[ { "key": "S4TEBBB8", "version": 41, "library": { "type": "group", "id": 358008, "name": "sensitivity analysis models", "links": { "alternate": { "href": "https://www.zotero.org/groups/sensitivity_analysis_models", "type": "text/html" } } }, "links": { "self": { "href": "https://api.zotero.org/groups/358008/items/S4TEBBB8", "type": "application/json" }, "alternate": { "href": "https://www.zotero.org/groups/sensitivity_analysis_models/items/S4TEBBB8", "type": "text/html" }, "up": { "href": "https://api.zotero.org/groups/358008/items/6MHEMW9I", "type": "application/json" } }, "meta": { "createdByUser": { "id": 1989183, "username": "rachel.desormes", "name": "", "links": { "alternate": { "href": "https://www.zotero.org/rachel.desormes", "type": "text/html" } } } }, "data": { "key": "S4TEBBB8", "version": 41, "parentItem": "6MHEMW9I", "itemType": "attachment", "linkMode": "linked_url", "title": "ScienceDirect Full Text PDF", "accessDate": "2015-06-17T18:25:26Z", "url": "http://www.sciencedirect.com/science/article/pii/S0098300413001702/pdfft?md5=655e0f93cd96c493523d45010c4bfcae&pid=1-s2.0-S0098300413001702-main.pdf", "note": "", "contentType": "application/pdf", "charset": "", "tags": [], "relations": {}, "dateAdded": "2015-06-17T18:25:26Z", "dateModified": "2015-06-17T18:25:26Z" } }, { "key": "3R6HCMMD", "version": 41, "library": { "type": "group", "id": 358008, "name": "sensitivity analysis models", "links": { "alternate": { "href": "https://www.zotero.org/groups/sensitivity_analysis_models", "type": "text/html" } } }, "links": { "self": { "href": "https://api.zotero.org/groups/358008/items/3R6HCMMD", "type": "application/json" }, "alternate": { "href": "https://www.zotero.org/groups/sensitivity_analysis_models/items/3R6HCMMD", "type": "text/html" }, "up": { "href": "https://api.zotero.org/groups/358008/items/6MHEMW9I", "type": "application/json" } }, "meta": { "createdByUser": { "id": 1989183, "username": "rachel.desormes", "name": "", "links": { "alternate": { "href": "https://www.zotero.org/rachel.desormes", "type": "text/html" } } } }, "data": { "key": "3R6HCMMD", "version": 41, "parentItem": "6MHEMW9I", "itemType": "attachment", "linkMode": "linked_url", "title": "ScienceDirect Snapshot", "accessDate": "2015-06-17T18:25:26Z", "url": "http://www.sciencedirect.com/science/article/pii/S0098300413001702", "note": "", "contentType": "text/html", "charset": "", "tags": [], "relations": {}, "dateAdded": "2015-06-17T18:25:26Z", "dateModified": "2015-06-17T18:25:26Z" } }, { "key": "6MHEMW9I", "version": 41, "library": { "type": "group", "id": 358008, "name": "sensitivity analysis models", "links": { "alternate": { "href": "https://www.zotero.org/groups/sensitivity_analysis_models", "type": "text/html" } } }, "links": { "self": { "href": "https://api.zotero.org/groups/358008/items/6MHEMW9I", "type": "application/json" }, "alternate": { "href": "https://www.zotero.org/groups/sensitivity_analysis_models/items/6MHEMW9I", "type": "text/html" } }, "meta": { "createdByUser": { "id": 1989183, "username": "rachel.desormes", "name": "", "links": { "alternate": { "href": "https://www.zotero.org/rachel.desormes", "type": "text/html" } } }, "creatorSummary": "Wainwright et al.", "parsedDate": "2014-04", "numChildren": 2 }, "data": { "key": "6MHEMW9I", "version": 41, "itemType": "journalArticle", "title": "Making sense of global sensitivity analyses", "creators": [ { "creatorType": "author", "firstName": "Haruko M.", "lastName": "Wainwright" }, { "creatorType": "author", "firstName": "Stefan", "lastName": "Finsterle" }, { "creatorType": "author", "firstName": "Yoojin", "lastName": "Jung" }, { "creatorType": "author", "firstName": "Quanlin", "lastName": "Zhou" }, { "creatorType": "author", "firstName": "Jens T.", "lastName": "Birkholzer" } ], "abstractNote": "This study presents improved understanding of sensitivity analysis methods through a comparison of the local sensitivity and two global sensitivity analysis methods: the Morris and Sobol′/Saltelli methods. We re-interpret the variance-based sensitivity indices from the Sobol′/Saltelli method as difference-based measures. It suggests that the difference-based local and Morris methods provide the effect of each parameter including its interaction with others, similar to the total sensitivity index from the Sobol′/Saltelli method. We also develop an alternative approximation method to efficiently compute the Sobol′ index, using one-dimensional fitting of system responses from a Monte-Carlo simulation. For illustration, we conduct a sensitivity analysis of pressure propagation induced by fluid injection and leakage in a reservoir–aquitard–aquifer system. The results show that the three methods provide consistent parameter importance rankings in this system. Our study also reveals that the three methods can provide additional information to improve system understanding.", "publicationTitle": "Computers & Geosciences", "publisher": "", "place": "", "date": "April 2014", "volume": "65", "issue": "", "section": "", "partNumber": "", "partTitle": "", "pages": "84-94", "series": "TOUGH Symposium 2012", "seriesTitle": "", "seriesText": "", "journalAbbreviation": "Computers & Geosciences", "DOI": "10.1016/j.cageo.2013.06.006", "citationKey": "", "url": "http://www.sciencedirect.com/science/article/pii/S0098300413001702", "accessDate": "2015-06-17T18:25:26Z", "PMID": "", "PMCID": "", "ISSN": "0098-3004", "archive": "", "archiveLocation": "", "shortTitle": "", "language": "", "libraryCatalog": "ScienceDirect", "callNumber": "", "rights": "", "extra": "", "tags": [ { "tag": "Morris OAT method", "type": 1 }, { "tag": "Sobol index", "type": 1 }, { "tag": "Variance-based sensitivity indices", "type": 1 }, { "tag": "global sensitivity analysis", "type": 1 } ], "collections": [], "relations": {}, "dateAdded": "2015-06-17T18:25:26Z", "dateModified": "2015-06-17T18:25:26Z" } }, { "key": "GXJUAW2U", "version": 40, "library": { "type": "group", "id": 358008, "name": "sensitivity analysis models", "links": { "alternate": { "href": "https://www.zotero.org/groups/sensitivity_analysis_models", "type": "text/html" } } }, "links": { "self": { "href": "https://api.zotero.org/groups/358008/items/GXJUAW2U", "type": "application/json" }, "alternate": { "href": "https://www.zotero.org/groups/sensitivity_analysis_models/items/GXJUAW2U", "type": "text/html" }, "up": { "href": "https://api.zotero.org/groups/358008/items/FQW7Z5PU", "type": "application/json" } }, "meta": { "createdByUser": { "id": 1989183, "username": "rachel.desormes", "name": "", "links": { "alternate": { "href": "https://www.zotero.org/rachel.desormes", "type": "text/html" } } } }, "data": { "key": "GXJUAW2U", "version": 40, "parentItem": "FQW7Z5PU", "itemType": "attachment", "linkMode": "linked_url", "title": "arXiv:1505.02350 PDF", "accessDate": "2015-06-17T18:24:56Z", "url": "http://www.arxiv.org/pdf/1505.02350.pdf", "note": "", "contentType": "application/pdf", "charset": "", "tags": [], "relations": {}, "dateAdded": "2015-06-17T18:24:56Z", "dateModified": "2015-06-17T18:24:56Z" } }, { "key": "ZEX45C5B", "version": 40, "library": { "type": "group", "id": 358008, "name": "sensitivity analysis models", "links": { "alternate": { "href": "https://www.zotero.org/groups/sensitivity_analysis_models", "type": "text/html" } } }, "links": { "self": { "href": "https://api.zotero.org/groups/358008/items/ZEX45C5B", "type": "application/json" }, "alternate": { "href": "https://www.zotero.org/groups/sensitivity_analysis_models/items/ZEX45C5B", "type": "text/html" }, "up": { "href": "https://api.zotero.org/groups/358008/items/FQW7Z5PU", "type": "application/json" } }, "meta": { "createdByUser": { "id": 1989183, "username": "rachel.desormes", "name": "", "links": { "alternate": { "href": "https://www.zotero.org/rachel.desormes", "type": "text/html" } } } }, "data": { "key": "ZEX45C5B", "version": 40, "parentItem": "FQW7Z5PU", "itemType": "attachment", "linkMode": "linked_url", "title": "arXiv.org Snapshot", "accessDate": "2015-06-17T18:24:56Z", "url": "http://arxiv.org/abs/1505.02350", "note": "", "contentType": "text/html", "charset": "", "tags": [], "relations": {}, "dateAdded": "2015-06-17T18:24:56Z", "dateModified": "2015-06-17T18:24:56Z" } }, { "key": "FQW7Z5PU", "version": 40, "library": { "type": "group", "id": 358008, "name": "sensitivity analysis models", "links": { "alternate": { "href": "https://www.zotero.org/groups/sensitivity_analysis_models", "type": "text/html" } } }, "links": { "self": { "href": "https://api.zotero.org/groups/358008/items/FQW7Z5PU", "type": "application/json" }, "alternate": { "href": "https://www.zotero.org/groups/sensitivity_analysis_models/items/FQW7Z5PU", "type": "text/html" } }, "meta": { "createdByUser": { "id": 1989183, "username": "rachel.desormes", "name": "", "links": { "alternate": { "href": "https://www.zotero.org/rachel.desormes", "type": "text/html" } } }, "creatorSummary": "Kucherenko et al.", "parsedDate": "2015-05-10", "numChildren": 2 }, "data": { "key": "FQW7Z5PU", "version": 40, "itemType": "journalArticle", "title": "Exploring multi-dimensional spaces: a Comparison of Latin Hypercube and Quasi Monte Carlo Sampling Techniques", "creators": [ { "creatorType": "author", "firstName": "Sergei", "lastName": "Kucherenko" }, { "creatorType": "author", "firstName": "Daniel", "lastName": "Albrecht" }, { "creatorType": "author", "firstName": "Andrea", "lastName": "Saltelli" } ], "abstractNote": "Three sampling methods are compared for efficiency on a number of test problems of various complexity for which analytic quadratures are available. The methods compared are Monte Carlo with pseudo-random numbers, Latin Hypercube Sampling, and Quasi Monte Carlo with sampling based on Sobol sequences. Generally results show superior performance of the Quasi Monte Carlo approach based on Sobol sequences in line with theoretical predictions. Latin Hypercube Sampling can be more efficient than both Monte Carlo method and Quasi Monte Carlo method but the latter inequality holds for a reduced set of function typology and at small number of sampled points. In conclusion Quasi Monte Carlo method would appear the safest bet when integrating functions of unknown typology.", "publicationTitle": "arXiv:1505.02350 [stat]", "publisher": "", "place": "", "date": "2015-05-10", "volume": "", "issue": "", "section": "", "partNumber": "", "partTitle": "", "pages": "", "series": "", "seriesTitle": "", "seriesText": "", "journalAbbreviation": "", "DOI": "", "citationKey": "", "url": "http://arxiv.org/abs/1505.02350", "accessDate": "2015-06-17T18:24:56Z", "PMID": "", "PMCID": "", "ISSN": "", "archive": "", "archiveLocation": "", "shortTitle": "Exploring multi-dimensional spaces", "language": "", "libraryCatalog": "arXiv.org", "callNumber": "", "rights": "", "extra": "arXiv: 1505.02350", "tags": [ { "tag": "65C05", "type": 1 }, { "tag": "G.3", "type": 1 }, { "tag": "Statistics - Applications", "type": 1 }, { "tag": "Statistics - Computation", "type": 1 } ], "collections": [], "relations": {}, "dateAdded": "2015-06-17T18:24:56Z", "dateModified": "2015-06-17T18:24:56Z" } }, { "key": "W8E2AMHN", "version": 