Publication detail

On the possibility of utilizing Wiener-Hermite polynomial chaos expansion for global sensitivity analysis based on Cramér-von Mises Distance

NOVÁK, L. NOVÁK, D.

Original Title

On the possibility of utilizing Wiener-Hermite polynomial chaos expansion for global sensitivity analysis based on Cramér-von Mises Distance

Type

conference paper

Language

English

Original Abstract

A sensitivity analysis represents crucial part of uncertainty quantification. The paper is focused on global sensitivity analysis, specifically moment-independent importance measure based on Cramér-von Mises distance. This type of sensitivity analysis takes whole probability distribution of random variables into account in contrast to commonly used Sobol’ indices. It leads to more precise sensitivity analysis. Nevertheless, such a method is highly computationally demanding. Therefore, novel idea of utilization the polynomial chaos expansion for the estimation of conditional distributions is presented herein. The paper represents a pilot study of performance of such method using simple example.

Keywords

moment-independent sensitivity analysis, polynomial chaos expansion, Cramér-von Mises distance

Authors

NOVÁK, L.; NOVÁK, D.

Released

6. 8. 2019

ISBN

978-172-811-427-9

Book

Proceedings of 2019 International Conference on Quality, Reliability, Risk, Maintenance, and Safety Engineering, QR2MSE 2019

Pages from

1

Pages to

9

Pages count

9

BibTex

@inproceedings{BUT160743,
  author="Lukáš {Novák} and Drahomír {Novák}",
  title="On the possibility of utilizing Wiener-Hermite polynomial chaos expansion for global sensitivity analysis based on Cramér-von Mises Distance",
  booktitle="Proceedings of 2019 International Conference on Quality, Reliability, Risk, Maintenance, and Safety Engineering, QR2MSE 2019",
  year="2019",
  pages="1--9",
  doi="10.1109/QR2MSE46217.2019.9021206",
  isbn="978-172-811-427-9"
}