Global Sensitivity Analysis Based on Entropy: From Differential Entropy to Alternative Measures

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26110%2F21%3APU143151" target="_blank" >RIV/00216305:26110/21:PU143151 - isvavai.cz</a>

Result on the web

<a href="https://www.mdpi.com/1099-4300/23/6/778" target="_blank" >https://www.mdpi.com/1099-4300/23/6/778</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.3390/e23060778" target="_blank" >10.3390/e23060778</a>

Result language

angličtina

Original language name

Global Sensitivity Analysis Based on Entropy: From Differential Entropy to Alternative Measures

Original language description

Differential entropy can be negative, while discrete entropy is always non-negative. This article shows that negative entropy is a significant flaw when entropy is used as a sensitivity measure in global sensitivity analysis. Global sensitivity analysis based on differential entropy cannot have negative entropy, just as Sobol sensitivity analysis does not have negative variance. Entropy is similar to variance but does not have the same properties. An alternative sensitivity measure based on the approximation of the differential entropy using dome-shaped functionals with non-negative values is proposed in the article. Case studies have shown that new sensitivity measures lead to a rational structure of sensitivity indices with a significantly lower proportion of higher-order sensitivity indices compared to other types of distributional sensitivity analysis. In terms of the concept of sensitivity analysis, a decrease in variance to zero means a transition from the differential to discrete entropy. The form of this transition is an open question, which can be studied using other scientific disciplines. The search for new functionals for distributional sensitivity analysis is not closed, and other suitable sensitivity measures may be found.

Czech name

—

Czech description

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Type

J_imp - Article in a specialist periodical, which is included in the Web of Science database

CEP classification

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OECD FORD branch

10700 - Other natural sciences

Project

<a href="/en/project/GA20-01734S" target="_blank" >GA20-01734S: Probability oriented global sensitivity measures of structural reliability</a><br>

Continuities

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

Publication year

2021

Confidentiality

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

Name of the periodical

ENTROPY

ISSN

1099-4300

e-ISSN

—

Volume of the periodical

23

Issue of the periodical within the volume

6

Country of publishing house

CH - SWITZERLAND

Number of pages

16

Pages from-to

1-16

UT code for WoS article

000665299100001

EID of the result in the Scopus database

2-s2.0-85109087498