影响因子：11.0
DOI码：10.1016/j.ress.2021.107499
发表刊物：Reliability Engineering and System Safety
刊物所在地：英国
关键字：Randomized Sobol′ sequence; Quasi-Monte Carlo; Sensitivity analysis; Standard error; Uncertainty estimation
摘要：This paper introduces an alternative way of randomizing Sobol′ sequences, called the Column Shift method, for reconstructing replicates to improve estimation of the uncertainty in sensitivity indices. The Column Shift method provides reliable results when applied to variance-based sensitivity analysis of the V-function, with much higher accuracy than commonly used randomization methods in most circumstances. It also addresses the error spikes caused by determinism within the Sobol′ sequence.
论文类型：研究论文
论文编号：107499
文献类型：期刊论文
卷号：210
ISSN号：0951-8320
是否译文：否
发表时间：2021-02-02
合写作者：Barry Croke, Stephen Roberts, Anthony Jakeman
第一作者：孙熙甫
通讯作者：孙熙甫