Thibault Delage | Searcharxiv

arXiv2017

Sensitivity analysis using perturbed-law based indices for quantiles and application to an industrial case

In this paper, we present perturbed law-based sensitivity indices and how to adapt them for quantile-oriented sensitivity analysis. We exhibit a simple way to compute these indices in practice using an importance sampling estimator for quantiles. Some useful asymptotic results about this estimator are also provided. Finally, we apply this method to the study of a numerical model which simulates the behaviour of a component in a hydraulic system in case of severe transient solicitations. The sensitivity analysis is used to assess the impact of epistemic uncertainties about some physical parameters on the output of the model.

math.ST↗

arXiv2016

Probabilistic risk bounds for the characterization of radiological contamination

The radiological characterization of contaminated elements (walls, grounds, objects) from nuclear facilities often suffers from a too small number of measurements. In order to determine risk prediction bounds on the level of contamination, some classic statistical methods may then reveal unsuited as they rely upon strong assumptions (e.g. that the underlying distribution is Gaussian) which cannot be checked. Considering that a set of measurements or their average value arise from a Gaussian distribution can sometimes lead to erroneous conclusion, possibly underconservative. This paper presents several alternative statistical approaches which are based on much weaker hypotheses than Gaussianity. They result from general probabilistic inequalities and order-statistics based formula. Given a data sample, these inequalities make it possible to derive prediction intervals for a random variable, which can be directly interpreted as probabilistic risk bounds. For the sake of validation, they are first applied to synthetic data samples generated from several known theoretical distributions. In a second time, the proposed methods are applied to two data sets obtained from real radiological contamination measurements.

stat.AP↗