Title: Random Balance Designs for the Estimation of First Order Global Sensitivity Indices
Citation: RELIABILITY ENGINEERING & SYSTEM SAFETY vol. 91 no. 6 p. 717-727
Publication Year: 2006
JRC N°: JRC30990
URI: http://publications.jrc.ec.europa.eu/repository/handle/JRC30990
Type: Articles in periodicals and books
Abstract: We present two methods for the estimation of main effects in global sensitivity analysis. The methods adopt Satterthwaite’s application of random balance designs in regression problems, and extend it to sensitivity analysis of model output for non-linear, non-additive models. Finite as well as infinite ranges for model input factors are allowed. The methods are easier to implement than any other method available for global sensitivity analysis, and reduce significantly the computational cost of the analysis. We test their performance on different test cases, including an international benchmark on safety assessment for nuclear waste disposal originally carried out by OECD/NEA.
JRC Directorate:Space, Security and Migration

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