37, "library": { "type": "group", "id": 358008, "name": "sensitivity analysis models", "links": { "alternate": { "href": "https://www.zotero.org/groups/sensitivity_analysis_models", "type": "text/html" } } }, "links": { "self": { "href": "https://api.zotero.org/groups/358008/items/W8E2AMHN", "type": "application/json" }, "alternate": { "href": "https://www.zotero.org/groups/sensitivity_analysis_models/items/W8E2AMHN", "type": "text/html" } }, "meta": { "createdByUser": { "id": 1989183, "username": "rachel.desormes", "name": "", "links": { "alternate": { "href": "https://www.zotero.org/rachel.desormes", "type": "text/html" } } }, "creatorSummary": "Helton et al.", "parsedDate": "2006-11", "numChildren": 0 }, "data": { "key": "W8E2AMHN", "version": 37, "itemType": "journalArticle", "title": "Survey of sampling-based methods for uncertainty and sensitivity analysis", "creators": [ { "creatorType": "author", "firstName": "J. C.", "lastName": "Helton" }, { "creatorType": "author", "firstName": "J. D.", "lastName": "Johnson" }, { "creatorType": "author", "firstName": "C. J.", "lastName": "Sallaberry" }, { "creatorType": "author", "firstName": "C. B.", "lastName": "Storlie" } ], "abstractNote": "Sampling-based methods for uncertainty and sensitivity analysis are reviewed. The following topics are considered: (i) definition of probability distributions to characterize epistemic uncertainty in analysis inputs, (ii) generation of samples from uncertain analysis inputs, (iii) propagation of sampled inputs through an analysis, (iv) presentation of uncertainty analysis results, and (v) determination of sensitivity analysis results. Special attention is given to the determination of sensitivity analysis results, with brief descriptions and illustrations given for the following procedures/techniques: examination of scatterplots, correlation analysis, regression analysis, partial correlation analysis, rank transformations, statistical tests for patterns based on gridding, entropy tests for patterns based on gridding, nonparametric regression analysis, squared rank differences/rank correlation coefficient test, two-dimensional Kolmogorov-Smirnov test, tests for patterns based on distance measures, top down coefficient of concordance, and variance decomposition. (c) 2005 Elsevier Ltd. All rights reserved.", "publicationTitle": "Reliability Engineering & System Safety", "publisher": "", "place": "", "date": "OCT-NOV 2006", "volume": "91", "issue": "10-11", "section": "", "partNumber": "", "partTitle": "", "pages": "1175-1209", "series": "", "seriesTitle": "", "seriesText": "", "journalAbbreviation": "Reliab. Eng. Syst. Saf.", "DOI": "10.1016/j.ress.2005.11.017", "citationKey": "", "url": "", "accessDate": "", "PMID": "", "PMCID": "", "ISSN": "0951-8320", "archive": "", "archiveLocation": "", "shortTitle": "", "language": "English", "libraryCatalog": "Web of Science", "callNumber": "", "rights": "", "extra": "WOS:000241350400009", "tags": [ { "tag": "1996 performance assessment", "type": 1 }, { "tag": "Latin hypercube sampling", "type": 1 }, { "tag": "Monte Carlo", "type": 1 }, { "tag": "Sensitivity analysis", "type": 1 }, { "tag": "aleatory uncertainty", "type": 1 }, { "tag": "coupled reaction systems", "type": 1 }, { "tag": "epistemic uncertainty", "type": 1 }, { "tag": "highly dependable systems", "type": 1 }, { "tag": "identify important factors", "type": 1 }, { "tag": "isolation pilot-plant", "type": 1 }, { "tag": "monte-carlo techniques", "type": 1 }, { "tag": "probabilistic risk-assessment", "type": 1 }, { "tag": "radioactive-waste disposal", "type": 1 }, { "tag": "response-surface methodology", "type": 1 }, { "tag": "spatial point patterns", "type": 1 }, { "tag": "uncertainty analysis", "type": 1 } ], "collections": [], "relations": {}, "dateAdded": "2015-06-17T17:20:56Z", "dateModified": "2015-06-17T17:20:56Z" } }, { "key": "3W72NF9F", "version": 36, "library": { "type": "group", "id": 358008, "name": "sensitivity analysis models", "links": { "alternate": { "href": "https://www.zotero.org/groups/sensitivity_analysis_models", "type": "text/html" } } }, "links": { "self": { "href": "https://api.zotero.org/groups/358008/items/3W72NF9F", "type": "application/json" }, "alternate": { "href": "https://www.zotero.org/groups/sensitivity_analysis_models/items/3W72NF9F", "type": "text/html" } }, "meta": { "createdByUser": { "id": 1989183, "username": "rachel.desormes", "name": "", "links": { "alternate": { "href": "https://www.zotero.org/rachel.desormes", "type": "text/html" } } }, "creatorSummary": "Helton and Davis", "parsedDate": "2003-07", "numChildren": 0 }, "data": { "key": "3W72NF9F", "version": 36, "itemType": "journalArticle", "title": "Latin hypercube sampling and the propagation of uncertainty in analyses of complex systems", "creators": [ { "creatorType": "author", "firstName": "J. C.", "lastName": "Helton" }, { "creatorType": "author", "firstName": "F. J.", "lastName": "Davis" } ], "abstractNote": "The following techniques for uncertainty and sensitivity analysis are briefly summarized: Monte Carlo analysis, differential analysis, response surface methodology, Fourier amplitude sensitivity test, Sobol' variance decomposition, and fast probability integration. Desirable features of Monte Carlo analysis in conjunction with Latin hypercube sampling are described in discussions of the following topics: (i) properties of random, stratified and Latin hypercube sampling, (ii) comparisons of random and Latin hypercube sampling, (iii) operations involving Latin hypercube sampling (i.e. correlation control, reweighting