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Extending Morris method for qualitative global sensitivity analysis of models with dependent inputs

Qiao Ge and Monica Menendez

Reliability Engineering and System Safety, 2017, vol. 162, issue C, 28-39

Abstract: Global Sensitivity Analysis (GSA) can help modelers to better understand the model and manage the uncertainty. However, when the model itself is rather sophisticated, especially when dependence exists among model inputs, it could be difficult or even unfeasible to perform quantitative GSA directly. In this paper, a non-parametric approach is proposed for screening model inputs. It extends the classic Elementary Effects (i.e., Morris) method, which is widely used for screening independent inputs, to enable the screening of dependent model inputs. The performance of the proposed method is tested with three numerical experiments, and the results are cross-compared with those from the variance-based GSA.

Keywords: Dependent inputs; Screening; Global sensitivity analysis; Dependent contributions; Independent contributions; Variance-based sensitivity indexes (search for similar items in EconPapers)
Date: 2017
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Handle: RePEc:eee:reensy:v:162:y:2017:i:c:p:28-39