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

Kód výsledku v 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>

Výsledek na webu

<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>

Jazyk výsledku

angličtina

Název v původním jazyce

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

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

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

Popis výsledku anglicky

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.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

—

OECD FORD obor

10700 - Other natural sciences

Projekt

<a href="/cs/project/GA20-01734S" target="_blank" >GA20-01734S: Pravděpodobnostně orientovaná globální citlivostní měření konstrukční spolehlivosti</a><br>

Návaznosti

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

Rok uplatnění

2021

Kód důvěrnosti údajů

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

Název periodika

ENTROPY

ISSN

1099-4300

e-ISSN

—

Svazek periodika

23

Číslo periodika v rámci svazku

6

Stát vydavatele periodika

CH - Švýcarská konfederace

Počet stran výsledku

16

Strana od-do

1-16

Kód UT WoS článku

000665299100001

EID výsledku v databázi Scopus

2-s2.0-85109087498