of samples to incorporate changed distributions, replicated sampling to test reproducibility of results), (iv) uncertainty analysis (i.e. cumulative distribution functions, complementary cumulative distribution functions, box plots), (v) sensitivity analysis (i.e. scatterplots, regression analysis, correlation analysis, rank transformations, searches for nonrandom patterns), and (vi) analyses involving stochastic (i.e. aleatory) and subjective (i.e. epistemic) uncertainty. Published by Elsevier Science Ltd.", "publicationTitle": "Reliability Engineering & System Safety", "publisher": "", "place": "", "date": "JUL 2003", "volume": "81", "issue": "1", "section": "", "partNumber": "", "partTitle": "", "pages": "23-69", "series": "", "seriesTitle": "", "seriesText": "", "journalAbbreviation": "Reliab. Eng. Syst. Saf.", "DOI": "10.1016/S0951-8320(03)00058-9", "citationKey": "", "url": "", "accessDate": "", "PMID": "", "PMCID": "", "ISSN": "0951-8320", "archive": "", "archiveLocation": "", "shortTitle": "", "language": "English", "libraryCatalog": "Web of Science", "callNumber": "", "rights": "", "extra": "WOS:000183391300003", "tags": [ { "tag": "1996 performance assessment", "type": 1 }, { "tag": "Latin hypercube sampling", "type": 1 }, { "tag": "Monte Carlo analysis", "type": 1 }, { "tag": "Sensitivity analysis", "type": 1 }, { "tag": "aleatory uncertainty", "type": 1 }, { "tag": "compliance certification application", "type": 1 }, { "tag": "cumulative distribution-functions", "type": 1 }, { "tag": "epistemic uncertainty", "type": 1 }, { "tag": "isolation pilot-plant", "type": 1 }, { "tag": "monte-carlo techniques", "type": 1 }, { "tag": "probabilistic risk assessment", "type": 1 }, { "tag": "radioactive-waste disposal", "type": 1 }, { "tag": "random sampling", "type": 1 }, { "tag": "response-surface methodology", "type": 1 }, { "tag": "sensitivity analysis techniques", "type": 1 }, { "tag": "spatial point patterns", "type": 1 }, { "tag": "uncertainty analysis", "type": 1 } ], "collections": [], "relations": {}, "dateAdded": "2015-06-17T17:20:05Z", "dateModified": "2015-06-17T17:20:05Z" } }, { "key": "P7U9ENG5", "version": 36, "library": { "type": "group", "id": 358008, "name": "sensitivity analysis models", "links": { "alternate": { "href": "https://www.zotero.org/groups/sensitivity_analysis_models", "type": "text/html" } } }, "links": { "self": { "href": "https://api.zotero.org/groups/358008/items/P7U9ENG5", "type": "application/json" }, "alternate": { "href": "https://www.zotero.org/groups/sensitivity_analysis_models/items/P7U9ENG5", "type": "text/html" } }, "meta": { "createdByUser": { "id": 1989183, "username": "rachel.desormes", "name": "", "links": { "alternate": { "href": "https://www.zotero.org/rachel.desormes", "type": "text/html" } } }, "creatorSummary": "Helton et al.", "parsedDate": "2005-09", "numChildren": 0 }, "data": { "key": "P7U9ENG5", "version": 36, "itemType": "journalArticle", "title": "A comparison of uncertainty and sensitivity analysis results obtained with random and Latin hypercube sampling", "creators": [ { "creatorType": "author", "firstName": "J. C.", "lastName": "Helton" }, { "creatorType": "author", "firstName": "F. J.", "lastName": "Davis" }, { "creatorType": "author", "firstName": "J. D.", "lastName": "Johnson" } ], "abstractNote": "Uncertainty and sensitivity analysis results obtained with random and Latin hypef,cube sampling are compared. The comparison uses results from a model for two-phase fluid flow obtained with three independent random samples of size 100 each and three independent Latin hypercube samples (LHSs) of size 100 each. Uncertainty and sensitivity analysis results with the two sampling procedures are similar and stable across the three replicated samples. Poor performance of regression-based sensitivity analysis procedures for some analysis outcomes results more from the inappropriateness of the procedure for the nonlinear relationships: between model input and model results than from an inadequate sample size. Kendall's coefficient of concordance (KCC) and the top down coefficient of concordance (TDCC) are used to assess the stability of sensitivity analysis results across replicated samples, with the TDCC providing a more informative measure of analysis stability than KCC. A new sensitivity analysis procedure based on replicated samples: and the TDCC is introduced. (c) 2004 Elsevier Ltd. All rights reserved.", "publicationTitle": "Reliability Engineering & System Safety", "publisher": "", "place": "", "date": "SEP 2005", "volume": "89", "issue": "3", "section": "", "partNumber": "", "partTitle": "", "pages": "305-330", "series": "", "seriesTitle": "", "seriesText": "", "journalAbbreviation": "Reliab. Eng. Syst. Saf.", "DOI": "10.1016/j.ress.2004.08.006", "citationKey": "", "url": "", "accessDate": "", "PMID": "", "PMCID": "", "ISSN": "0951-8320", "archive": "", "archiveLocation": "", "shortTitle": "", "language": "English", "libraryCatalog": "Web of Science", "callNumber": "", "rights": "", "extra": "WOS:000230472000007", "tags": [ { "tag": "1996 performance assessment", "type": 1 }, { "tag": "Kendall's coefficient of concordance", "type": 1 }, { "tag": "Monte Carlo analysis", "type": 1 }, { "tag": "Sensitivity analysis", "type": 1 }, { "tag": "coupled reaction systems", "type": 1 }, { "tag": "epistemic uncertainty", "type": 1 }, { "tag": "greens-function method", "type": 1 }, { "tag": "highly dependable systems", "type": 1 }, { "tag": "isolation pilot-plant", "type": 1 }, { "tag": "kolmogorov-smirnov test", "type": 1 }, { "tag": "latin