On the possibility of utilizing Wiener-Hermite polynomial chaos expansion for global sensitivity analysis based on Cramér-von Mises Distance

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26110%2F19%3APU134477" target="_blank" >RIV/00216305:26110/19:PU134477 - isvavai.cz</a>

Result on the web

<a href="http://dx.doi.org/10.1109/QR2MSE46217.2019.9021206" target="_blank" >http://dx.doi.org/10.1109/QR2MSE46217.2019.9021206</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1109/QR2MSE46217.2019.9021206" target="_blank" >10.1109/QR2MSE46217.2019.9021206</a>

Result language

angličtina

Original language name

On the possibility of utilizing Wiener-Hermite polynomial chaos expansion for global sensitivity analysis based on Cramér-von Mises Distance

Original language description

A sensitivity analysis represents crucial part of uncertainty quantification. The paper is focused on global sensitivity analysis, specifically moment-independent importance measure based on Cramér-von Mises distance. This type of sensitivity analysis takes whole probability distribution of random variables into account in contrast to commonly used Sobol’ indices. It leads to more precise sensitivity analysis. Nevertheless, such a method is highly computationally demanding. Therefore, novel idea of utilization the polynomial chaos expansion for the estimation of conditional distributions is presented herein. The paper represents a pilot study of performance of such method using simple example.

Czech name

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Czech description

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Type

D - Article in proceedings

CEP classification

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OECD FORD branch

20102 - Construction engineering, Municipal and structural engineering

Project

<a href="/en/project/GA18-13212S" target="_blank" >GA18-13212S: Response surface and sensitivity analysis methods in stochastic computational mechanics (RESUS)</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year

2019

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection

Proceedings of 2019 International Conference on Quality, Reliability, Risk, Maintenance, and Safety Engineering, QR2MSE 2019

ISBN

978-172-811-427-9

ISSN

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e-ISSN

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Number of pages

9

Pages from-to

1-9

Publisher name

Neuveden

Place of publication

neuveden

Event location

Zhangjiajie, Hunan

Event date

Aug 6, 2019

Type of event by nationality

WRD - Celosvětová akce

UT code for WoS article

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