Generalized Hoeffding-Sobol Decomposition for Dependent Variables -Application to Sensitivity Analysis

In this paper, we consider a regression model built on dependent variables. This regression modelizes an input output relationship. Under boundedness assumptions on the joint distribution function of the input variables, we show that a generalized Hoeffding-Sobol decomposition is available. This leads to new indices measuring the sensitivity of the output with respect to the input variables. We also study and discuss the estimation of these new indices

Randomized pick-freeze for sparse Sobol indices estimation in high dimension

This article investigates a new procedure to estimate the influence of each variable of a given function defined on a high-dimensional space. More precisely, we are concerned with describing a function of a large number $p$ of parameters that depends only on a small number $s$ of them. Our proposed method is an unconstrained $\ell_{1}$-minimization based on the Sobol's method. We prove that, with only $\mathcal O(s\log p)$ evaluations of $f$, one can find which are the relevant parameters

Characterization of process-oriented hydrologic model behavior with temporal sensitivity analysis for flash floods in Mediterranean catchments

This paper presents a detailed analysis of 10 flash flood events in the Mediterranean region using the distributed hydrological model MARINE. Characterizing catchment response during flash flood events may provide new and valuable insight into the dynamics involved for extreme catchment response and their dependency on physiographic properties and flood severity. The main objective of this study is to analyze flash-flood-dedicated hydrologic model sensitivity with a new approach in hydrology, allowing model outputs variance decomposition for temporal patterns of parameter sensitivity analysis. Such approaches enable ranking of uncertainty sources for nonlinear and nonmonotonic mappings with a low computational cost. Hydrologic model and sensitivity analysis are used as learning tools on a large flash flood dataset. With Nash performances above 0.73 on average for this extended set of 10 validation events, the five sensitive parameters of MARINE process-oriented distributed model are analyzed. This contribution shows that soil depth explains more than 80% of model output variance when most hydrographs are peaking. Moreover, the lateral subsurface transfer is responsible for 80% of model variance for some catchment-flood events’ hydrographs during slow-declining limbs. The unexplained variance of model output representing interactions between parameters reveals to be very low during modeled flood peaks and informs that model parsimonious parameterization is appropriate to tackle the problem of flash floods. Interactions observed after model initialization or rainfall intensity peaks incite to improve water partition representation between flow components and initialization itself. This paper gives a practical framework for application of this method to other models, landscapes and climatic conditions, potentially helping to improve processes understanding and representation

Trim Flight Conditions for a Low-Boom Aircraft Design Under Uncertainty

The purpose of this paper is to investigate the noise generation of a low-boom aircraft design in flight trim conditions under uncertainty. The deflection of control surfaces to maintain a trimmed flight state has the potential to change the perceived loudness at the ground. Furthermore, the uncertainties associated with the control surface deflections can complicate the overall uncertainty quantification. Incorporation of the uncertainties in the prediction of perceived sound levels during the design phase can lead to improved robustness. In this paper, a brief review of low-boom flight trim research is presented. Realistic flight trim conditions requiring control surface deflection are integrated into the current research efforts for uncertainty quantification and vehicle design. In addition, a generalized set of procedures for the characterization of uncertainties in flight trim conditions are introduced. In a case study of the application of these procedures, a 5 decibel average difference in the perceived level of loudness was found between clean (no deflections) and trimmed configurations. Also, uncertainties attributable to control surface deflection were found to account for, on average, over 50% of the total near field uncertainty. Uncertainty discretization methods implemented were able to give more insight into the overall global variances

Is it possible to improve existing sample-based algorithm to compute the total sensitivity index?

Variance-based sensitivity indices have established themselves as a reference among practitioners of sensitivity analysis of model output. It is not unusual to consider a variance-based sensitivity analysis as informative if it produces at least the first order sensitivity indices ¿¿j and the so-called total-effect sensitivity indices ¿¿j for all the uncertain factors of the mathematical model under analysis. Computational economy is critical in sensitivity analysis. It depends mostly upon the number of model evaluations needed to obtain stable values of the estimates. While efficient estimation procedures independent from the number of factors under analysis are available for the first order indices, this is less the case for the total sensitivity indices. When estimating Tj , one can either use a sample-based approach, whose computational cost depends on the number of factors, or approaches based on meta-modelling/emulators, e.g. based on Gaussian processes. The present work focuses on sample-based estimation procedures for Tj and tries different avenues to achieve an algorithmic improvement over the designs proposed in the existing best practices. We conclude that some proposed sample-based improvements found in the literature do not work as claimed, and that improving on the existing best practice is indeed fraught with difficulties. We motivate our conclusions introducing the concepts of explorativity and efficiency of the design