Sensitivity analysis in presence of model uncertainty and correlated inputs

The first motivation of this work is to take into account model uncertainty in sensitivity analysis (SA). We present with some examples, a methodology to treat uncertainty due to a mutation of the studied model. Development of this methodology has highlighted an important problem, frequently encountered in SA: how to interpret sensitivity indices when random inputs are non-independent? This paper suggests a strategy for the problem of SA of models with non-independent random inputs. We propose a new application of the multidimensional generalization of classical sensitivity indices, resulting from group sensitivities (sensitivity of the output of the model to a group of inputs), and describe an estimation method based on Monte-Carlo simulations. Practical and theoretical applications illustrate the interest of this method.     

Parameter uncertainty effects on variance-based sensitivity analysis

In the past several years there has been considerable commercial and academic interest in methods for variance-based sensitivity analysis. The industrial focus is motivated by the importance of attributing variance contributions to input factors. A more complete understanding of these relationships enables companies to achieve goals related to quality, safety and asset utilization. In a number of applications, it is possible to distinguish between two types of input variables—regressive variables and model parameters. Regressive variables are those that can be influenced by process design or by a control strategy. With model parameters, there are typically no opportunities to directly influence their variability. In this paper, we propose a new method to perform sensitivity analysis through a partitioning of the input variables into these two groupings: regressive variables and model parameters. A sequential analysis is proposed, where first an sensitivity analysis is performed with respect to the regressive variables. In the second step, the uncertainty effects arising from the model parameters are included. This strategy can be quite useful in understanding process variability and in developing strategies to reduce overall variability. When this method is used for nonlinear models which are linear in the parameters, analytical solutions can be utilized. In the more general case of models that are nonlinear in both the regressive variables and the parameters, either first order approximations can be used, or numerically intensive methods must be used.     

Life-cycle reliability-based robust design optimization for GP model with response uncertainty

Reliability-based robust design optimization (RBRDO) is a crucial tool for life-cycle quality improvement. Gaussian process (GP) model is an effective alternative modeling technique that is widely used in robust parameter design. However, there are few studies to deal with reliability-based design problems by using GP model. This article proposes a novel life-cycle RBRDO approach concerning response uncertainty under the framework of GP modeling technique. First, the hyperparameters of GP model are estimated by using the Gibbs sampling procedure. Second, the expected partial derivative expression is derived based on GP modeling technique. Moreover, a novel failure risk cost function is constructed to assess the life-cycle reliability. Then, the quality loss function and confidence interval are constructed by simulated outputs to evaluate the robustness of optimal settings and response uncertainty, respectively. Finally, an optimization model integrating failure risk cost function, quality loss function, and confidence interval analysis approach is constructed to find reasonable optimal input settings. Two case studies are given to illustrate the performance of the proposed approach. The results show that the proposed approach can make better trade-offs between the quality characteristics and reliability requirements by considering response uncertainty.     

A novel Bayesian approach to reliability modeling: The benefits of uncertainty evaluation in the model selection procedure

This paper proposes a different likelihood formulation within the Bayesian paradigm for parameter estimation of reliability models. Moreover, the assessment of the uncertainties associated with parameters, the goodness of fit, and the model prediction of reliability are included in a systematic framework for better aiding the model selection procedure. Two case studies are appraised to highlight the contributions of the proposed method and demonstrate the differences between the proposed Bayesian formulation and an existing Bayesian formulation.     

基于区间分析的不确定性结构动力学模型修正方法

提出了一种基于区间分析的不确定性有限元模型修正方法。在区间参数结构特征值分析理论和确定性有限元模型修正方法基础上,假设不确定性与初始有限元模型误差均较小,采用灵敏度方法推导了待修正参数区间中点值和不确定区间的迭代格式。以三自由度弹簧-质量系统和复合材料板为例,采用拉丁超立方抽样构造仿真试验模态参数样本,开展仿真研究。结果表明,当仿真试验样本能准确反映结构模态参数的区间特性时,方法的收敛精度和效率均较高;修正后计算模态参数能准确反映试验数据的区间特性。所提出方法适用于解决试验样本较少,仅能得到试验模态参数区间的有限元模型修正问题。     

Assessing the risk of bluetongue to UK livestock: uncertainty and sensitivity analyses of a temperature-dependent model for the basic reproduction number.

Since 1998 bluetongue virus (BTV), which causes bluetongue, a non-contagious, insect-borne infectious disease of ruminants, has expanded northwards in Europe in an unprecedented series of incursions, suggesting that there is a risk to the large and valuable British livestock industry. The basic reproduction number, R(0), provides a powerful tool with which to assess the level of risk posed by a disease. In this paper, we compute R(0) for BTV in a population comprising two host species, cattle and sheep. Estimates for each parameter which influences R(0) were obtained from the published literature, using those applicable to the UK situation wherever possible. Moreover, explicit temperature dependence was included for those parameters for which it had been quantified. Uncertainty and sensitivity analyses based on Latin hypercube sampling and partial rank correlation coefficients identified temperature, the probability of transmission from host to vector and the vector to host ratio as being most important in determining the magnitude of R(0). The importance of temperature reflects the fact that it influences many processes involved in the transmission of BTV and, in particular, the biting rate, the extrinsic incubation period and the vector mortality rate.     

