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  • 标题:Development of a localized probabilistic sensitivity method to determine random variable regional importance
  • 本地全文:下载
  • 作者:Harry Millwater ; Harry Millwater ; Gulshan Singh
  • 期刊名称:Procedia - Social and Behavioral Sciences
  • 印刷版ISSN:1877-0428
  • 出版年度:2010
  • 卷号:2
  • 期号:6
  • 页码:7710-7711
  • DOI:10.1016/j.sbspro.2010.05.191
  • 语种:English
  • 出版社:Elsevier
  • 摘要:AbstractKnowledge of the critical region of an input pdf (tail, near-tail, central region) can provide valuable information towards understanding and improving a model through additional modeling or testing. A localized probabilistic sensitivity method was developed and demonstrated that will determine the region of a probability distribution that most affects the response. The methodology is based on discretizing the random variable pdfs using linear interpolation then sequentially injecting a localized disturbance into the pdf. A partial derivative of the probability-of-failure or the response moments (mean and standard deviation) with respect to each localized disturbance can be determined using sampling methods. The methodology can correctly locate the important region given sufficient samples.
  • 关键词:Probabilistic sensitivities;Score Function
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