Use of Sobol's Quasirandom Sequence Generator for Integration of Modified Uncertainty Importance Measure
A new method for sensitivity analysis, named HIM(*) is based on a rank transformation of the uncertainty importance measure. A drawback of this method is the large dimension of the stochastic sample needed for its estimation, which makes HIM(*) impracticable for systems with a large number of uncertain parameters. In the present note a more effective sampling algorithm, based on Sobol's quasirandom generator is coupled with HIM(*), thereby greatly reducing the sample size needed for an effective identification of influential variables. The performances of the new technique are investigated for 2 different benchmarks.
Bibliographic Reference: Article: Journal of Nuclear Science and Technology, Vol. 32 (1995) No. 11, pp. 1164-1173
Record Number: 199610366 / Last updated on: 1996-04-15
Original language: en
Available languages: en