新安江模型参数有效优化及不确定性评估

应用新安江模型进行水文模拟时,由于模型本身的不足及参数多、信息量少等原因,会出现率定的最优参数组不唯一、不稳定等问题。考虑到以往的参数优选,都只得出一个参数组,不能反映出其不确定性状况。提出应用基于马尔可夫链蒙特卡罗(MCMC)理论的SCEM-UA算法,通过双牌流域以1 h为时段间隔的36场典型洪水数据对新安江模型参数进行优选和不确定性评估。结果表明,该算法能很好地推出新安江模型参数的后验概率分布;率定和检验结果分析也表明,应用SCEM-UA算法对新安江模型进行优选和不确定评估是有效和可行的。     

The effect of covariance on uncertainty when constructing the ITS-90 temperature scale

The effect of covariance between the resistances of a calibrated standard platinum resistance thermometer at the fixed points on the uncertainty when constructing the ITS-90 temperature scale in the 0–660°C range is considered. The proposed method of calculating the uncertainty complies with the international recommendations. This paper was presented at the 3rd All-Russia Conference “Temperature-2007” (see the selection in Measurement Techniques, Nos. 8, 9, 11, 2007). __________ Translated from Izmeritel’naya Tekhnika, No. 4, pp. 44–49, April, 2008.     

Assessing model mismatch and model selection in a Bayesian uncertainty quantification analysis of a fluid-dynamics model of pulmonary blood circulation

This study uses Bayesian inference to quantify the uncertainty of model parameters and haemodynamic predictions in a one-dimensional pulmonary circulation model based on an integration of mouse haemodynamic and micro-computed tomography imaging data. We emphasize an often neglected, though important source of uncertainty: in the mathematical model form due to the discrepancy between the model and the reality, and in the measurements due to the wrong noise model (jointly called ‘model mismatch’). We demonstrate that minimizing the mean squared error between the measured and the predicted data (the conventional method) in the presence of model mismatch leads to biased and overly confident parameter estimates and haemodynamic predictions. We show that our proposed method allowing for model mismatch, which we represent with Gaussian processes, corrects the bias. Additionally, we compare a linear and a nonlinear wall model, as well as models with different vessel stiffness relations. We use formal model selection analysis based on the Watanabe Akaike information criterion to select the model that best predicts the pulmonary haemodynamics. Results show that the nonlinear pressure–area relationship with stiffness dependent on the unstressed radius predicts best the data measured in a control mouse.     

Robust optimization based on analytical evaluation of uncertainty propagation

Optimization under uncertainty requires proper handling of those input parameters that contain scatter. Scatter in input parameters propagates through the process and causes scatter in the output. Stochastic methods (e.g. Monte Carlo) are very popular for assessing uncertainty propagation using black-box function metamodels. However, they are expensive. Therefore, in this article a direct method of calculating uncertainty propagation has been employed based on the analytical integration of a metamodel of a process. Analytical handling of noise variables not only improves the accuracy of the results but also provides the gradients of the output with respect to input variables. This is advantageous in the case of gradient-based optimization. Additionally, it is shown that the analytical approach can be applied during sequential improvement of the metamodel to obtain a more accurate representative model of the black-box function and to enhance the search for the robust optimum.     

Signalling boosts the evolution of cooperation in repeated group interactions

Many biological and social systems show significant levels of collective action. Several cooperation mechanisms have been proposed, yet they have been mostly studied independently. Among these, direct reciprocity supports cooperation on the basis of repeated interactions among individuals. Signals and quorum dynamics may also drive cooperation. Here, we resort to an evolutionary game-theoretical model to jointly analyse these two mechanisms and study the conditions in which evolution selects for direct reciprocity, signalling, or their combination. We show that signalling alone leads to higher levels of cooperation than when combined with reciprocity, while offering additional robustness against errors. Specifically, successful strategies in the realm of direct reciprocity are often not selected in the presence of signalling, and memory of past interactions is only exploited opportunistically in the case of earlier coordination failure. Differently, signalling always evolves, even when costly. In the light of these results, it may be easier to understand why direct reciprocity has been observed only in a limited number of cases among non-humans, whereas signalling is widespread at all levels of complexity.     

Multivariate receptor models and model uncertainty

Estimation of the number of major pollution sources, the source composition profiles, and the source contributions are the main interests in multivariate receptor modeling. Due to lack of identifiability of the receptor model, however, the estimation cannot be done without some additional assumptions.

