| Presentation | 2020-12-11 A Note on Variance-Based Sensitivity Analysis for Continuous-Time Markov Chains Based on Moment Approximation Jiahao Zhang, Junjun Zheng, Hiroyuki Okamura, Tadashi Dohi, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | Sensitivity analysis plays a critical role in quantifying uncertainty in the design of computer systems. In particular, a variance-based global sensitivity analysis is often used to rank the importance of input factors, based on their contribution to the variance of the output measure of interest. The variance-based sensitivity analysis is sampling-based and therefore usually applies simulation methods such as Monte Carlo simulation. That means, the traditional methods for variance-based sensitivity analysis based on simulation do not need the analytic structure of the model to be analyzed. But the simulation usually needs huge number of realisations to obtain stable results, which incurs an undesired high computational cost. In this paper, we present an analytic approach to compute the variance-based sensitivity based on moment approximation. More specifically, we formulate the output measure of continuous-time Markov chains (CTMCs) and investigate the relationship between input parameters and output measure through variance-based sensitivity analysis. In numerical experiments, the effects of model parameters in both parallel and series system configurations show that the effect of a component depends largely on the system structure. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Variance-based sensitivity analysiscontinuous-time Markov chainsmoment-based approximationmain effect |
| Paper # | R2020-33 |
| Date of Issue | 2020-12-04 (R) |
| Conference Information | |
| Committee | R |
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| Conference Date | 2020/12/11(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | Online |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | Reliability International Standard, Maintainability, Reliability General |
| Chair | Akira Asato(Fujitsu) |
| Vice Chair | Tadashi Dohi(Hiroshima Univ.) |
| Secretary | Tadashi Dohi(Hosei Univ.) |
| Assistant | Hiroyuki Okamura(Hiroshima Univ.) / Shinji Yokogawa(Univ. of Electro-Comm.) |
| Paper Information | |
| Registration To | Technical Committee on Reliability |
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| Language | ENG |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | A Note on Variance-Based Sensitivity Analysis for Continuous-Time Markov Chains Based on Moment Approximation |
| Sub Title (in English) | |
| Keyword(1) | Variance-based sensitivity analysiscontinuous-time Markov chainsmoment-based approximationmain effect |
| 1st Author's Name | Jiahao Zhang |
| 1st Author's Affiliation | Hiroshima University(Hiroshima Univ.) |
| 2nd Author's Name | Junjun Zheng |
| 2nd Author's Affiliation | Ritsumeikan University(Ritsumeikan Univ.) |
| 3rd Author's Name | Hiroyuki Okamura |
| 3rd Author's Affiliation | Hiroshima University(Hiroshima Univ.) |
| 4th Author's Name | Tadashi Dohi |
| 4th Author's Affiliation | Hiroshima University(Hiroshima Univ.) |
| Date | 2020-12-11 |
| Paper # | R2020-33 |
| Volume (vol) | vol.120 |
| Number (no) | R-286 |
| Page | pp.pp.18-23(R), |
| #Pages | 6 |
| Date of Issue | 2020-12-04 (R) |