Title: Sensitivity Analysis: How to Detect Important Factors in Large Models
Authors: CAMPOLONGO FRANCESCACARIBONI JESSICA
Publication Year: 2007
JRC N°: JRC37120
Other Identifiers: EUR 22798 EN
URI: http://publications.jrc.ec.europa.eu/repository/handle/JRC37120
Type: EUR - Scientific and Technical Research Reports
Abstract: In this work we propose a sensitivity analysis method which is effective in identifying the few important factors in a model that contains many factors, with a relatively small number of model evaluations. The method is convenient when the number of factors is so large, and/or the model execution time is such, to make the computational cost of more sophisticated techniques excessive. The method is conceptually simple and can be though as an expansion of a derivative-based approach, although it overcomes the limitation of a local derivative-based approach as it attempts to explore the whole input space.
JRC Institute:Institute for the Protection and Security of the Citizen

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