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Erschienen in: Structural and Multidisciplinary Optimization 3/2020

17.01.2020 | Review Paper

Surrogate-assisted global sensitivity analysis: an overview

verfasst von: Kai Cheng, Zhenzhou Lu, Chunyan Ling, Suting Zhou

Erschienen in: Structural and Multidisciplinary Optimization | Ausgabe 3/2020

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Abstract

Surrogate models are popular tool to approximate the functional relationship of expensive simulation models in multiple scientific and engineering disciplines. Successful use of surrogate models can provide significant savings of computational cost. However, with a variety of surrogate model approaches available in literature, it is a difficult task to select an appropriate one at hand. In this paper, we present an overview of surrogate model approaches with an emphasis of their application for variance-based global sensitivity analysis, including polynomial regression model, high-dimensional model representation, state-dependent parameter, polynomial chaos expansion, Kriging/Gaussian Process, support vector regression, radial basis function, and low rank tensor approximation. The accuracy and efficiency of these approaches are compared with several benchmark examples. The strengths and weaknesses of these surrogate models are discussed, and the recommendations are provided for different types of applications. For ease of implementations, the packages, as well as toolboxes, of surrogate model techniques and their applications for global sensitivity analysis are collected.

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Metadaten
Titel
Surrogate-assisted global sensitivity analysis: an overview
verfasst von
Kai Cheng
Zhenzhou Lu
Chunyan Ling
Suting Zhou
Publikationsdatum
17.01.2020
Verlag
Springer Berlin Heidelberg
Erschienen in
Structural and Multidisciplinary Optimization / Ausgabe 3/2020
Print ISSN: 1615-147X
Elektronische ISSN: 1615-1488
DOI
https://doi.org/10.1007/s00158-019-02413-5

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