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Random balance designs for the estimation of first order global sensitivity indices

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Cited by:

  1. Song, Xiaodong & Bryan, Brett A. & Almeida, Auro C. & Paul, Keryn I. & Zhao, Gang & Ren, Yin, 2013. "Time-dependent sensitivity of a process-based ecological model," Ecological Modelling, Elsevier, vol. 265(C), pages 114-123.
  2. Jung, WoongHee & Taflanidis, Alexandros A., 2023. "Efficient global sensitivity analysis for high-dimensional outputs combining data-driven probability models and dimensionality reduction," Reliability Engineering and System Safety, Elsevier, vol. 231(C).
  3. 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.
  4. Kieran Alden & Mark Read & Jon Timmis & Paul S Andrews & Henrique Veiga-Fernandes & Mark Coles, 2013. "Spartan : A Comprehensive Tool for Understanding Uncertainty in Simulations of Biological Systems," PLOS Computational Biology, Public Library of Science, vol. 9(2), pages 1-9, February.
  5. Vuillod, Bruno & Montemurro, Marco & Panettieri, Enrico & Hallo, Ludovic, 2023. "A comparison between Sobol’s indices and Shapley’s effect for global sensitivity analysis of systems with independent input variables," Reliability Engineering and System Safety, Elsevier, vol. 234(C).
  6. 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.
  7. 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.
  8. Plischke, Elmar, 2010. "An effective algorithm for computing global sensitivity indices (EASI)," Reliability Engineering and System Safety, Elsevier, vol. 95(4), pages 354-360.
  9. Hu, Zhen & Mahadevan, Sankaran, 2019. "Probability models for data-Driven global sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 187(C), pages 40-57.
  10. 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.
  11. María del Carmen Bas & Stefano Tarantola & José Miguel Carot & Andrea Conchado, 2017. "Sensitivity Analysis: A Necessary Ingredient for Measuring the Quality of a Teaching Activity Index," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 131(3), pages 931-946, April.
  12. Spiessl, Sabine M. & Kucherenko, Sergei & Becker, Dirk-A. & Zaccheus, Oluyemi, 2019. "Higher-order sensitivity analysis of a final repository model with discontinuous behaviour using the RS-HDMR meta-modeling approach," Reliability Engineering and System Safety, Elsevier, vol. 187(C), pages 149-158.
  13. Xu, Chonggang & Gertner, George Z., 2009. "Uncertainty analysis of transient population dynamics," Ecological Modelling, Elsevier, vol. 220(3), pages 283-293.
  14. Kucherenko, S. & Delpuech, B. & Iooss, B. & Tarantola, S., 2015. "Application of the control variate technique to estimation of total sensitivity indices," Reliability Engineering and System Safety, Elsevier, vol. 134(C), pages 251-259.
  15. Zhang, Xufang & Pandey, Mahesh D., 2014. "An effective approximation for variance-based global sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 121(C), pages 164-174.
  16. Kucherenko, S. & Song, S., 2017. "Different numerical estimators for main effect global sensitivity indices," Reliability Engineering and System Safety, Elsevier, vol. 165(C), pages 222-238.
  17. Saideep Nannapaneni & Sankaran Mahadevan & Abhishek Dubey & Yung-Tsun Tina Lee, 2021. "Online monitoring and control of a cyber-physical manufacturing process under uncertainty," Journal of Intelligent Manufacturing, Springer, vol. 32(5), pages 1289-1304, June.
  18. Gatelli, D. & Kucherenko, S. & Ratto, M. & Tarantola, S., 2009. "Calculating first-order sensitivity measures: A benchmark of some recent methodologies," Reliability Engineering and System Safety, Elsevier, vol. 94(7), pages 1212-1219.
  19. 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.
  20. 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.
  21. Chen, Xin & Molina-Cristóbal, Arturo & Guenov, Marin D. & Riaz, Atif, 2019. "Efficient method for variance-based sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 181(C), pages 97-115.
  22. Lo Piano, Samuele & Ferretti, Federico & Puy, Arnald & Albrecht, Daniel & Saltelli, Andrea, 2021. "Variance-based sensitivity analysis: The quest for better estimators and designs between explorativity and economy," Reliability Engineering and System Safety, Elsevier, vol. 206(C).
  23. Kapusuzoglu, Berkcan & Mahadevan, Sankaran, 2021. "Information fusion and machine learning for sensitivity analysis using physics knowledge and experimental data," Reliability Engineering and System Safety, Elsevier, vol. 214(C).
