Publication detail

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

KALA, Z.

Original Title

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

Type

journal article in Web of Science

Language

English

Original Abstract

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.

Keywords

sensitivity analysis; importance measure; uncertainty quantification; entropy measures

Authors

KALA, Z.

Released

19. 6. 2021

Publisher

MDPI

Location

BASEL

ISBN

1099-4300

Periodical

ENTROPY

Year of study

23

Number

6

State

Swiss Confederation

Pages from

1

Pages to

16

Pages count

16

URL

https://www.mdpi.com/1099-4300/23/6/778

Full text in the Digital Library

http://hdl.handle.net/11012/204062

BibTex

@article{BUT176086,
  author="Zdeněk {Kala}",
  title="Global Sensitivity Analysis Based on Entropy: From Differential Entropy to Alternative Measures",
  journal="ENTROPY",
  year="2021",
  volume="23",
  number="6",
  pages="1--16",
  doi="10.3390/e23060778",
  issn="1099-4300",
  url="https://www.mdpi.com/1099-4300/23/6/778"
}