Comparing methods of randomizing Sobol′ sequences for improving uncertainty of metrics in variance-based global sensitivity estimation
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Sun, Xifu; Croke, Barry; Roberts, Stephen; Jakeman, Anthony
Description
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....[Show more]
Collections | ANU Research Publications |
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Date published: | 2021 |
Type: | Journal article |
URI: | http://hdl.handle.net/1885/275670 |
Source: | Reliability Engineering & System Safety |
DOI: | 10.1016/j.ress.2021.107499 |
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1-s2.0-S0951832021000636-main.pdf | 1.42 MB | Adobe PDF | Request a copy |
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