  24. Wan, Zhiqiang & Wang, Silong & Wu, Ziyan & Wang, Xiuli, 2025. "Dimension-independent single-loop Monte Carlo simulation method for estimate of Sobol’ indices in variance-based sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 263(C).
  25. Xu, Chonggang & Gertner, George, 2011. "Understanding and comparisons of different sampling approaches for the Fourier Amplitudes Sensitivity Test (FAST)," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 184-198, January.
  26. Maume-Deschamps, Véronique & Niang, Ibrahima, 2018. "Estimation of quantile oriented sensitivity indices," Statistics & Probability Letters, Elsevier, vol. 134(C), pages 122-127.
  27. 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.
  28. Mara, Thierry A. & Tarantola, Stefano, 2012. "Variance-based sensitivity indices for models with dependent inputs," Reliability Engineering and System Safety, Elsevier, vol. 107(C), pages 115-121.
  29. Borgonovo, Emanuele & Plischke, Elmar, 2016. "Sensitivity analysis: A review of recent advances," European Journal of Operational Research, Elsevier, vol. 248(3), pages 869-887.
  30. Li, Chenzhao & Mahadevan, Sankaran, 2016. "An efficient modularized sample-based method to estimate the first-order Sobol׳ index," Reliability Engineering and System Safety, Elsevier, vol. 153(C), pages 110-121.
  31. Mara, Thierry Alex, 2009. "Extension of the RBD-FAST method to the computation of global sensitivity indices," Reliability Engineering and System Safety, Elsevier, vol. 94(8), pages 1274-1281.
  32. Mirko Ginocchi & Ferdinanda Ponci & Antonello Monti, 2021. "Sensitivity Analysis and Power Systems: Can We Bridge the Gap? A Review and a Guide to Getting Started," Energies, MDPI, vol. 14(24), pages 1-59, December.
  33. Paolo Paruolo & Michaela Saisana & Andrea Saltelli, 2013. "Ratings and rankings: voodoo or science?," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 176(3), pages 609-634, June.
  34. Guus ten Broeke & George van Voorn & Arend Ligtenberg, 2016. "Which Sensitivity Analysis Method Should I Use for My Agent-Based Model?," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 19(1), pages 1-5.
  35. 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.
  36. Zhai, Qingqing & Yang, Jun & Zhao, Yu, 2014. "Space-partition method for the variance-based sensitivity analysis: Optimal partition scheme and comparative study," Reliability Engineering and System Safety, Elsevier, vol. 131(C), pages 66-82.
  37. Xu, Chonggang & Gertner, George Zdzislaw, 2008. "A general first-order global sensitivity analysis method," Reliability Engineering and System Safety, Elsevier, vol. 93(7), pages 1060-1071.
  38. Xue-ping Chen & Jin-Guan Lin & Xiao-di Wang & Xing-fang Huang, 2015. "Further results on orthogonal arrays for the estimation of global sensitivity indices based on alias matrix," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 24(3), pages 411-426, September.
  39. Rahman, Sharif, 2011. "Global sensitivity analysis by polynomial dimensional decomposition," Reliability Engineering and System Safety, Elsevier, vol. 96(7), pages 825-837.
  40. 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.
  41. Allaire, Douglas L. & Willcox, Karen E., 2012. "A variance-based sensitivity index function for factor prioritization," Reliability Engineering and System Safety, Elsevier, vol. 107(C), pages 107-114.
  42. Marrel, Amandine & Iooss, Bertrand & Laurent, Béatrice & Roustant, Olivier, 2009. "Calculations of Sobol indices for the Gaussian process metamodel," Reliability Engineering and System Safety, Elsevier, vol. 94(3), pages 742-751.
  43. Goda, Takashi, 2021. "A simple algorithm for global sensitivity analysis with Shapley effects," Reliability Engineering and System Safety, Elsevier, vol. 213(C).
  44. Azzini, Ivano & Rosati, Rossana, 2021. "Sobol’ main effect index: an Innovative Algorithm (IA) using Dynamic Adaptive Variances," Reliability Engineering and System Safety, Elsevier, vol. 213(C).
  45. Alexander Vasiliev & Dimitri Rochman & Marco Pecchia & Hakim Ferroukhi, 2016. "Exploring Stochastic Sampling in Nuclear Data Uncertainties Assessment for Reactor Physics Applications and Validation Studies," Energies, MDPI, vol. 9(12), pages 1-18, December.
  46. Heredia, María Belén & Prieur, Clémentine & Eckert, Nicolas, 2021. "Nonparametric estimation of aggregated Sobol’ indices: Application to a depth averaged snow avalanche model," Reliability Engineering and System Safety, Elsevier, vol. 212(C).
  47. 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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