hypercube sampling", "type": 1 }, { "tag": "monte-carlo techniques", "type": 1 }, { "tag": "probabilistic risk assessments", "type": 1 }, { "tag": "random sampling", "type": 1 }, { "tag": "replicated sampling", "type": 1 }, { "tag": "response-surface methodology", "type": 1 }, { "tag": "spatial point patterns", "type": 1 }, { "tag": "stability", "type": 1 }, { "tag": "subjective uncertainty", "type": 1 }, { "tag": "top down coefficient of concordance", "type": 1 }, { "tag": "two-phase fluid flow", "type": 1 }, { "tag": "uncertainty analysis", "type": 1 } ], "collections": [], "relations": {}, "dateAdded": "2015-06-17T17:19:50Z", "dateModified": "2015-06-17T17:19:50Z" } }, { "key": "VFPACDRJ", "version": 35, "library": { "type": "group", "id": 358008, "name": "sensitivity analysis models", "links": { "alternate": { "href": "https://www.zotero.org/groups/sensitivity_analysis_models", "type": "text/html" } } }, "links": { "self": { "href": "https://api.zotero.org/groups/358008/items/VFPACDRJ", "type": "application/json" }, "alternate": { "href": "https://www.zotero.org/groups/sensitivity_analysis_models/items/VFPACDRJ", "type": "text/html" } }, "meta": { "createdByUser": { "id": 1989183, "username": "rachel.desormes", "name": "", "links": { "alternate": { "href": "https://www.zotero.org/rachel.desormes", "type": "text/html" } } }, "creatorSummary": "Sallaberry et al.", "parsedDate": "2008-07", "numChildren": 0 }, "data": { "key": "VFPACDRJ", "version": 35, "itemType": "journalArticle", "title": "Extension of Latin hypercube samples with correlated variables", "creators": [ { "creatorType": "author", "firstName": "C. J.", "lastName": "Sallaberry" }, { "creatorType": "author", "firstName": "J. C.", "lastName": "Helton" }, { "creatorType": "author", "firstName": "S. C.", "lastName": "Hora" } ], "abstractNote": "A procedure for extending the size of a Latin hypercube sample (LHS) with rank correlated variables is described and illustrated. The extension procedure starts with an LHS of size m and associated rank correlation matrix C and constructs a new LHS of size 2m that contains the elements of the original LHS and has a rank correlation matrix that is close to the original rank correlation matrix C. The procedure is intended for use in conjunction with uncertainty and sensitivity analysis of computationally demanding models in which it is important to make efficient use of a necessarily limited number of model evaluations. Published by Elsevier Ltd.", "publicationTitle": "Reliability Engineering & System Safety", "publisher": "", "place": "", "date": "JUL 2008", "volume": "93", "issue": "7", "section": "", "partNumber": "", "partTitle": "", "pages": "1047-1059", "series": "", "seriesTitle": "", "seriesText": "", "journalAbbreviation": "Reliab. Eng. Syst. Saf.", "DOI": "10.1016/j.ress.2007.04.005", "citationKey": "", "url": "", "accessDate": "", "PMID": "", "PMCID": "", "ISSN": "0951-8320", "archive": "", "archiveLocation": "", "shortTitle": "", "language": "English", "libraryCatalog": "Web of Science", "callNumber": "", "rights": "", "extra": "WOS:000254541200013", "tags": [ { "tag": "1996 performance assessment", "type": 1 }, { "tag": "Latin hypercube sample", "type": 1 }, { "tag": "Monte Carlo analysis", "type": 1 }, { "tag": "Sensitivity analysis", "type": 1 }, { "tag": "computer-models", "type": 1 }, { "tag": "consequence uncertainty analysis", "type": 1 }, { "tag": "experimental design", "type": 1 }, { "tag": "expert judgment", "type": 1 }, { "tag": "input variables", "type": 1 }, { "tag": "isolation pilot-plant", "type": 1 }, { "tag": "large-scale systems", "type": 1 }, { "tag": "probabilistic risk-assessment", "type": 1 }, { "tag": "rank correlation", "type": 1 }, { "tag": "response-surface methodology", "type": 1 }, { "tag": "sample size extension", "type": 1 }, { "tag": "sensitivity analysis techniques", "type": 1 }, { "tag": "uncertainty analysis", "type": 1 } ], "collections": [], "relations": {}, "dateAdded": "2015-06-17T17:19:26Z", "dateModified": "2015-06-17T17:19:26Z" } }, { "key": "7PI4X4SV", "version": 35, "library": { "type": "group", "id": 358008, "name": "sensitivity analysis models", "links": { "alternate": { "href": "https://www.zotero.org/groups/sensitivity_analysis_models", "type": "text/html" } } }, "links": { "self": { "href": "https://api.zotero.org/groups/358008/items/7PI4X4SV", "type": "application/json" }, "alternate": { "href": "https://www.zotero.org/groups/sensitivity_analysis_models/items/7PI4X4SV", "type": "text/html" } }, "meta": { "createdByUser": { "id": 1989183, "username": "rachel.desormes", "name": "", "links": { "alternate": { "href": "https://www.zotero.org/rachel.desormes", "type": "text/html" } } }, "creatorSummary": "Hansen et al.", "parsedDate": "2012-11", "numChildren": 0 }, "data": { "key": "7PI4X4SV", "version": 35, "itemType": "journalArticle", "title": "Use of replicated Latin hypercube sampling to estimate sampling variance in uncertainty and sensitivity analysis results for the geologic disposal of radioactive waste", "creators": [ { "creatorType": "author", "firstName": "Clifford W.", "lastName": "Hansen" }, { "creatorType": "author", "firstName": "Jon C.", "lastName": "Helton" }, { "creatorType": "author", "firstName": "Cedric J.", "lastName": "Sallaberry" } ], "abstractNote": "The 2008 performance assessment (PA) for the proposed repository for high-level radioactive waste at Yucca Mountain (YM), Nevada, used a Latin hypercube sample (LHS) of size 300 in the propagation of the epistemic uncertainty present in 392 analysis input variables. To