Global sensitivity/uncertainty analysis for agent-based models

Maria Fonoberova, Vladimir A. Fonoberov and Mezić, Igor

Reliability Engineering and System Safety, 2013, vol. 118, issue C, 8-17

Abstract: Agent-based models simulate simultaneous actions and interactions of multiple agents, in an attempt to re-create and predict the appearance of complex phenomena. We propose to use global sensitivity analysis as a tool for analyzing and evaluating agent-based models. A general approach for applying the global sensitivity analysis to agent-based models is presented and tested on the example of a socio-cultural agent-based model we developed earlier [45]. We identify the most significant parameters in the model and uncover their contributions to the outputs of interest. Methodology of model reduction for agent-based models is discussed and demonstrated for the aforementioned model.

Keywords: Global sensitivity analysis; Uncertainty analysis; Agent-based model; Variance-based global sensitivity; Derivative-based global sensitivity; Model reduction (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (5)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:118:y:2013:i:c:p:8-17

DOI: 10.1016/j.ress.2013.04.004

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