Sensitivity Analysis for Robust Design Experiments

We analyze the computation of sensitivities in network reliability analysis. The associated models are graphs whose components are weighted by probabilities (their reliabilities) and they are widely used, for instance, in the design of communication networks. The paper deals with the sensitivities of usual reliability network metrics, with respect to the reliabilities of the components. The importance of sensitivities in this context is discussed and it is shown how to efficiently estimate the vector of sensitivities using Monte Carlo procedures. A first result allows to evaluate sensitivities using the standard Monte Carlo approach. A second method is then presented to deal efficiently with the rare event case. The ideas presented here can be applied to other classes of reliability problems and/or methods