Global reliability sensitivity estimation based on failure samples

Global reliability sensitivity analysis (RSA) can help to assess the effects of input random variables X on the probability of failure Pr(F) of an engineering system. Conventionally, this requires repeated evaluations of the conditional failure probability Pr(F|Xi = xi) for multiple values of the input random variable Xi and for all Xi of interest. Such a solution is straightforward but computationally expensive. In this paper, we propose a new...