Sensitivity Analysis: How to Detect Important Factors in Large Models
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.
CAMPOLONGO Francesca;
CARIBONI Jessica;
2007-06-29
JRC37120
EUR 22798 EN,
https://publications.jrc.ec.europa.eu/repository/handle/JRC37120,
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