An efficient method for estimating global sensitivity indices

作者：Yun, Wanying; Lu, Zhenzhou^*; Jiang, Xian; Liu, Shiyu

来源：International Journal for Numerical Methods in Engineering, 2016, 108(11): 1275-1289.

DOI：10.1002/nme.5249

• variance-based sensitivity index
• failure probability-based sensitivity index
• maximum entropy theory
• Nataf transformation

An efficient method is proposed to estimate the first-order global sensitivity indices based on failure probability and variance by using maximum entropy theory and Nataf transformation. The computational cost of this proposed method is quite small, and the proposed method can efficiently overcome the 'dimensional curse' due to dimensional reduction technique. Ideas for the estimation of higher-order sensitivity indices are discussed.

• 出版日期2016-12-14
• 单位西北工业大学