2018
DOI: 10.1016/j.ress.2017.09.012
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Copula-based decomposition approach for the derivative-based sensitivity of variance contributions with dependent variables

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Cited by 33 publications
(11 citation statements)
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“…They can be derived easily from the constructed PCE model, which are shown in Eqs. (19) and (20), respectively.…”
Section: Sensitivity Analysis Of Input Random and Interval Uncertamentioning
confidence: 99%
See 1 more Smart Citation
“…They can be derived easily from the constructed PCE model, which are shown in Eqs. (19) and (20), respectively.…”
Section: Sensitivity Analysis Of Input Random and Interval Uncertamentioning
confidence: 99%
“…Many different SA techniques have been proposed to calculate the local and global sensitivity indices for the uncertainty design of complex physical systems in the last several decades. The major SA techniques are classified into the variance-based method [16], screening method [17], [18], derivative-based SA method [19], and moment-independent SA method [20], [21], as well as SA based on failure probability [22], [23]. In these SA technologies, output performances at some sampling points are analyzed and Monte Carlo simulation (MCS) technology, which is straightforward and easy to implement, is the most conventional method used to do this.…”
Section: Introductionmentioning
confidence: 99%
“…Jiang et al proposed a vine‐copula‐based approach for the reliability analysis in multidimensional correlation problems. Wang et al proposed a copula‐based decomposition approach for the derivative‐based sensitivity of variance contributions with dependent variables.…”
Section: Introductionmentioning
confidence: 99%
“…Another limitation of the presented method is that the reliability sensitivity analysis based on the line sampling requires an accurate estimation of the optimal direction, while the reliability analysis based on the line sampling does not have this requirement . Application of subset simulation and decomposition methods for obtaining reliability and RBS results has received due attention . However, as well as the score function approach, estimation of sensitivities by these approaches requires derivation of PDFs and satisfying the regularity conditions to provide results.…”
Section: Introductionmentioning
confidence: 99%