assess the adequacy of this sample size, the 2008 YM PA was repeated with three independently generated (i.e., replicated) LHSs of size 300 from the indicated 392 input variables and their associated distributions. Comparison of the uncertainty and sensitivity analysis results obtained with the three replicated LHSs showed that the three samples lead to similar results and that the use of any one of three samples would have produced the same assessment of the effects and implications of epistemic uncertainty. Uncertainty and sensitivity analysis results obtained with the three LHSs were compared by (i) simple visual inspection, (ii) use of the t-distribution to provide a formal representation of sample-to-sample variability in the determination of expected values over epistemic uncertainty and other distributional quantities, and (iii) use of the top down coefficient of concordance to determine agreement with respect to the importance of individual variables indicated in sensitivity analyses performed with the replicated samples. The presented analyses established that an LHS of size 300 was adequate for the propagation and analysis of the effects and implications of epistemic uncertainty in the 2008 YM PA. (C) 2011 Elsevier Ltd. All rights reserved.", "publicationTitle": "Reliability Engineering & System Safety", "publisher": "", "place": "", "date": "NOV 2012", "volume": "107", "issue": "", "section": "", "partNumber": "", "partTitle": "", "pages": "139-148", "series": "", "seriesTitle": "", "seriesText": "", "journalAbbreviation": "Reliab. Eng. Syst. Saf.", "DOI": "10.1016/j.ress.2011.12.006", "citationKey": "", "url": "", "accessDate": "", "PMID": "", "PMCID": "", "ISSN": "0951-8320", "archive": "", "archiveLocation": "", "shortTitle": "", "language": "English", "libraryCatalog": "Web of Science", "callNumber": "", "rights": "", "extra": "WOS:000309370600016", "tags": [ { "tag": "1996 performance assessment", "type": 1 }, { "tag": "Latin hypercube sample", "type": 1 }, { "tag": "Performance assessment", "type": 1 }, { "tag": "Radioactive waste disposal", "type": 1 }, { "tag": "Replicated sample", "type": 1 }, { "tag": "Sensitivity analysis", "type": 1 }, { "tag": "Top down coefficient of concordance", "type": 1 }, { "tag": "Yucca Mountain", "type": 1 }, { "tag": "complex-systems", "type": 1 }, { "tag": "computer code", "type": 1 }, { "tag": "epistemic uncertainty", "type": 1 }, { "tag": "input variables", "type": 1 }, { "tag": "isolation pilot-plant", "type": 1 }, { "tag": "power-station", "type": 1 }, { "tag": "probabilistic risk assessment", "type": 1 }, { "tag": "rank correlation", "type": 1 }, { "tag": "subjective uncertainty", "type": 1 }, { "tag": "uncertainty analysis", "type": 1 } ], "collections": [], "relations": {}, "dateAdded": "2015-06-17T17:19:15Z", "dateModified": "2015-06-17T17:19:15Z" } }, { "key": "5DWV26MS", "version": 32, "library": { "type": "group", "id": 358008, "name": "sensitivity analysis models", "links": { "alternate": { "href": "https://www.zotero.org/groups/sensitivity_analysis_models", "type": "text/html" } } }, "links": { "self": { "href": "https://api.zotero.org/groups/358008/items/5DWV26MS", "type": "application/json" }, "alternate": { "href": "https://www.zotero.org/groups/sensitivity_analysis_models/items/5DWV26MS", "type": "text/html" } }, "meta": { "createdByUser": { "id": 1989183, "username": "rachel.desormes", "name": "", "links": { "alternate": { "href": "https://www.zotero.org/rachel.desormes", "type": "text/html" } } }, "creatorSummary": "Vorechovsky", "parsedDate": "2015-05", "numChildren": 0 }, "data": { "key": "5DWV26MS", "version": 32, "itemType": "journalArticle", "title": "Hierarchical Refinement of Latin Hypercube Samples", "creators": [ { "creatorType": "author", "firstName": "Miroslav", "lastName": "Vorechovsky" } ], "abstractNote": "In this article, a novel method for the extension of sample size in Latin Hypercube Sampling (LHS) is suggested. The method can be applied when an initial LH design is employed for the analysis of functions g of a random vector. The article explains how the statistical, sensitivity and reliability analyses of g can be divided into a hierarchical sequence of simulations with subsets of samples of a random vector in such a way that (i) the favorable properties of LHS are retained (the low number of simulations needed for statistically significant estimations of statistical parameters of function g with low estimation variability); (ii) the simulation process can be halted, for example, when the estimations reach a certain prescribed statistical significance. An important aspect of the method is that it efficiently simulates subsets of samples of random vectors while focusing on their correlation structure or any other objective function such as some measure of dependence, spatial distribution uniformity, discrepancy, etc. This is achieved by employing a robust algorithm based on combinatorial optimization of the mutual ordering of samples. The method is primarily intended to serve as a tool for computationally intensive evaluations of g where there is a need for pilot numerical studies, preliminary and subsequently refined estimations of statistical parameters, optimization of the progressive learning of neural networks, or during experimental design.", "publicationTitle": "Computer-Aided Civil and Infrastructure Engineering", "publisher": "", "place": "", "date": "MAY 2015", "volume": "30", "issue": "5", "section": "", "partNumber": "", "partTitle": "", "pages": "394-411", "series": "", "seriesTitle": "", "seriesText": "", "journalAbbreviation": "Comput.