메뉴 건너뛰기




Volumn 51, Issue 10, 2013, Pages 2319-2334

Entropy-based importance measure for uncertain model inputs

Author keywords

[No Author keywords available]

Indexed keywords

ENGINEERING APPLICATIONS; GLOBAL SENSITIVITY; IMPORTANCE MEASURE; INPUT UNCERTAINTY; MATHEMATICAL PROPERTIES; PROBABILISTIC RISK ASSESSMENT; REGION OF INTEREST; UNCERTAIN MODELING;

EID: 84886038851     PISSN: 00011452     EISSN: None     Source Type: Journal    
DOI: 10.2514/1.J051669     Document Type: Article
Times cited : (27)

References (39)
  • 1
    • 84952096573 scopus 로고
    • Factorial sampling plans for preliminary computational experiments
    • doi:10.1080/00401706.1991.10484804
    • Morris, M. D., "Factorial Sampling Plans For Preliminary Computational Experiments," Technometrics, Vol. 33, No. 2, 1991, pp. 161-174. doi:10.1080/00401706.1991.10484804
    • (1991) Technometrics , vol.33 , Issue.2 , pp. 161-174
    • Morris, M.D.1
  • 2
    • 0032632420 scopus 로고    scopus 로고
    • Statistical analyses of scatterplots to identify important factors in large-scale simulations, 1: Reviewand comparison of techniques
    • doi:10.1016/S0951-8320(98)00091-X
    • Kleijnen, J. P. C., and Helton, J. C., "Statistical Analyses of Scatterplots to Identify Important Factors in Large-Scale Simulations, 1: Reviewand Comparison of Techniques," Reliability Engineering and System Safety, Vol. 65, No. 2, 1999, pp. 147-185. doi:10.1016/S0951-8320(98)00091-X
    • (1999) Reliability Engineering and System Safety , vol.65 , Issue.2 , pp. 147-185
    • Kleijnen, J.P.C.1    Helton, J.C.2
  • 3
    • 1642615908 scopus 로고    scopus 로고
    • Graphical methods
    • edited by Saltelli, A., Chan, K., and Scott, E. M., Wiley, New York
    • Cooke, R. M., and van Noortwijk, J. M., "Graphical Methods," Sensitivity Analysis, edited by Saltelli, A., Chan, K., and Scott, E. M., Wiley, New York, 2000, pp. 245-264.
    • (2000) Sensitivity Analysis , pp. 245-264
    • Cooke, R.M.1    Van Noortwijk, J.M.2
  • 4
    • 33745727561 scopus 로고    scopus 로고
    • Survey of sampling-based methods for uncertainty and sensitivity analysis
    • doi:10.1016/j.ress.2005.11.017
    • Helton, J. C., Johnson, J. D., Sallaberry, C. J., and Storlie, C. B., "Survey of Sampling-Based Methods for Uncertainty and Sensitivity Analysis," Reliability Engineering and System Safety, Vol. 91, Nos. 10-11, 2006, pp. 1175-1209. doi:10.1016/j.ress.2005.11.017
    • (2006) Reliability Engineering and System Safety , vol.91 , Issue.10-11 , pp. 1175-1209
    • Helton, J.C.1    Johnson, J.D.2    Sallaberry, C.J.3    Storlie, C.B.4
  • 5
    • 0000760143 scopus 로고
    • Sensitivity analysis for nonlinear mathematical models
    • (in Russian)
    • Sobol, I. M., "Sensitivity Analysis for Nonlinear Mathematical Models," Mathematical Modeling and Computational Experiment, Vol. 1, No. 4, 1993, pp. 407-414 (in Russian).
