Publication detail

Global Sensitivity Analysis of Quantiles: New Importance Measure Based on Superquantiles and Subquantiles

KALA, Z.

Original Title

Global Sensitivity Analysis of Quantiles: New Importance Measure Based on Superquantiles and Subquantiles

Type

journal article in Web of Science

Language

English

Original Abstract

The article introduces quantile deviation l as a new sensitivity measure based on the difference between superquantile and subquantile. New global sensitivity indices based on the square of l are presented. The proposed sensitivity indices are compared with quantile-oriented sensitivity indices subordinated to contrasts and classical Sobol sensitivity indices. The comparison is performed in a case study using a non-linear mathematical function, the output of which represents the elastic resistance of a slender steel member under compression. The steel member has random imperfections that reduce its load-carrying capacity. The member length is a deterministic parameter that significantly changes the sensitivity of the output resistance to the random effects of input imperfections. The comparison of the results of three types of global sensitivity analyses shows the rationality of the new quantile-oriented sensitivity indices, which have good properties similar to classical Sobol indices. Sensitivity indices subordinated to contrasts are the least comprehensible because they exhibit the strongest interaction effects between inputs. However, using total indices, all three types of sensitivity analyses lead to approximately the same conclusions. The similarity of the results of two quantile-oriented and Sobol sensitivity analysis confirms that Sobol sensitivity analysis is empathetic to the structural reliability and that the variance is one of the important characteristics significantly influencing the low quantile of resistance.

Keywords

sensitivity analysis; buckling; reliability; safety; quantile; superquantile; subquantile; civil engineering; limit states

Authors

KALA, Z.

Released

4. 2. 2021

Publisher

MDPI

Location

BASEL

ISBN

2073-8994

Periodical

Symmetry

Year of study

13

Number

2

State

Swiss Confederation

Pages from

1

Pages to

21

Pages count

21

URL

https://www.mdpi.com/2073-8994/13/2/263

Full text in the Digital Library

http://hdl.handle.net/11012/204095

BibTex

@article{BUT176087,
  author="Zdeněk {Kala}",
  title="Global Sensitivity Analysis of Quantiles: New Importance Measure Based on Superquantiles and Subquantiles",
  journal="Symmetry",
  year="2021",
  volume="13",
  number="2",
  pages="1--21",
  doi="10.3390/sym13020263",
  issn="2073-8994",
  url="https://www.mdpi.com/2073-8994/13/2/263"
}