-Aided Civil Infrastruct. Eng.", "DOI": "10.1111/mice.12088", "citationKey": "", "url": "", "accessDate": "", "PMID": "", "PMCID": "", "ISSN": "1093-9687", "archive": "", "archiveLocation": "", "shortTitle": "", "language": "English", "libraryCatalog": "Web of Science", "callNumber": "", "rights": "", "extra": "WOS:000352790800006", "tags": [ { "tag": "dimensional model representations", "type": 1 }, { "tag": "fuzzy", "type": 1 }, { "tag": "genetic algorithms", "type": 1 }, { "tag": "identification", "type": 1 }, { "tag": "neural-network", "type": 1 }, { "tag": "reliability-analysis", "type": 1 }, { "tag": "response-surface methodology", "type": 1 }, { "tag": "risk-assessment", "type": 1 }, { "tag": "sensitivity-analysis", "type": 1 }, { "tag": "simulation", "type": 1 } ], "collections": [], "relations": {}, "dateAdded": "2015-06-17T16:30:02Z", "dateModified": "2015-06-17T16:30:02Z" } }, { "key": "JF3AC7W8", "version": 31, "library": { "type": "group", "id": 358008, "name": "sensitivity analysis models", "links": { "alternate": { "href": "https://www.zotero.org/groups/sensitivity_analysis_models", "type": "text/html" } } }, "links": { "self": { "href": "https://api.zotero.org/groups/358008/items/JF3AC7W8", "type": "application/json" }, "alternate": { "href": "https://www.zotero.org/groups/sensitivity_analysis_models/items/JF3AC7W8", "type": "text/html" } }, "meta": { "createdByUser": { "id": 1989183, "username": "rachel.desormes", "name": "", "links": { "alternate": { "href": "https://www.zotero.org/rachel.desormes", "type": "text/html" } } }, "creatorSummary": "Pholdee and Bureerat", "parsedDate": "2015-07-27", "numChildren": 0 }, "data": { "key": "JF3AC7W8", "version": 31, "itemType": "journalArticle", "title": "An efficient optimum Latin hypercube sampling technique based on sequencing optimisation using simulated annealing", "creators": [ { "creatorType": "author", "firstName": "Nantiwat", "lastName": "Pholdee" }, { "creatorType": "author", "firstName": "Sujin", "lastName": "Bureerat" } ], "abstractNote": "This paper proposes a new optimal Latin hypercube sampling method (OLHS) for design of a computer experiment. The new method is based on solving sequencing and continuous optimisation using simulated annealing. There are two sets of design variables used in the optimisation process: sequencing and real number variables. The special mutation operator is developed to deal with such design variables. The performance of the proposed numerical strategy is tested and compared with three established OLHS methods, namely genetic algorithm (GA), enhanced stochastic evolutionary algorithm (ESEA) and successive local enumeration (SLE). Based on 30 test problems with various design dimensions and numbers of sampling points, the proposed method gives the best results. The method can generate an optimum set of sampling points within reasonable computing time; therefore, it can be considered as a powerful tool for design of computer experiments.", "publicationTitle": "International Journal of Systems Science", "publisher": "", "place": "", "date": "JUL 27 2015", "volume": "46", "issue": "10", "section": "", "partNumber": "", "partTitle": "", "pages": "1780-1789", "series": "", "seriesTitle": "", "seriesText": "", "journalAbbreviation": "Int. J. Syst. Sci.", "DOI": "10.1080/00207721.2013.835003", "citationKey": "", "url": "", "accessDate": "", "PMID": "", "PMCID": "", "ISSN": "0020-7721", "archive": "", "archiveLocation": "", "shortTitle": "", "language": "English", "libraryCatalog": "Web of Science", "callNumber": "", "rights": "", "extra": "WOS:000353496700007", "tags": [ { "tag": "algorithm", "type": 1 }, { "tag": "computer experiments", "type": 1 }, { "tag": "design of experiment", "type": 1 }, { "tag": "heuristics", "type": 1 }, { "tag": "optimal-design", "type": 1 }, { "tag": "optimum Latin hypercube sampling", "type": 1 }, { "tag": "sequencing optimisation", "type": 1 }, { "tag": "simulated annealing", "type": 1 }, { "tag": "space filling quality", "type": 1 }, { "tag": "variables", "type": 1 } ], "collections": [], "relations": {}, "dateAdded": "2015-06-17T16:29:38Z", "dateModified": "2015-06-17T16:29:38Z" } }, { "key": "V8ZFASJF", "version": 29, "library": { "type": "group", "id": 358008, "name": "sensitivity analysis models", "links": { "alternate": { "href": "https://www.zotero.org/groups/sensitivity_analysis_models", "type": "text/html" } } }, "links": { "self": { "href": "https://api.zotero.org/groups/358008/items/V8ZFASJF", "type": "application/json" }, "alternate": { "href": "https://www.zotero.org/groups/sensitivity_analysis_models/items/V8ZFASJF", "type": "text/html" } }, "meta": { "createdByUser": { "id": 1989183, "username": "rachel.desormes", "name": "", "links": { "alternate": { "href": "https://www.zotero.org/rachel.desormes", "type": "text/html" } } }, "creatorSummary": "Liao et al.", "parsedDate": "2014", "numChildren": 2 }, "data": { "key": "V8ZFASJF", "version": 29, "itemType": "journalArticle", "title": "Uncertainty analysis for large-scale prediction of the van Genuchten soil-water retention parameters with pedotransfer functions", "creators": [ { "creatorType": "author", "firstName": "K.", "lastName": "Liao" }, { "creatorType": "author", "firstName": "S.", "lastName": "Xu" }, { "creatorType": "author", "firstName": "J.", "lastName": "Wu" }, { "creatorType": "author", "firstName": "Q.", "lastName": "Zhu" } ], "abstractNote": "Hydrological, environmental and ecological modellers require van Genuchten soil-water retention