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.. _reliability_sensitivity:
Reliability, sensitivity
========================
Sensitivity analysis methods can be used to analyze the respective importance of each
uncertainty source with respect to a probabilistic criterion.
This covers ranking methods for probabilistic criterion on central dispersion (expectation and variance)
and probability of exceeding a threshold / failure probability.
Central dispersion
------------------
.. toctree::
:maxdepth: 1
low_discrepancy_sequence
design_experiment
optimal_lhs
taylor_moments
monte_carlo_moments
Sensitivity analysis
--------------------
.. toctree::
:maxdepth: 1
taylor_importance_factors
ranking_src
ranking_pcc
sensitivity_sobol
sensitivity_sobol_from_pce
sensitivity_ancova
sensitivity_fast
importance_form
sensitivity_form
sensitivity_hsic
Probability of crossing a threshold
-----------------------------------
Approximation methods
~~~~~~~~~~~~~~~~~~~~~
.. toctree::
:maxdepth: 1
form_approximation
sorm_approximation
reliability_index
strong_maximum_test
Sampling methods
~~~~~~~~~~~~~~~~
.. toctree::
:maxdepth: 1
monte_carlo_simulation
importance_simulation
directional_simulation
lhs_simulation
qmc_simulation
subset_sampling
|
