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|Title:||Estimating the Approximation Error when Fixing Unessential Factors in Global Sensitivity Analysis|
|Authors:||SOBOL' Ilya; TARANTOLA STEFANO; GATELLI DEBORA; KUCHERENKO Sergei; MAUNTZ Wolfgang|
|Citation:||RELIABILITY ENGINEERING & SYSTEM SAFETY vol. 92 p. 957-960|
|Publisher:||ELSEVIER SCI LTD|
|Type:||Articles in periodicals and books|
|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’.|
|JRC Directorate:||Space, Security and Migration|
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