parameters that are difficult to measure. Pedotransfer functions (PTFs) are thus routinely applied to predict hydraulic parameters (θs, ln(α) and n) from basic soil properties (e.g. bulk density, soil texture and organic matter content). This study investigated the spatial variations of van Genuchten parameters via geostatistical methods (e.g. kriging and co-kriging with remote-sensing data) and multiple-stepwise-regression-based PTFs with a limited number of samples (58) collected in Pingdu City, Shandong Province, China. The uncertainties in the spatial estimation of van Genuchten parameters were evaluated using bootstrap and Latin hypercube sampling methods. Results show that PTF-estimated parameters are less varied than observed parameters. The uncertainty in the parameter estimation is mainly due to the limited number of samples used for deriving PTFs (intrinsic uncertainty) and spatial interpolations of basic soil properties by (co)kriging (input uncertainty). When considering the intrinsic uncertainty, 36%, 29% and 47% of measurements are within the corresponding error bars (95% confidence intervals of the predictions) for the θs, ln(α) and n, respectively. When considering both intrinsic and input uncertainties, 86%, 66% and 88% of observations are within the corresponding error bars for the θs, ln(α) and n, respectively. Therefore, the input uncertainty is more important in the spatial estimation of van Genuchten parameters than the intrinsic uncertainty. Measurement of basic soil properties at high resolution and properly use of powerful spatial interpolation approach are both critical in the accurate spatial estimation of van Genuchten parameters.", "publicationTitle": "Soil Research", "publisher": "", "place": "", "date": "2014", "volume": "52", "issue": "5", "section": "", "partNumber": "", "partTitle": "", "pages": "431-442", "series": "", "seriesTitle": "", "seriesText": "", "journalAbbreviation": "Soil Res.", "DOI": "", "citationKey": "", "url": "http://dx.doi.org/10.1071/SR13230", "accessDate": "2015-06-17T16:21:33Z", "PMID": "", "PMCID": "", "ISSN": "", "archive": "", "archiveLocation": "", "shortTitle": "", "language": "", "libraryCatalog": "CSIRO Publishing", "callNumber": "", "rights": "", "extra": "", "tags": [ { "tag": "Bootstrap", "type": 1 }, { "tag": "Latin hypercube sampling", "type": 1 }, { "tag": "pedotransfer functions", "type": 1 }, { "tag": "uncertainty analysis", "type": 1 }, { "tag": "van Genuchten parameters.", "type": 1 } ], "collections": [], "relations": {}, "dateAdded": "2015-06-17T16:21:33Z", "dateModified": "2015-06-17T16:21:33Z" } }, { "key": "IAF7HBP8", "version": 29, "library": { "type": "group", "id": 358008, "name": "sensitivity analysis models", "links": { "alternate": { "href": "https://www.zotero.org/groups/sensitivity_analysis_models", "type": "text/html" } } }, "links": { "self": { "href": "https://api.zotero.org/groups/358008/items/IAF7HBP8", "type": "application/json" }, "alternate": { "href": "https://www.zotero.org/groups/sensitivity_analysis_models/items/IAF7HBP8", "type": "text/html" }, "up": { "href": "https://api.zotero.org/groups/358008/items/V8ZFASJF", "type": "application/json" } }, "meta": { "createdByUser": { "id": 1989183, "username": "rachel.desormes", "name": "", "links": { "alternate": { "href": "https://www.zotero.org/rachel.desormes", "type": "text/html" } } } }, "data": { "key": "IAF7HBP8", "version": 29, "parentItem": "V8ZFASJF", "itemType": "attachment", 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358008, "name": "sensitivity analysis models", "links": { "alternate": { "href": "https://www.zotero.org/groups/sensitivity_analysis_models", "type": "text/html" } } }, "links": { "self": { "href": "https://api.zotero.org/groups/358008/items/8ZVC38RU", "type": "application/json" }, "alternate": { "href": "https://www.zotero.org/groups/sensitivity_analysis_models/items/8ZVC38RU", "type": "text/html" }, "up": { "href": "https://api.zotero.org/groups/358008/items/VQ8FNAPB", "type": "application/json" } }, "meta": { "createdByUser": { "id": 1989183, "username": "rachel.desormes", "name": "", "links": { "alternate": { "href": "https://www.zotero.org/rachel.desormes", "type": "text/html" } } } }, "data": { "key": "8ZVC38RU", "version": 28, "parentItem": "VQ8FNAPB", "itemType": "attachment", "linkMode": "linked_url", "title": "ScienceDirect Snapshot", "accessDate": "2015-06-17T16:21:08Z", "url": "http://www.sciencedirect.com/science/article/pii/S0032591014000370", "note": "", "contentType": "text/html", "charset": "", "tags": [], "relations": {}, "dateAdded": "2015-06-17T16:21:08Z", "dateModified": "2015-06-17T16:21:08Z" } }, { "key": "KMUUTIFZ", "version": 27, "library": { "type": "group", "id": 358008, "name": "sensitivity analysis models", "links": { "alternate": { "href": "https://www.zotero.org/groups/sensitivity_analysis_models", "type": "text/html" } } }, "links": { "self": { "href": "https://api.zotero.org/groups/358008/items/KMUUTIFZ", "type": "application/json" }, "alternate": { "href": "https://www.zotero.org/groups/sensitivity_analysis_models/items/KMUUTIFZ", "type": "text/html" } }, "meta": { "createdByUser": { "id": 1989183, "username": "rachel.desormes", "name": "", "links": { "alternate": { "href": "https://www.zotero.org/rachel.desormes", "type": "text/html" } } }, "creatorSummary": "Pleming and Manteufel", "numChildren": 2 }, "data": { "key": "KMUUTIFZ", "version": 27, "itemType": "bookSection", "title": "Replicated Latin Hypercube Sampling", "creators": 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