    • (1993) Mathematical Modeling and Computational Experiment , vol.1 , Issue.4 , pp. 407-414
    • Sobol, I.M.1
  • 6
    • 0033079533 scopus 로고    scopus 로고
    • A quantitative model- independent method for global sensitivity analysis of model output
    • doi:10.1080/00401706.1999.10485594
    • Saltelli, A., Tarantola, S., and Chan, K. P.-S., "A Quantitative Model- Independent Method for Global Sensitivity Analysis of Model Output," Technometrics, Vol. 41, No. 1, 1999, pp. 39-56. doi:10.1080/00401706.1999. 10485594
    • (1999) Technometrics , vol.41 , Issue.1 , pp. 39-56
    • Saltelli, A.1    Tarantola, S.2    Chan, K.P.-S.3
  • 7
    • 33846350926 scopus 로고    scopus 로고
    • A new uncertainty importance measure
    • DOI 10.1016/j.ress.2006.04.015, PII S0951832006000883
    • Borgonovo, E., "A New Uncertainty Importance Measure," Reliability Engineering and System Safety, Vol. 92, No. 6, 2007, pp. 771-784. doi:10.1016/j.ress.2006.04.015 (Pubitemid 46135960)
    • (2007) Reliability Engineering and System Safety , vol.92 , Issue.6 , pp. 771-784
    • Borgonovo, E.1
  • 8
    • 33750172875 scopus 로고    scopus 로고
    • Measuring uncertainty importance: Investigation and comparison of alternative approaches
    • DOI 10.1111/j.1539-6924.2006.00806.x
    • Borgonovo, E., "Measuring Uncertainty Importance: Investigation and Comparison of Alternative Approaches," Risk Analysis, Vol. 26, No. 5, 2006, pp. 1349-1361. doi:10.1111/risk.2006.26.issue-5 (Pubitemid 44599402)
    • (2006) Risk Analysis , vol.26 , Issue.5 , pp. 1349-1361
    • Borgonovo, E.1
  • 9
    • 79952377433 scopus 로고    scopus 로고
    • Moment independent importance measures: New results and analytical test cases
    • doi:10.1111/j.1539-6924.2010.01519.x
    • Borgonovo, E., Castaings,W., and Tarantola, S., "Moment Independent Importance Measures: New Results and Analytical Test Cases," Risk Analysis, Vol. 31, No. 3, 2011, pp. 404-428. doi:10.1111/j.1539-6924.2010.01519.x
    • (2011) Risk Analysis , vol.31 , Issue.3 , pp. 404-428
    • Castaings, W.B.E.1    Tarantola, S.2
  • 10
    • 84861678317 scopus 로고    scopus 로고
    • Sampling strategies in density-based sensitivity analysis
    • Dec., doi:10.1016/j.envsoft.2012.04.017
    • Castaings, W., Borgonovo, E., Morris, M. D., and Tarantola, S., "Sampling Strategies in Density-Based Sensitivity Analysis," Environmental Modelling and Software, Vol. 38, Dec. 2012, pp. 13-26. doi:10.1016/j.envsoft.2012.04.017
    • (2012) Environmental Modelling and Software , vol.38 , pp. 13-26
    • Castaings, W.1    Borgonovo, E.2    Morris, M.D.3    Tarantola, S.4
  • 11
    • 84859106886 scopus 로고    scopus 로고
    • Emulators in moment independent sensitivity analysis: An application to environmental modelling
    • June, doi:10.1016/j.envsoft.2011.06.006
    • Borgonovo, E., Castaings,W., and Tarantola, S., "Emulators in Moment Independent Sensitivity Analysis: An Application to Environmental Modelling," Environmental Modelling and Software, Vol. 34, June 2012, pp. 105-115. doi:10.1016/j.envsoft.2011.06.006
    • (2012) Environmental Modelling and Software , vol.34 , pp. 105-115
    • Borgonovo, E.1    Castaings, W.2    Tarantola, S.3
  • 12
    • 63749122391 scopus 로고    scopus 로고
    • A new computational method of a moment-independent uncertainty importance measure
    • doi:10.1016/j.ress.2008.10.005
    • Qiao, L., and Toshimitsu, H., "A New Computational Method of a Moment-Independent Uncertainty Importance Measure," Reliability Engineering and System Safety, Vol. 94, No. 7, 2009, pp. 1205-1211. doi:10.1016/j.ress. 2008.10.005
