Non-parametric methods for global sensitivity analysis of model output with dependent inputs

Abstract : This paper addresses the issue of performing global sensitivity analysis of model output with dependent inputs. First, we define variance-based sensi- tivity indices that allow for distinguishing the independent contributions of the inputs to the response variance from their mutual dependent contribu- tions. Then, two sampling strategies are proposed for their non-parametric, numerical estimation. This approach allows us to estimate the sensitivity indices not only for individual inputs but also for groups of inputs. After testing the accuracy of the non-parametric method on some analytical test functions, the approach is employed to assess the importance of dependent inputs on a computer model for the migration of radioactive substances in the geosphere.
Type de document :
Article dans une revue
Environmental Modelling and Software, Elsevier, 2015, 72, pp.173-183. 〈10.1016/j.envsoft.2015.07.010〉
Liste complète des métadonnées

Littérature citée [17 références]  Voir  Masquer  Télécharger

https://hal.archives-ouvertes.fr/hal-01182302
Contributeur : Thierry Mara <>
Soumis le : vendredi 7 août 2015 - 15:58:03
Dernière modification le : vendredi 14 septembre 2018 - 08:16:26
Document(s) archivé(s) le : mercredi 26 avril 2017 - 08:18:22

Fichier

Mara15EMS_HAL.pdf
Fichiers produits par l'(les) auteur(s)

Licence


Domaine public

Identifiants

Collections

Citation

Thierry A. Mara, Stefano Tarantola, Paola Annoni. Non-parametric methods for global sensitivity analysis of model output with dependent inputs. Environmental Modelling and Software, Elsevier, 2015, 72, pp.173-183. 〈10.1016/j.envsoft.2015.07.010〉. 〈hal-01182302〉

Partager

Métriques

Consultations de la notice

190

Téléchargements de fichiers

255