Global sensitivity analysis for models with spatially dependent outputs

Abstract : The global sensitivity analysis of a complex numerical model often calls for the estimation of variance-based importance measures, named Sobol' indices. Metamodel-based techniques have been developed in order to replace the cpu time-expensive computer code with an inexpensive mathematical function, which predicts the computer code output. The common metamodel-based sensitivity analysis methods are well-suited for computer codes with scalar outputs. However, in the environmental domain, as in many areas of application, the numerical model outputs are often spatial maps, which may also vary with time. In this paper, we introduce an innovative method to obtain a spatial map of Sobol' indices with a minimal number of numerical model computations. It is based upon the functional decomposition of the spatial output onto a wavelet basis and the metamodeling of the wavelet coefficients by the Gaussian process. An analytical example is presented to clarify the various steps of our methodology. This technique is then applied to a real hydrogeological case: for each model input variable, a spatial map of Sobol' indices is thus obtained.
Type de document :
Article dans une revue
Environmetrics, Wiley, 2011, 22, pp.383-397
Liste complète des métadonnées

Littérature citée [36 références]  Voir  Masquer  Télécharger
Contributeur : Bertrand Iooss <>
Soumis le : mercredi 22 septembre 2010 - 08:09:41
Dernière modification le : jeudi 7 février 2019 - 14:53:02
Document(s) archivé(s) le : jeudi 23 décembre 2010 - 02:46:13


Fichiers produits par l'(les) auteur(s)


  • HAL Id : hal-00430171, version 4
  • ARXIV : 0911.1189


Amandine Marrel, Bertrand Iooss, Michel Jullien, Beatrice Laurent, Elena Volkova. Global sensitivity analysis for models with spatially dependent outputs. Environmetrics, Wiley, 2011, 22, pp.383-397. 〈hal-00430171v4〉



Consultations de la notice


Téléchargements de fichiers