Moment independent sensitivity analysis with correlations

Zhou, Changcong; Lü, Zhenzhou; Zhang, Leigang; Hu, JiXiang

doi:10.1016/j.apm.2014.03.047

Cited by 20 publications

(9 citation statements)

References 27 publications

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“…16, when the input variables are correlated, the delta and extended delta indices include both the correlated and uncorrelated contributions, and there is need to discriminate these two types of contributions (see Ref. [192] for an attempt). -For several skewed and large-scale output, the direct computation of the VIMs often leads to poor accuracy [182].…”

Section: Namementioning

confidence: 99%

Variable importance analysis: A comprehensive review

Wei

Lü

Song

2015

Reliability Engineering & System Safety

Self Cite

412

195

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Section: Namementioning

confidence: 99%

Variable importance analysis: A comprehensive review

Wei

Lü

Song

2015

Reliability Engineering & System Safety

Self Cite

412

195

View full text Add to dashboard Cite

“…Here we follow the basic idea of Mara and Tarantola [13] to calculate the sensitivity indices of models with dependent parameters using decorrelation. A similar approach was also published by Zhou et al [14]. A new methodology is presented here, which uses the RS-HDMR method to get both correlated and final marginal sensitivity indices after the decorrelation via the Rosenblatt transformation.…”

Section: Hdmr Global Sensitivity Analysismentioning

confidence: 96%

“…Most global uncertainty analysis methods can handle only uncorrelated parameters. New global sensitivity analysis methods which can also handle models with correlated parameters were developed in recent years [12][13][14]. In the next section a new sensitivity analysis method will be presented, which calculates global sensitivity indices [15] based on the Random-Sampling High Dimensional Model Representation Method [12,16,17] and the decorrelation method of Rosenblatt [18].…”

Section: Hdmr Global Sensitivity Analysismentioning

confidence: 99%

Investigation of the effect of correlated uncertain rate parameters via the calculation of global and local sensitivity indices

et al. 2017

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“…Several authors have developed methods to carry out global sensitivity analysis of models with correlated parameters [27][28][29]. These articles contained descriptions of methodologies, with demonstration on simple, few-parameter, mainly artificial models.…”

Section: Discussionmentioning

confidence: 99%

“…(1), the partial variances can be calculated and the sensitivity indices of the parameters can be determined: Here we follow the approach of Mara and Tarantola [28] to calculate sensitivity indices of models with dependent parameters. A similar approach was also published by Zhou et al [29]. This method was encoded and coupled to the GUI-HDMR program of Ziehn and Tomlin [30,31].…”

Section: Hdmr Global Uncertainty Analysismentioning

confidence: 99%

Investigation of the effect of correlated uncertain rate parameters on a model of hydrogen combustion using a generalized HDMR method

Valkó

Varga

Tomlin

et al. 2017

Proceedings of the Combustion Institute

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The High Dimensional Model Representation (HDMR) method has been applied in several previous studies to obtain global sensitivity indices of uncorrelated model parameters in combustion systems. However, the rate parameters of combustion models are intrinsically correlated and therefore uncertainty analysis methods are needed that can handle such parameters. A generalized HDMR method is presented here, which uses the Rosenblatt transformation on a correlated model parameter sample to obtain a sample of independent parameters. The method provides a full set of both correlated and marginal sensitivity indices. Ignition delay times predicted by an optimized hydrogen air combustion model in stoichiometric mixtures near the three explosion limits are investigated with this new global sensitivity analysis tool. The sensitivity indices which account for all the correlated effects of the rate parameters are shown to dominate uncertainties in the model output. However these correlated indices mask the individual influence of parameters. The final marginal uncorrelated sensitivity indices for individual parameters better indicate the change of importance of homogeneous gas phase and species wall-loss reactions as the pressure is increased from above the first explosion limit to above the third limit. However, these uncorrelated indices are small and whilst they provide insights into the dominant chemical and physical processes of the model over the range of conditions studied, the correlations between parameters have a very significant effect. The implications of this result on model tuning will be discussed.

show abstract

Moment independent sensitivity analysis with correlations

Cited by 20 publications

References 27 publications

Variable importance analysis: A comprehensive review

Variable importance analysis: A comprehensive review

Investigation of the effect of correlated uncertain rate parameters via the calculation of global and local sensitivity indices

Investigation of the effect of correlated uncertain rate parameters on a model of hydrogen combustion using a generalized HDMR method

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