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Moment-Independent and Reliability-Based Importance Measures

  • Emanuele BorgonovoEmail author
  • Bertrand Iooss
Reference work entry

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.

Keywords

Computer experiment Global sensitivity analysis Moment-independent importance measures Reliability importance measures Structural reliability Value of information Common rationale Uncertainty 

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Copyright information

© Springer International Publishing Switzerland 2017

Authors and Affiliations

  1. 1.Department of Decision SciencesBocconi UniversityMilanItaly
  2. 2.Industrial Risk Management DepartmentEDF R&DChatouFrance
  3. 3.Institut de Mathématiques de ToulouseUniversité Paul SabatierToulouseFrance

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