A common approach to this problem is to estimate the number of sources, q, at the first stage, and then estimate source profiles and contributions at the second stage, given additional constraints (identifiability conditions) to prevent source rotation/transformation and the assumption that the q-source model is correct. These assumptions on the parameters (the number of sources and identifiability conditions) are the main source of model uncertainty in multivariate receptor modeling.

In this paper, we suggest a Bayesian approach to deal with model uncertainties in multivariate receptor models by using Markov chain Monte Carlo (MCMC) schemes. Specifically, we suggest a method which can simultaneously estimate parameters (compositions and contributions), parameter uncertainties, and model uncertainties (number of sources and identifiability conditions). Simulation results and an application to air pollution data are presented.     

Technical object monitoring and control under conditions of structural uncertainty with an extended measurement model

A standard optimization principle is used with nonclassical target functions concerned with the generalized work in a method of synthesizing a quasioptimal monitoring and control system for a technical object in the case when there is a lack of adequate mathematical model for the object’s behavior. Translated from Metrologiya, No. 2, pp. 3–21, February, 2009.     

Evolution of cooperation on heterogeneous supply networks

Strategies can significantly influence the performances of individual players and groups in supply networks. However, these strategies evolve over time. Thus, it is essential to probe the evolution of strategies in this context. This paper investigates the evolution of cooperation on supply networks focusing on the impacts of network topologies. Due to the difficulty in mapping the topological structures of large-scale supply networks, we introduce a topological model for supply networks. Then repeated prisoner’s dilemma game is played on the resulting networks. The simulation results show that topological structures have close relevance to the cooperation level in the networks. Compared with homogeneous structures, heterogeneous structures are helpful to promote cooperation. In addition, strategy payoff and competition pressure are also involved with the evolution of cooperation. This work may offer a useful insight into understanding complex strategy behaviours in supply networks.     

可见分光光度计波长示值误差测量不确定度分析

文章以可见分光光度计主标准装置之一的干涉滤光片对上海第三分析仪器厂生产的721型分光光度计检定为例,进行波长示值误差测量不确定度评定。     

Models and model uncertainty in the context of risk analysis

This paper addresses the concept of model uncertainty within the context of risk analysis. Though model uncertainty is a topic widely discussed in the risk analysis literature, no consensus seems to exist on its meaning, how it should be measured, or its impact on the application of analysis results in decision processes. The purpose of this paper is to contribute to clarification. The first parts of the paper look into the contents of the two terms ‘model’ and ‘uncertainty’. On this platform it is discussed how focus on model uncertainty merely leads to muddling up the message of the analysis, if risk is interpreted as a true, inherent property of the system, to be estimated in the risk analysis. An alternative approach is to see the models as means for expressing uncertainty regarding the system performance. In this case, it is argued, the term ‘model uncertainty’ loses its meaning.     

分布参数的主观不确定性对结构平均输出性能方差影响的降维分析方法

为了有效控制结构平均输出性能,研究了分布参数主观不确定性对平均输出性能方差的影响.考虑到分布参数的主观不确定性对平均输出性能的方差贡献与分离主、客观不确定性后分布参数的主观不确定性对输出性能的方差贡献相同,并针对传统Monte Carlo方法效率低、计算量大的缺点,首先采用乘法降维方法求解基于平均性能方差的全局灵敏度,该方法对功能函数的调用次数远远小于传统的Monte Carlo方法;其次将主、客观分离方法与乘法降维方法相结合,求解分布参数的主观不确定性对平均输出性能方差的影响,该方法在保证精度的同时,进一步提高了计算效率.     

Combining the cost of reducing uncertainty with the selection of risk assessment models for remediation decision of site contamination

The decision as to whether a contaminated site poses a threat to human health and should be cleaned up relies increasingly upon the use of risk assessment models. However, the more sophisticated risk assessment models become, the greater the concern with the uncertainty in, and thus the credibility of, risk assessment. In particular, when there are several equally plausible models, decision makers are confused by model uncertainty and perplexed as to which model should be chosen for making decisions objectively. When the correctness of different models is not easily judged after objective analysis has been conducted, the cost incurred during the processes of risk assessment has to be considered in order to make an efficient decision. In order to support an efficient and objective remediation decision, this study develops a methodology to cost the least required reduction of uncertainty and to use the cost measure in the selection of candidate models. The focus is on identifying the efforts involved in reducing the input uncertainty to the point at which the uncertainty would not hinder the decision in each equally plausible model. First, this methodology combines a nested Monte Carlo simulation, rank correlation coefficients, and explicit decision criteria to identify key uncertain inputs that would influence the decision in order to reduce input uncertainty. This methodology then calculates the cost of required reduction of input uncertainty in each model by convergence ratio, which measures the needed convergence level of each key input's spread. Finally, the most appropriate model can be selected based on the convergence ratio and cost. A case of a contaminated site is used to demonstrate the methodology.