A single-loop reliability sensitivity analysis strategy for time-dependent rare events with both random variables and stochastic processes

Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates

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Mathematical Analysis of Random Noise

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Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index

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A new uncertainty importance measure

Emanuele Borgonovo · Reliability Engineering & System Safety · 2006 · 1K citations

Computing, Mathematics, Probability Theory +11

Convergence study of the truncated Karhunen–Loeve expansion for simulation of stochastic processes

Shuping Huang, Ser Tong Quek, Kok‐Kwang Phoon · International Journal for Numerical Methods in Engineering · 2001 · 458 citations

Engineering, Computational Engineering, Stochastic Modeling +13