Input screening: Finding the important model inputs on a budget

Max D. Morris

Reliability Engineering and System Safety, 2006, vol. 91, issue 10, 1252-1256

Abstract: One general goal of sensitivity or uncertainty analysis of a computer model is the determination of which inputs most influence the outputs of interest. Simple methodologies based on randomly sampled input values are attractive because they require few assumptions about the nature of the model. However, when the number of inputs is large and the computational effort required per model evaluation is significant, methods based on more complex assumptions, analysis techniques, and/or sampling plans may be preferable. This paper will review some approaches that have been proposed for input screening, with an emphasis on the balance between assumptions and the number of model evaluations required.

Keywords: Computer experiment; Sensitivity analysis; Uncertainty analysis (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (5)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:91:y:2006:i:10:p:1252-1256

DOI: 10.1016/j.ress.2005.11.022

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