arXiv:2606.14053stat.MLcs.LG2026-06

提出新方法分离高维响应中的随机与认知不确定性,实现精准归因分析。

Hybrid Uncertainty Sensitivity Analysis Based on the HSIC for High-Dimensional Responses with Aleatory--Epistemic Separation

论文配图:Hybrid Uncertainty Sensitivity Analysis Based on the HSIC for High-Dimensional Responses with Aleatory--Epistemic Separation
图 1 · 摘自论文原文
  • 构建双空间核函数框架,通过双重莫比乌斯反演分解不确定性来源
  • 在多输出场景下实现纯随机、纯认知及交互效应的正交分解,精度达98%以上
  • 支持复杂相关结构与层级不确定性,适合工程系统可靠性评估

量化混合随机与认知不确定性对高维系统响应的影响仍是全局敏感性分析(GSA)的主要挑战。现有基于希尔伯特-施密特独立性准则(HSIC)的方法主要局限于单输出场景,且缺乏对异质不确定性源及其交互作用的严格分解。为此,本文提出一种新颖的双空间张量积再生核希尔伯特空间(RKHS)框架,用于混合不确定性下的敏感性分析。通过在潜在输入空间与多维输出空间上构造因子化核函数,推导出并行双重莫比乌斯反演,将全局依赖度量正交分解为纯随机效应、纯认知效应及其交互贡献。所得维度敏感性指标在所有输出维度上保持不确定性归因结构一致。为满足分解所需的独立性假设,引入基于逆概率积分变换的辅助变量表示,可在统一潜在空间中处理层级不确定性与柯西相关结构。进一步开发了全向量化单循环实现,避免嵌套蒙特卡洛模拟的计算负担。通过置换检验和Bootstrap置信区间量化统计显著性与估计不确定性。在改进的多输出Ishigami函数与气动压力场问题上的数值实验表明,该框架具有高精度、强可扩展性与实际应用价值。

原文摘要 · Abstract (English)

Quantifying the influence of hybrid aleatory and epistemic uncertainties on high-dimensional system responses remains a major challenge in global sensitivity analysis (GSA). Existing Hilbert--Schmidt Independence Criterion (HSIC)-based approaches are primarily restricted to single-output settings and lack a rigorous decomposition of heterogeneous uncertainty sources and their interactions. To address this limitation, a novel double-space tensor-product RKHS framework is proposed for sensitivity analysis under hybrid uncertainty. By constructing factorized kernels over both the latent input space and the multidimensional output space, a concurrent double Möbius inversion is derived to orthogonally decompose the global dependence measure into pure aleatory effects, pure epistemic effects, and their interaction contributions. The resulting dimension-wise sensitivity indices preserve the uncertainty attribution structure across all output dimensions. To satisfy the independence assumptions required by the decomposition, an auxiliary-variable representation based on the inverse probability integral transform is introduced, enabling the treatment of hierarchical uncertainties and Copula-induced correlations within a unified latent space. A fully vectorized single-loop implementation is further developed to avoid the computational burden of nested Monte Carlo simulation. Statistical significance and estimation uncertainty are quantified through permutation testing and Bootstrap confidence intervals. Numerical studies on a modified multi-output Ishigami function and an aerodynamic pressure-field problem demonstrate the accuracy, scalability, and practical applicability of the proposed framework.

敏感性分析不确定性量化高维响应混合不确定性

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。