This chapter discusses the class of moment independent importance measures. This class comprises density-based, cumulative distribution function based and value of information based sensitivity measures. The chapter illustrates the definition and properties of these importance measures as they have been proposed in the literature, reviewing a common rationale that envelops them, as well as recent results that concern the general properties of global sensitivity measures. The final part of the chapter reviews importance measures developed in the context of reliability theory.

Moment independent and reliability-based importance measures

BORGONOVO, EMANUELE;
2016

Abstract

This chapter discusses the class of moment independent importance measures. This class comprises density-based, cumulative distribution function based and value of information based sensitivity measures. The chapter illustrates the definition and properties of these importance measures as they have been proposed in the literature, reviewing a common rationale that envelops them, as well as recent results that concern the general properties of global sensitivity measures. The final part of the chapter reviews importance measures developed in the context of reliability theory.
2016
9783319123868
9783319112596 (e-ISBN)
Ghanem, Roger; Higdon, David; Owhadi, Houman
Handbook on Uncertainty Quantification
Borgonovo, Emanuele; Iooss, Bertrand
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11565/3994265
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