Bias correction for the estimation of sensitivity indices based on random balance designs
| Autor: | Jean-Yves Tissot, Clémentine Prieur |
|---|---|
| Přispěvatelé: | Méthodes d'Analyse Stochastique des Codes et Traitements Numériques (GdR MASCOT-NUM), Centre National de la Recherche Scientifique (CNRS), Modelling, Observations, Identification for Environmental Sciences (MOISE), Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP )-Laboratoire Jean Kuntzmann (LJK), Université Pierre Mendès France - Grenoble 2 (UPMF)-Université Joseph Fourier - Grenoble 1 (UJF)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP )-Centre National de la Recherche Scientifique (CNRS)-Université Pierre Mendès France - Grenoble 2 (UPMF)-Université Joseph Fourier - Grenoble 1 (UJF)-Centre National de la Recherche Scientifique (CNRS)-Inria Grenoble - Rhône-Alpes, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria), ANR-09-COSI-0015,COSTA-BRAVA,Analyse de dynamiques spatio-temporelles complexes par réduction de modèle et analyses de sensibilité(2009), Inria Grenoble - Rhône-Alpes, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Laboratoire Jean Kuntzmann (LJK), Université Pierre Mendès France - Grenoble 2 (UPMF)-Université Joseph Fourier - Grenoble 1 (UJF)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP )-Centre National de la Recherche Scientifique (CNRS)-Université Pierre Mendès France - Grenoble 2 (UPMF)-Université Joseph Fourier - Grenoble 1 (UJF)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP )-Centre National de la Recherche Scientifique (CNRS) |
| Rok vydání: | 2012 |
| Předmět: |
Engineering
0211 other engineering and technologies 02 engineering and technology 01 natural sciences Industrial and Manufacturing Engineering 010104 statistics & probability symbols.namesake [MATH.MATH-GM]Mathematics [math]/General Mathematics [math.GM] Statistics Bias correction MSC : 49Q12 62J10 Sensitivity (control systems) 0101 mathematics Safety Risk Reliability and Quality Balance (metaphysics) Balance design Estimation [STAT.AP]Statistics [stat]/Applications [stat.AP] 021110 strategic defence & security studies business.industry Estimator Sensitivity indices RBD-FAST Amplitude Fourier transform Global sensitivity analysis symbols Random balance design business |
| Zdroj: | Reliability Engineering and System Safety Reliability Engineering and System Safety, Elsevier, 2012, 107, pp.205-213. ⟨10.1016/j.ress.2012.06.010⟩ Reliability Engineering and System Safety, 2012, 107, pp.205-213. ⟨10.1016/j.ress.2012.06.010⟩ |
| ISSN: | 0951-8320 1879-0836 |
| DOI: | 10.1016/j.ress.2012.06.010 |
| Popis: | Special Issue: SAMO 2010; International audience; In this paper, we present a general way to correct a positive bias which occurs in all the estimators in random balance design method (RBD) and in its hybrid version, RBD-FAST. Both these techniques derive from Fourier amplitude sensitivity test (FAST) and, as a consequence, are faced with most of its inherent issues. And up to now, one of these, the well-known problem of interferences, has always been ignored in RBD. After presenting in which way interferences lead to a positive bias in the estimator of first-order sensitivity indices in RBD, we explain how to overcome this issue. We then extend the bias correction method to the estimation of sensitivity indices of any order in RBD-FAST. We also give an economical strategy to estimate all the first-order and second-order sensitivity indices using RBD-FAST. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|
Full Text from ScienceDirect