Estimating the approximation error when fixing unessential factors in global sensitivity analysis

Sobol’, I.M., S. Tarantola, D. Gatelli, S.S. Kucherenko and W. Mauntz

Reliability Engineering and System Safety, 2007, vol. 92, issue 7, 957-960

Abstract: One of the major settings of global sensitivity analysis is that of fixing non-influential factors, in order to reduce the dimensionality of a model. However, this is often done without knowing the magnitude of the approximation error being produced. This paper presents a new theorem for the estimation of the average approximation error generated when fixing a group of non-influential factors. A simple function where analytical solutions are available is used to illustrate the theorem. The numerical estimation of small sensitivity indices is discussed.

Keywords: Sobol’ method; Approximation error; Sensitivity analysis by groups; Sensitivity indices (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (44)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:92:y:2007:i:7:p:957-960

DOI: 10.1016/j.ress.2006.07.001

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