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Convergence of sensitivity analysis methods for evaluating combined influences of model inputs

Majdi Awad, Tristan Senga Kiesse, Zainab Assaghir and Anne Ventura

Reliability Engineering and System Safety, 2019, vol. 189, issue C, 109-122

Abstract: This work aims at studying Morris’ extension method to evaluate the contribution of combined variations of inputs to variations of a model output. There is a lack of studies on the Morris’ extension method concerning crucial choices of the adequate number of trajectories to distinguish influential and non-influential groups of pairs of inputs, rank pairs of inputs according to their relative importance and reach out the stability of sensitivity indices values. The Morris’ extension method was studied regarding the three previous issues via applications on simple and complex models, in comparison with total interaction indices of Sobol. Formal criteria were implemented to assess the convergence of sensitivity analysis results. Sensitivity indices based on the median of mixed elementary effects (MEE) were investigated and found to be competing with classical ones based on the mean of MEE, to achieve convergent results.

Keywords: Sensitivity analysis; Combined action; Morris’ extension method; Sobol method; Carbonation model (search for similar items in EconPapers)
Date: 2019
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Handle: RePEc:eee:reensy:v:189:y:2019:i:c:p:109-122