This is the source code of the paper "A new moment-independent uncertainty importance measure based on cumulative residual entropy for developing uncertainty reduction strategies"
Paper link: https://www.sciencedirect.com/science/article/pii/S0378475425002253
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Chen, Shi-Shun and Xiao-Yang Li. "A new moment-independent uncertainty importance measure based on cumulative residual entropy for developing uncertainty reduction strategies." Mathematics and Computers in Simulation. 2026, 239: 263-281.
• Quantifying uncertainty magnitude is important in practical uncertainty reduction.
• CRE-based measures are developed for handling highly-skewed distributions.
• Numerical implementations are devised to estimate the proposed measure.
• A case of uncertainty reduction considering uncertainty magnitude is introduced.
• The proposed measure gives a different recommendation compared to the Sobol index.
The folder "code_sin" contains the source code of the Ishigami test function, and the folder "code_bearing" contains the source code of the bearing case.
In the folder, cumu_res_entropy.m is the calculation of CRE based on given data; mutual_CRE2.m is the proposed GSA measure of a single variable based on given data.