    • (2009) Reliability Engineering and System Safety , vol.94 , Issue.7 , pp. 1205-1211
    • Qiao, L.1    Toshimitsu, H.2
  • 13
    • 0028751463 scopus 로고
    • A new approach for measuring uncertainty importance and distributional sensitivity in probabilistic safety assessment
    • doi:10.1016/0951-8320(94)90119-8
    • Park, C. K., and Ahn, K. I., "A New Approach for Measuring Uncertainty Importance and Distributional Sensitivity in Probabilistic Safety Assessment," Reliability Engineering and System Safety,Vol. 46, No. 3, 1994, pp. 253-261. doi:10.1016/0951-8320(94)90119-8
    • (1994) Reliability Engineering and System Safety , vol.46 , Issue.3 , pp. 253-261
    • Park, C.K.1    Ahn, K.I.2
  • 14
    • 33645906277 scopus 로고    scopus 로고
    • Relative entropy based method for probabilistic sensitivity analysis in engineering design
    • doi:10.1115/1.2159025
    • Liu, H., Chen,W., and Sudjianto, A., "Relative Entropy Based Method for Probabilistic Sensitivity Analysis in Engineering Design," Journal of Mechanical Design, Vol. 128, No. 2, 2006, pp. 326-336. doi:10.1115/1.2159025
    • (2006) Journal of Mechanical Design , vol.128 , Issue.2 , pp. 326-336
    • Liu, H.1    Chen, W.2    Sudjianto, A.3
  • 15
    • 0031982786 scopus 로고    scopus 로고
    • Sensitivity analysis and the expected value of perfect information
    • DOI 10.1177/0272989X9801800117
    • Felli, J. C, and Hazen, G., "Sensitivity Analysis and the ExpectedValue of Perfect Information," Medical Decision Making,Vol. 18, No. 1, 1998, pp. 95-109. doi:10.1177/0272989X9801800117 (Pubitemid 28041646)
    • (1998) Medical Decision Making , vol.18 , Issue.1 , pp. 95-109
    • Felli, J.C.1    Hazen, G.B.2
  • 16
    • 0022597993 scopus 로고
    • Probabilistic analysis of decision trees using Monte Carlo simulation
    • Critchfield, G. G., and Willard, K. E., "Probabilistic Analysis of Decision Trees Using Monte Carlo Simulation," Medical Decision Making, Vol. 6, No. 2, 1986, pp. 85-92. doi:10.1177/0272989X8600600205 (Pubitemid 16121227)
    • (1986) Medical Decision Making , vol.6 , Issue.2 , pp. 85-92
    • Critchfield, G.C.1    Willard, K.E.2
  • 17
    • 0022740161 scopus 로고
    • Probabilistic analysis methods for general decision models
    • doi:10.1016/0010-4809(86)90020-0
    • Critchfield, G. G., Willard, K. E., and Connelly, D. P., "Probabilistic Analysis Methods for General Decision Models," Computers and Biomedical Research, Vol. 19, No. 3, 1986, pp. 254-265. doi:10.1016/0010-4809(86)90020-0
    • (1986) Computers and Biomedical Research , vol.19 , Issue.3 , pp. 254-265
    • Critchfield, G.G.1    Willard, K.E.2    Connelly, D.P.3
  • 18
    • 34548585030 scopus 로고    scopus 로고
    • Multiple predictor smoothing methods for sensitivity analysis: Description of techniques
    • DOI 10.1016/j.ress.2006.10.012, PII S0951832006002316
    • Storlie, C. B., and Helton, J. C., "Multiple Predictor Smoothing Methods for Sensitivity Analysis: Description of Techniques," Reliability Engineering and System Safety, Vol. 93, No. 1, 2008, pp. 28-54. doi:10.1016/j.ress.2006.10.012 (Pubitemid 47391224)
    • (2008) Reliability Engineering and System Safety , vol.93 , Issue.1 , pp. 28-54
    • Storlie, C.B.1    Helton, J.C.2
  • 19
    • 67949092696 scopus 로고    scopus 로고
    • Implementation and evaluation of nonparametric regression procedures for sensitivity analysis of computationally demanding models
    • doi:10.1016/j.ress.2009.05.007
    • Storlie, C. B., Swiler, L. P., Helton, J. C., and Sallaberry, C. J., "Implementation and Evaluation of Nonparametric Regression Procedures for Sensitivity Analysis of Computationally Demanding Models," Reliability Engineering and System Safety, Vol. 94, No. 11, 2009, pp. 1735-1763. doi:10.1016/j.ress.2009.05.007
