Analytic uncertainty and sensitivity analysis of models with input correlations

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成果类型：

期刊论文

作者：

Zhu, Yueying*;Wang, Qiuping A.;Li, Wei;Cai, Xu

通讯作者：

Zhu, Yueying

作者机构：

[Wang, Qiuping A.; Zhu, Yueying] Le Mans Univ, IMMM, UMR CNRS 6283, F-72085 Le Mans, France.

[Zhu, Yueying; Li, Wei; Cai, Xu] Cent China Normal Univ, Complex Sci Ctr, 152 Ruoyu Rd, Wuhan 430079, Hubei, Peoples R China.

[Zhu, Yueying; Li, Wei; Cai, Xu] Cent China Normal Univ, Inst Particle Phys, 152 Ruoyu Rd, Wuhan 430079, Hubei, Peoples R China.

[Wang, Qiuping A.] HEI, Yncrea, F-59014 Lille, France.

[Li, Wei] Max Planck Inst Math Sci, Inselst 22, D-04103 Leipzig, Germany.

通讯机构：

[Zhu, Yueying] C

Cent China Normal Univ, Complex Sci Ctr, 152 Ruoyu Rd, Wuhan 430079, Hubei, Peoples R China.

Cent China Normal Univ, Inst Particle Phys, 152 Ruoyu Rd, Wuhan 430079, Hubei, Peoples R China.

语种：

英文

关键词：

Uncertainty analysis;Sensitivity index;Correlation;Covariance;HIV model

期刊：

Physica A-Statistical Mechanics and its Applications

ISSN：

0378-4371

年：

2018

卷：

494

页码：

140-162

DOI：

10.1016/j.physa.2017.12.041

基金类别：

Programme of Introducing Talents of Discipline to UniversitiesMinistry of Education, China - 111 Project [B08033]; China Scholarship CouncilChina Scholarship Council [201406770035]

机构署名：

本校为通讯机构

院系归属：

物理科学与技术学院

心理学院

摘要：

Probabilistic uncertainty analysis is a common means of evaluating mathematical models. In mathematical modeling, the uncertainty in input variables is specified through distribution laws. Its contribution to the uncertainty in model response is usually analyzed by assuming that input variables are independent of each other. However, correlated parameters are often happened in practical applications. In the present paper, an analytic method is built for the uncertainty and sensitivity analysis of models in the presence of input correlations. With the method, it is straightforward to identify t...

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Analytic uncertainty and sensitivity analysis of models with input correlations

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