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Moment-Independent and Reliability-Based Importance Measures

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Handbook of Uncertainty Quantification

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Abstract

This chapter discusses the class of moment-independent importance measures. This class comprises density-based, cumulative distribution function-based, and value of information-based sensitivity measures. The chapter illustrates the definition and properties of these importance measures as they have been proposed in the literature, reviewing a common rationale that envelops them, as well as recent results that concern the general properties of global sensitivity measures. The final part of the chapter reviews importance measures developed in the context of reliability and structural reliability theories.

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Author information

Authors and Affiliations

  1. Department of Decision Sciences, Bocconi University, Vaile Isonzo 25, 20135, Milan, Italy

    Emanuele Borgonovo

  2. Industrial Risk Management Department, EDF R&D, 6 quai Watier, 1, avenue du General de Gaulle Clamart, 78401, Chatou, France

    Bertrand Iooss

  3. Institut de Mathématiques de Toulouse, Université Paul Sabatier, 118 route de Narbonne, 31062, Toulouse, France

    Bertrand Iooss

Authors
  1. Emanuele Borgonovo
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  2. Bertrand Iooss
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Corresponding authors

Correspondence to Emanuele Borgonovo or Bertrand Iooss .

Editor information

Editors and Affiliations

  1. Viterbi School of Engineering, University of Southern California, Los Angeles, California, USA

    Roger Ghanem

  2. Los Alamos National Laboratory, Los Alamos, New Mexico, USA

    David Higdon

  3. California Institute of Technology , Pasadena, California, USA

    Houman Owhadi

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Borgonovo, E., Iooss, B. (2015). Moment-Independent and Reliability-Based Importance Measures. In: Ghanem, R., Higdon, D., Owhadi, H. (eds) Handbook of Uncertainty Quantification. Springer, Cham. https://doi.org/10.1007/978-3-319-11259-6_37-1

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  • DOI: https://doi.org/10.1007/978-3-319-11259-6_37-1

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  • Publisher Name: Springer, Cham

  • Online ISBN: 978-3-319-11259-6

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