    • (2009) Reliability Engineering and System Safety , vol.94 , Issue.11 , pp. 1735-1763
    • Storlie, C.B.1    Swiler, L.P.2    Helton, J.C.3    Sallaberry, C.J.4
  • 21
    • 84866314958 scopus 로고    scopus 로고
    • Development of a localized probabilistic sensitivity method to determine random variable regional importance
    • doi:10.1016/j.ress.2011.04.003
    • Millwater, H., Singh, G., and Cortina, M., "Development of a Localized Probabilistic Sensitivity Method to Determine Random Variable Regional Importance," Reliability Engineering and System Safety, Vol. 107, 2012, pp. 3-15. doi:10.1016/j.ress.2011.04.003
    • (2012) Reliability Engineering and System Safety , vol.107 , pp. 3-15
    • Millwater, H.1    Singh, G.2    Cortina, M.3
  • 22
    • 84856043672 scopus 로고
    • A mathematical theory of communication
    • 623-656. doi:10.1145/584091.584093
    • Shannon, C. E., "A Mathematical Theory of Communication," The Bell System Technical Journal, Vol. 27, 1948, pp. 379-423, 623-656. doi:10.1145/584091.584093
    • (1948) The Bell System Technical Journal , vol.27 , pp. 379-423
    • Shannon . C, E.1
  • 25
    • 0035041285 scopus 로고    scopus 로고
    • Maximum entropy approach for modeling random uncertainties in transient elastodynamics
    • doi:10.1121/1.1360716
    • Soize, C., "Maximum Entropy Approach for Modeling Random Uncertainties in Transient Elastodynamics," Journal of the Acoustic Society of America, Vol. 109, No. 5, 2001, pp. 1979-1996. doi:10.1121/1.1360716
    • (2001) Journal of the Acoustic Society of America , vol.109 , Issue.5 , pp. 1979-1996
    • Soize, C.1
  • 26
    • 0003260456 scopus 로고
    • Density estimation for statistics and data analysis
    • Chapman and Hall, London
    • Silverman, B., "Density Estimation for Statistics and Data Analysis," Monographs on Statistics and Applied Probability, Chapman and Hall, London, 1986, pp. 13-19.
    • (1986) Monographs on Statistics and Applied Probability , pp. 13-19
    • Silverman, B.1
  • 27
    • 0001367156 scopus 로고
    • Saddlepoint approximation in statistics
    • doi:10.1214/aoms/1177728652
    • Daniels, H. E., "Saddlepoint Approximation in Statistics," Annals of Mathematical Statistics, Vol. 25, No. 4, 1954, pp. 631-650. doi:10.1214/aoms/1177728652
    • (1954) Annals of Mathematical Statistics , vol.25 , Issue.4 , pp. 631-650
    • Daniels, H.E.1
  • 28
    • 3042691241 scopus 로고    scopus 로고
    • The first order saddlepoint approximation for reliability analysis
    • doi:10.2514/1.3877
    • Du, X., and Sudjianto, A., "The First Order Saddlepoint Approximation for Reliability Analysis," AIAA Journal, Vol. 42, No. 6, 2004, pp. 1199-1207. doi:10.2514/1.3877
    • (2004) AIAA Journal , vol.42 , Issue.6 , pp. 1199-1207
    • Du, X.1    Sudjianto, A.2
  • 29
    • 64249103991 scopus 로고    scopus 로고
    • A method for fitting probability distributions to engineering properties of rock masses using legendre orthogonal polynomials
    • doi:10.1016/j.strusafe.2008.05.001
    • Li, X. B., and Gong, F. Q., "A Method for Fitting Probability Distributions to Engineering Properties of Rock Masses Using Legendre Orthogonal Polynomials," Structural Safety, Vol. 31, No. 4, 2009, pp. 335-343. doi:10.1016/j.strusafe.2008.05.001
    • (2009) Structural Safety , vol.31 , Issue.4 , pp. 335-343
    • Li, X.B.1    Gong, F.Q.2
  • 30
    • 84908824131 scopus 로고
    • Oversmoothed nonparametric density estimates
    • doi:10.2307/2288074
