Support indices: Measuring the effect of input variables over their supports

•Total support index and first-order support index as new sensitivity measures.•Detection of spaces of input variables for which the output variation is high.•Connected to derivative-based sensitivity measures and Sobol’ indices.•Application to Ishigami function and sheet metal forming example. Two...

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Veröffentlicht in:Reliability engineering & system safety 2019-07, Vol.187, p.17-27
Hauptverfasser: Fruth, J., Roustant, O., Kuhnt, S.
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creator Fruth, J.
Roustant, O.
Kuhnt, S.
description •Total support index and first-order support index as new sensitivity measures.•Detection of spaces of input variables for which the output variation is high.•Connected to derivative-based sensitivity measures and Sobol’ indices.•Application to Ishigami function and sheet metal forming example. Two new sensitivity indices are presented which give an original solution to the question in sensitivity analysis of how to determine regions within the input space for which the model variation is high. The indices, as functions over the input domain, give insight into the local influence of input variables over the whole domain when the other variables lie in the global domain. They can serve as an informative extension to a standard analysis and in addition are especially helpful in the specification of the input domain, a critical, but often vaguely handled issue in sensitivity analysis. In the usual framework of independent continuous input variables, we present theoretical results that show an asymptotic connection between the presented indices and Sobol’ indices, valid for general probability distribution functions. Finally, we show how the indices can be successfully applied on analytical examples and on a real application.
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subjects Computer Science
Continuity (mathematics)
DGSM
Distribution functions
Independent variables
Modeling and Simulation
Probability distribution
Probability distribution functions
Reliability engineering
Sensitivity analysis
Sobol’ indices
Support analysis
title Support indices: Measuring the effect of input variables over their supports
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