Simultaneous estimation of complementary moment independent and reliability-oriented sensitivity measures

Pierre Derennes (1, 2) , Jérôme Morio (1) , Florian Simatos (3)

1 DTIS, ONERA, Université de Toulouse [Toulouse]
2 IMT - Institut de Mathématiques de Toulouse UMR5219
3 DISC - Département d'Ingénierie des Systèmes Complexes

In rare event analysis, the estimation of the failure probability is a crucial objective. However, focusing only on the occurrence of the failure event may be insufficient to entirely characterize the reliability of the considered system. This paper provides a common estimation scheme of two complementary moment independent sensitivity measures, allowing to improve the understanding of the system’s rare event. Numerical applications are performed in order to show the effectiveness of the proposed estimation procedure.

Mots clés: Sensitivity analysis; Moment independent importance measure; Reliability; Reliability-oriented sensitivity measures; Risk analysis

Domaines: Autre

Pierre Derennes, Jérôme Morio, Florian Simatos. Simultaneous estimation of complementary moment independent and reliability-oriented sensitivity measures. Mathematics and Computers in Simulation, 2021, 182, pp.721-737. ⟨10.1016/j.matcom.2020.11.024⟩. ⟨hal-03102618v2⟩