Stochastic sensitivity analysis by dimensional decomposition and score functions

@inproceedings{Rahman2009StochasticSA,
  title={Stochastic sensitivity analysis by dimensional decomposition and score functions},
  author={Sharif Rahman},
  year={2009}
}
This article presents a new class of computational methods, known as dimensional decomposition methods, for calculating stochastic sensitivities of mechanical systems with respect to probability distribution parameters. These methods involve a hierarchical decomposition of a multivariate response function in terms of variables with increasing dimensions and score functions associated with probability distribution of a random input. The proposed decomposition facilitates univariate and bivariate… CONTINUE READING

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