@article{JRC33269, address = {Oxford (United Kingdom)}, year = {2007}, author = {Sobol' I and Tarantola S and Gatelli D and Kucherenko S and Mauntz W}, abstract = {One of the major settings of global sensitivity analysis is that of fixing non influential factors, in order to reduce the dimensionality of a model. However, this is usually done without knowing the magnitude of the approximation error being produced. This paper presents and proves a new theorem for the estimation of the average approximation error generated when fixing non influential factors. A simple function where analytical solutions are available is used as test case to illustrate the theorem; furthermore this function is used to show the theorem applicability to sensitivity analysis by groups of factors. Improved formulas for the estimation of sensitivity indices are presented; such formulas allow for more accurate estimations at a lower computational cost with respect to the original method of Sobol’. }, title = {Estimating the Approximation Error when Fixing Unessential Factors in Global Sensitivity Analysis}, type = {}, url = {}, volume = {92}, number = {}, journal = {RELIABILITY ENGINEERING & SYSTEM SAFETY}, pages = {957-960}, issn = {}, publisher = {ELSEVIER SCI LTD}, doi = {10.1016/j.ress.2006.07.001} }