117.
  33. Borgonovo, Emanuele & Rabitti, Giovanni, 2023. "Screening: From tornado diagrams to effective dimensions," European Journal of Operational Research, Elsevier, vol. 304(3), pages 1200-1211.
  34. 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.
  35. 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.
  36. Paleari, Livia & Movedi, Ermes & Zoli, Michele & Burato, Andrea & Cecconi, Irene & Errahouly, Jabir & Pecollo, Eleonora & Sorvillo, Carla & Confalonieri, Roberto, 2021. "Sensitivity analysis using Morris: Just screening or an effective ranking method?," Ecological Modelling, Elsevier, vol. 455(C).
  37. Borgonovo, Emanuele & Plischke, Elmar & Rabitti, Giovanni, 2024. "The many Shapley values for explainable artificial intelligence: A sensitivity analysis perspective," European Journal of Operational Research, Elsevier, vol. 318(3), pages 911-926.
  38. 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.
  39. Lu, Xing & O'Neill, Zheng & Li, Yanfei & Niu, Fuxin, 2020. "A novel simulation-based framework for sensor error impact analysis in smart building systems: A case study for a demand-controlled ventilation system," Applied Energy, Elsevier, vol. 263(C).
  40. 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.
  41. Wei, Pengfei & Lu, Zhenzhou & Yuan, Xiukai, 2013. "Monte Carlo simulation for moment-independent sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 110(C), pages 60-67.
  42. Floreale, Giovanni & Baraldi, Piero & Lu, Xuefei & Rossetti, Paolo & Zio, Enrico, 2024. "Sensitivity analysis by differential importance measure for unsupervised fault diagnostics," Reliability Engineering and System Safety, Elsevier, vol. 243(C).
  43. Lamboni, Matieyendou & Kucherenko, Sergei, 2021. "Multivariate sensitivity analysis and derivative-based global sensitivity measures with dependent variables," Reliability Engineering and System Safety, Elsevier, vol. 212(C).
  44. 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.
  45. 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.
  46. Nogal, M. & Nogal, A., 2021. "Sensitivity method for extreme-based engineering problems," Reliability Engineering and System Safety, Elsevier, vol. 216(C).
  47. 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.
  48. Matieyendou Lamboni, 2025. "Optimal ANOVA-Based Emulators of Models With(out) Derivatives," Stats, MDPI, vol. 8(1), pages 1-27, March.
  49. 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).
  50. 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.
  51. Konakli, Katerina & Sudret, Bruno, 2016. "Global sensitivity analysis using low-rank tensor approximations," Reliability Engineering and System Safety, Elsevier, vol. 156(C), pages 64-83.
  52. 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.
  53. 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.
  54. 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.
  55. Chengxiang Zhuge & Chunfu Shao, 2018. "Agent-Based Modelling of Locating Public Transport Facilities for Conventional and Electric Vehicles," Networks and Spatial Economics, Springer, vol. 18(4), pages 875-908, December.
  56. Lamboni, Matieyendou, 2020. "Derivative-based generalized sensitivity indices and Sobol’ indices," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 170(C), pages 236-256.
  57. Liu, Fuchao & Wei, Pengfei & Tang, Chenghu & Wang, Pan & Yue, Zhufeng, 2019. "Global sensitivity analysis for multivariate outputs based on multiple response Gaussian process model," Reliability Engineering and System Safety, Elsevier, vol. 189(C), pages 287-298.
  58. Pengfei Wei & Zhenzhou Lu & Jingwen Song, 2014. "Moment‐Independent Sensitivity Analysis Using Copula," Risk Analysis, John Wiley & Sons, vol. 34(2), pages 210-222, February.
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