Sensitivity analysis using perturbed-law based indices for quantiles and application to an industrial case - Archive ouverte HAL Access content directly
Conference Papers Year :

Sensitivity analysis using perturbed-law based indices for quantiles and application to an industrial case

(1) , (2, 3, 4) , (2)
1
2
3
4

Abstract

In this paper, we present perturbed law-based sensitivity indices and how to adapt them for quantile-oriented sensitivity analysis. We exhibit a simple way to compute these indices in practice using an importance sampling estimator for quantiles. Some useful asymptotic results about this estimator are also provided. Finally, we apply this method to the study of a numerical model which simulates the behaviour of a component in a hydraulic system in case of severe transient solicitations. The sensitivity analysis is used to assess the impact of epistemic uncertainties about some physical parameters on the output of the model.
Fichier principal
Vignette du fichier
MMR_2017_SueurIoossDelage_v3(1).pdf (341.68 Ko) Télécharger le fichier
Origin : Files produced by the author(s)
Loading...

Dates and versions

hal-01552361 , version 1 (02-07-2017)

Identifiers

Cite

Roman Sueur, Bertrand Iooss, Thibault Delage. Sensitivity analysis using perturbed-law based indices for quantiles and application to an industrial case. 10th International Conference on Mathematical Methods in Reliability (MMR 2017), Jul 2017, Grenoble, France. ⟨hal-01552361⟩
220 View
237 Download

Altmetric

Share

Gmail Facebook Twitter LinkedIn More