کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1139533 1489409 2014 14 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Crossed-derivative based sensitivity measures for interaction screening
ترجمه فارسی عنوان
اندازه گیری حساسیت بر مبنای مشتق شده برای غربالگری متقابل
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی کنترل و سیستم های مهندسی
چکیده انگلیسی

Global sensitivity analysis is used to quantify the influence of input variables on a numerical model output. Sobol’ indices are now classical sensitivity measures. However their estimation requires a large number of model evaluations, especially when interaction effects are of interest. Derivative-based global sensitivity measures (DGSM) have recently shown their efficiency for the identification of non-influential inputs. In this paper, we define crossed DGSM, based on second-order derivatives of model output. By using a L2-Poincaré inequality, we provide a crossed-DGSM based maximal bound for the superset importance (i.e. total Sobol’ indices of an interaction between two inputs). In order to apply this result, we discuss how to estimate the Poincaré constant for various probability distributions. Several analytical and numerical tests show the performance of the bound and allow to develop a generic strategy for interaction screening.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Mathematics and Computers in Simulation - Volume 105, November 2014, Pages 105–118
نویسندگان
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