Simultaneous estimation of complementary moment independent and reliability-oriented sensitivity measures

In rare event analysis, the estimation of the failure probability is a crucial objective. However, focusing only on the occurrence of the failure event may be insufficient to entirely characterize the reliability of the considered system. This paper provides a common estimation scheme of two complem...

Full description

Saved in:
Bibliographic Details
Published in:Mathematics and computers in simulation 2021-04, Vol.182, p.721-737
Main Authors: Derennes, Pierre, Morio, Jérôme, Simatos, Florian
Format: Article
Language:English
Subjects:
Engineering Sciences
Moment independent importance measure
Other
Reliability
Reliability-oriented sensitivity measures
Risk analysis
Sensitivity analysis
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:In rare event analysis, the estimation of the failure probability is a crucial objective. However, focusing only on the occurrence of the failure event may be insufficient to entirely characterize the reliability of the considered system. This paper provides a common estimation scheme of two complementary moment independent sensitivity measures, allowing to improve the understanding of the system’s rare event. Numerical applications are performed in order to show the effectiveness of the proposed estimation procedure. •Simultaneous estimation of two complementary reliability-oriented sensitivity measures.•Proposed procedure based on Sequential Monte Carlo and Maximum entropy principle.•Comparison with variance-based sensitivity indices.
ISSN:0378-4754
1872-7166
DOI:10.1016/j.matcom.2020.11.024