Use of Sobol's Quasirandom Sequence Generator for Integration of Modified Uncertainty Importance Measure
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Summary
A more effective sampling algorithm, based on Sobol's quasirandom generator is suggested, which makes HIM* impracticable for systems with large number of uncertain parameters.
- Type
- article
- Published
- 1995-11-25
- Cited by
- 41
- References
- 14
- Access
- Open access
- OpenAlex
- https://openalex.org/W2012551719
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:58898170
Keywords
Sobol sequence, Sensitivity (control systems), Computer science, Measure (data warehouse), Generator (circuit theory)
References
- Sensitivity analysis of model output: an investigation of new techniques
- Sensitivity analysis for model output: performance of black box techniques on three international benchmark exercises
- A Robust Measure of Uncertainty Importance for Use in Fault Tree System Analysis
- Nonlinear sensitivity analysis of multiparameter model systems
- On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
- Sensitivity analysis of a chemical mechanism for aqueous‐phase atmospheric chemistry
- Uncertainty and sensitivity analysis techniques for use in performance assessment for radioactive waste disposal
- Uniformly distributed sequences with an additional uniform property
- Rank correlation plots for use with correlated input variables
- Non-parametric statistics in sensitivity analysis for model output: A comparison of selected techniques
- On the distribution of points in a cube and the approximate evaluation of integrals
- Algorithm 659
- Quasi-Monte Carlo methods
- Quasi-Monte Carlo methods and pseudo-random numbers
- Nonlinear sensitivity analysis of multiparameter model systems
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- Contributions à l'analyse de sensibilité et à l'analyse discriminante généralisée
- Winding Stairs: A sampling tool to compute sensitivity indices
- Monte Carlo integration with quasi-random numbers: experience with discontinuous integrands
- A new uncertainty importance measure
- Sensitivity analysis for volcanic source modeling quality assessment and model selection
- Measuring Uncertainty Importance: Investigation and Comparison of Alternative Approaches
- A systematic framework for effective uncertainty assessment of severe accident calculations; Hybrid qualitative and quantitative methodology
- A new computational method of a moment-independent uncertainty importance measure
- Importance measures in global sensitivity analysis of nonlinear models
- Variance decomposition of the seismic response of structures
- Uncertainty Analysis Plus Importance in Severe Accident Calculations: Quantitative Evaluation of Important Parameters
- An uncertainty importance measure using a distance metric for the change in a cumulative distribution function
- Random balance designs for the estimation of first order global sensitivity indices
- A New Importance Measure for Sensitivity Analysis
- Variance-based sensitivity analysis of model outputs using surrogate models
- Sensitivity analysis in presence of model uncertainty and correlated inputs
- Polynomial chaos expansions for uncertainty propagation and moment independent sensitivity analysis of seawater intrusion simulations
- Probabilistic exposure analysis for chemical risk characterization.
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