Dubreuil, Sylvain and Berveiller, Marc and Petitjean, Frank and Salaün, Michel Construction of bootstrap confidence intervals on sensitivity indices computed by polynomial chaos expansion. (2014) Reliability Engineering & System Safety, 121. 263-275. ISSN 0951-8320
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(Document in English)
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Official URL: http://dx.doi.org/10.1016/j.ress.2013.09.011
Abstract
Sensitivity analysis aims at quantifying influence of input parameters dispersion on the output dispersion of a numerical model. When the model evaluation is time consuming, the computation of Sobol' indices based on Monte Carlo method is not applicable and a surrogate model has to be used. Among all approximation methods, polynomial chaos expansion is one of the most efficient to calculate variance-based sensitivity indices. Indeed, their computation is analytically derived from the expansion coefficients but without error estimators of the meta-model approximation. In order to evaluate the reliability of these indices, we propose to build confidence intervals by bootstrap re-sampling on the experimental design used to estimate the polynomial chaos approximation. Since the evaluation of the sensitivity indices is obtained with confidence intervals, it is possible to find a design of experiments allowing the computation of sensitivity indices with a given accuracy.
Item Type: | Article |
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Additional Information: | Thanks to Elsevier editor. The definitive version is available at http://www.sciencedirect.com The original PDF of the article can be found at Reliability Engineering & System Safety website: http://www.sciencedirect.com/science/journal/09518320/121/supp/C |
HAL Id: | hal-00933583 |
Audience (journal): | International peer-reviewed journal |
Uncontrolled Keywords: | |
Institution: | Other partners > EDF (FRANCE) Université de Toulouse > Ecole nationale supérieure des Mines d'Albi-Carmaux - IMT Mines Albi (FRANCE) Université de Toulouse > Institut National des Sciences Appliquées de Toulouse - INSA (FRANCE) Université de Toulouse > Institut Supérieur de l'Aéronautique et de l'Espace - ISAE-SUPAERO (FRANCE) Université de Toulouse > Université Toulouse III - Paul Sabatier - UT3 (FRANCE) Other partners > Institut Catholique des Arts et Métiers - ICAM (FRANCE) |
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Deposited On: | 20 Jan 2014 16:00 |
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