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SUMMARY:Robustness analysis in uncertainty quantification via perturbed la
w-based sensitivity indices
DTSTART:20220628T155500Z
DTEND:20220628T161500Z
DTSTAMP:20240224T220000Z
UID:indico-contribution-347@conferences.enbis.org
DESCRIPTION:Speakers: Bertrand Iooss (EDF R&D)\, Roman Sueur (EDF R&D)\, V
anessa Vergès (EDF R&D)\n\nWhen dealing with uncertainty quantification (
UQ) in numerical simulation models\, one of the most critical hypotheses i
s the choice of the probability distributions of the uncertain input varia
bles which are propagated through the model. Bringing stringent justificat
ions to these choices\, especially in a safety study\, requires quantifyin
g the impact of potential uncertainty on the input variable distribution.
To solve this problem\, the robustness analysis method based on the ‘‘
Perturbed Law-based sensitivity Indices’’ (PLI) can be used [1]. The P
LI quantifies the impact of a perturbation of an input distribution on the
quantity of interest (e.g. a quantile the model output). One of its inter
est is that it can be computed using a unique Monte-Carlo sample containin
g the model inputs and outputs. In this communication\, we present new re
sults and recent insights about the mathematical formalism and numerical v
alidation tests of the PLI [2\,3].\n[1] S. Da Veiga\, F. Gamboa\, B. Iooss
and C. Prieur. Basics and trends in sensitivity analysis - Theory and pra
ctice in R\, SIAM\, 2021.\n[2] C. Gauchy and J. Stenger and R. Sueur and B
. Iooss\, An information geometry approach for robustness analysis in unce
rtainty quantification of computer codes\, Technometrics\, 64:80-91\, 2022
.\n[3] B. Iooss\, V. Vergès and V. Larget\, BEPU robustness analysis via
perturbed-law based sensitivity indices\, Proceedings of the Institution o
f Mechanical Engineers\, Part O: Journal of Risk and Reliability\, doi:10.
1177/1748006X211036569\, 2021.\n\nhttps://conferences.enbis.org/event/18/c
ontributions/347/
LOCATION:EL6
RELATED-TO:indico-event-18@conferences.enbis.org
URL:https://conferences.enbis.org/event/18/contributions/347/
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