Global Sensitivity Analysis of Quantiles: New Importance Measure Based on Superquantiles and Subquantiles

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26110%2F21%3APU143152" target="_blank" >RIV/00216305:26110/21:PU143152 - isvavai.cz</a>

Result on the web

<a href="https://www.mdpi.com/2073-8994/13/2/263" target="_blank" >https://www.mdpi.com/2073-8994/13/2/263</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.3390/sym13020263" target="_blank" >10.3390/sym13020263</a>

Result language

angličtina

Original language name

Global Sensitivity Analysis of Quantiles: New Importance Measure Based on Superquantiles and Subquantiles

Original language description

The article introduces quantile deviation l as a new sensitivity measure based on the difference between superquantile and subquantile. New global sensitivity indices based on the square of l are presented. The proposed sensitivity indices are compared with quantile-oriented sensitivity indices subordinated to contrasts and classical Sobol sensitivity indices. The comparison is performed in a case study using a non-linear mathematical function, the output of which represents the elastic resistance of a slender steel member under compression. The steel member has random imperfections that reduce its load-carrying capacity. The member length is a deterministic parameter that significantly changes the sensitivity of the output resistance to the random effects of input imperfections. The comparison of the results of three types of global sensitivity analyses shows the rationality of the new quantile-oriented sensitivity indices, which have good properties similar to classical Sobol indices. Sensitivity indices subordinated to contrasts are the least comprehensible because they exhibit the strongest interaction effects between inputs. However, using total indices, all three types of sensitivity analyses lead to approximately the same conclusions. The similarity of the results of two quantile-oriented and Sobol sensitivity analysis confirms that Sobol sensitivity analysis is empathetic to the structural reliability and that the variance is one of the important characteristics significantly influencing the low quantile of resistance.

Czech name

—

Czech description

—

Type

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

CEP classification

—

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

Symmetry

ISSN

2073-8994

e-ISSN

—

Volume of the periodical

13

Issue of the periodical within the volume

2

Country of publishing house

CH - SWITZERLAND

Number of pages

21

Pages from-to

1-21

UT code for WoS article

000623154000001

EID of the result in the Scopus database

2-s2.0-85100731257