Detail publikace

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

NOVÁK, L. NOVÁK, D.

Originální název

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

Typ

článek ve sborníku ve WoS nebo Scopus

Jazyk

angličtina

Originální abstrakt

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.

Klíčová slova

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

Autoři

NOVÁK, L.; NOVÁK, D.

Vydáno

6. 8. 2019

ISBN

978-172-811-427-9

Kniha

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

Strany od

1

Strany do

9

Strany počet

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"
}