13 research outputs found

    A review of techniques for parameter sensitivity analysis of environmental models

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    Mathematical models are utilized to approximate various highly complex engineering, physical, environmental, social, and economic phenomena. Model parameters exerting the most influence on model results are identified through a ‘sensitivity analysis’. A comprehensive review is presented of more than a dozen sensitivity analysis methods. This review is intended for those not intimately familiar with statistics or the techniques utilized for sensitivity analysis of computer models. The most fundamental of sensitivity techniques utilizes partial differentiation whereas the simplest approach requires varying parameter values one-at-a-time. Correlation analysis is used to determine relationships between independent and dependent variables. Regression analysis provides the most comprehensive sensitivity measure and is commonly utilized to build response surfaces that approximate complex models.Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/42691/1/10661_2004_Article_BF00547132.pd

    Global sensitivity analysis of stochastic computer models with joint metamodels

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    The global sensitivity analysis method used to quantify the influence of uncertain input variables on the variability in numerical model responses has already been applied to deterministic computer codes; deterministic means here that the same set of input variables gives always the same output value. This paper proposes a global sensitivity analysis methodology for stochastic computer codes, for which the result of each code run is itself random. The framework of the joint modeling of the mean and dispersion of heteroscedastic data is used. To deal with the complexity of computer experiment outputs, nonparametric joint models are discussed and a new Gaussian process-based joint model is proposed. The relevance of these models is analyzed based upon two case studies. Results show that the joint modeling approach yields accurate sensitivity index estimatiors even when heteroscedasticity is strong
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