Reliability, sensitivity¶
Sensitivity analysis methods can be used to analyze the respective importance of each uncertainty source with respect to a probabilistic criterion. This covers ranking methods for probabilistic criterion on central dispersion (expectation and variance) and probability of exceeding a threshold / failure probability.
Central dispersion¶
Sensitivity analysis¶
- Taylor importance factors
- Uncertainty ranking: SRC and SRRC
- Uncertainty ranking: PCC and PRCC
- Sensitivity analysis using Sobol’ indices
- Sensitivity analysis using Sobol’ indices from polynomial chaos expansion
- Sensivity analysis with correlated inputs
- Sensitivity analysis by Fourier decomposition
- Importance factors from FORM method
- Sensitivity Factors from FORM method
- Sensitivity analysis using Hilbert-Schmidt Indepencence Criterion (HSIC)