2017/07/05 by Roman Sueur, Sueur, Roman, Bertrand Iooss +3 · 3 citations
Decision Sciences · Engineering · Mathematics · #Applied mathematics #Component (thermodynamics) #Computer science #Econometrics #Engineering #Estimator #FOS: Mathematics #Fatigue and fracture mechanics #Mathematical optimization #Mathematics #Physics #Probabilistic and Robust Engineering Design #Quantile #Sampling (signal processing) #Sensitivity (control systems) #Simple (philosophy) #Statistical Distribution Estimation and Applications #Statistics #Statistics Theory (math.ST) #math.ST #stat.TH
paper · pdf · doi:10.48550/arxiv.1707.01296
published in arXiv (Cornell University) (Cornell University)
arxiv created 2017/07/05 · openalex publication_date 2017/07/05 · arxiv updated 2017/07/06 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
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.