    • Terrell, G. R., and Scott, D.W., "Oversmoothed Nonparametric Density Estimates," Journal of the American Statistical Association, Vol. 80, No. 389, 1985, pp. 209-214. doi:10.2307/2288074
    • (1985) Journal of the American Statistical Association , vol.80 , Issue.389 , pp. 209-214
    • Terrell, G.R.1    Scott, D.W.2
  • 32
    • 0030335917 scopus 로고    scopus 로고
    • Nonparametric importance sampling
    • doi:10.2307/2291743
    • Zhang, P., "Nonparametric Importance Sampling," Journal of the American Statistical Association, Vol. 91, No. 435, 1996, pp. 1245-1253. doi:10.2307/2291743
    • (1996) Journal of the American Statistical Association , vol.91 , Issue.435 , pp. 1245-1253
    • Zhang, P.1
  • 33
    • 52749096320 scopus 로고    scopus 로고
    • Application of low-discrepancy sampling method in structural reliability analysis
    • doi:10.1016/j.strusafe.2008.03.001
    • Dai, H., and Wang, W., "Application of Low-Discrepancy Sampling Method in Structural Reliability Analysis," Structural Safety, Vol. 31, No. 1, 2009, pp. 55-64. doi:10.1016/j.strusafe.2008.03.001
    • (2009) Structural Safety , vol.31 , Issue.1 , pp. 55-64
    • Dai, H.1    Wang, W.2
  • 34
    • 0018468345 scopus 로고
    • Comparison of three methods for selecting values of input variables in the analysis of output from a computer code
    • McKay, M. D., Beckman, R. J., and Conover,W. J., "A Comparison of Three Methods for SelectingValues of InputVariables in the Analysis of Output from a Computer Code," Technometrics, Vol. 21, No. 2, 1979, pp. 239-245. doi:10.2307/1268522 (Pubitemid 9452235)
    • (1979) Technometrics , vol.21 , Issue.2 , pp. 239-245
    • McKay, M.D.1    Beckman, R.J.2    Conover, W.J.3
  • 35
    • 0038476492 scopus 로고    scopus 로고
    • Latin hypercube sampling and the propagation of uncertainty in analyses of complex systems
    • doi:10.1016/S0951-8320(03)00058-9
    • Helton, J. C., and Davis, F. J., "Latin Hypercube Sampling and the Propagation of Uncertainty in Analyses of Complex Systems," Reliability Engineering and System Safety, Vol. 81, No. 1, 2003, pp. 23-69. doi:10.1016/S0951-8320(03)00058-9
    • (2003) Reliability Engineering and System Safety , vol.81 , Issue.1 , pp. 23-69
    • Helton, J.C.1    Davis, F.J.2
  • 37
    • 84886023965 scopus 로고    scopus 로고
    • [retrieved June 2011]
    • Carter, T., "Information Theory and Entropy," 2011, pp. 18-19, http:// astarte.csustan.edu/~tom/SFI-CSSS [retrieved June 2011].
    • (2011) Information Theory and Entropy , pp. 18-19
    • Carter, T.1
  • 38
    • 0034563659 scopus 로고    scopus 로고
    • An uncertainty importance measure using a distance metric for the change in a cumulative distribution function
    • doi:10.1016/S0951-8320(00)00068-5
    • Chun, M. H., Han, S. J., and Tak, N. I., "An Uncertainty Importance Measure Using a Distance Metric for the Change in a Cumulative Distribution Function," Reliability Engineering and System Safety, Vol. 70, No. 3, 2000, pp. 313-321. doi:10.1016/S0951-8320(00)00068-5
    • (2000) Reliability Engineering and System Safety , vol.70 , Issue.3 , pp. 313-321
    • Chun, M.H.1    Han, S.J.2    Tak, N.I.3
  • 39
    • 0023306451 scopus 로고
    • A matrix-based approach to uncertainty and sensitivity analysis for fault trees
    • DOI 10.1111/j.1539-6924.1987.tb00966.x
    • Iman, R. L., "A Matrix-Based Approach to Uncertainty and Sensitivity Analysis for Fault Trees," Risk Analysis, Vol. 7, No. 1, 1987, pp. 21-33. doi:10.1111/risk.1987.7.issue-1 (Pubitemid 17050580)
    • (1987) Risk Analysis , vol.7 , Issue.1 , pp. 21-33
    • Iman, R.L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.