Distribution-based global sensitivity analysis using polynomial chaos expansions

Procedia - Social and Behavioral Sciences

Volumn 2, Issue 6, 2010, Pages 7625-7626

  Caniou, Y ^a,b   Sudret, B ^a,b  

^a UNIVERSITÉ CLERMONT AUVERGNE   (France)

^b now at Phimeca Engineering   (France)

Author keywords

correlated input variables; Global sensitivity analysis; importance measure; polynomial chaos expansion

Indexed keywords

EID: 77954994815     PISSN: 18770428     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1016/j.sbspro.2010.05.149     Document Type: Conference Paper

References (5)

1. A. Saltelli, S. Tarantola, F. Campolongo, M. Ratto, Sensitivity analysis in practice, John Wiley & Sons, Ltd, 2004.
2. G. Blatman, Adaptive sparse polynomial chaos expansions for uncertainty propagation and sensitivity Analysis, PhD thesis, Université Blaise Pascal - Clermont II, October 2009.
3. B. Efron, T. Hastie, I. Johnstone, and R. Tibshirani, Least angle regression, Annals of Statistics, 32:407-499, 2004.
4. B. Sudret, Global sensitivity analysis using polynomial chaos expansions, Reliability Engineering and System Safety, 93:964-979, 2008. (Pubitemid 351313888)
5. E. Borgonovo, A new uncertainty importance measure, Reliability Engineering and System Safety, 92:771-784, 2007.