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dc.contributor.authorSALTELLI Andreaen_GB
dc.contributor.authorANNONI Paolaen_GB
dc.contributor.authorAZZINI Ivanoen_GB
dc.contributor.authorCAMPOLONGO Francescaen_GB
dc.contributor.authorRATTO Marcoen_GB
dc.contributor.authorTARANTOLA Stefanoen_GB
dc.date.accessioned2012-04-17T20:07:42Z-
dc.date.available2010-01-01en_GB
dc.date.available2012-04-17T20:07:42Z-
dc.date.created2009-11-26en_GB
dc.date.issued2010en_GB
dc.date.submitted2009-07-01en_GB
dc.identifier.citationCOMPUTER PHYSICS COMMUNICATIONS vol. 181 no. 2 p. 259-270en_GB
dc.identifier.issn0010-4655en_GB
dc.identifier.uriwww.elsevier.com/locate/cpcen_GB
dc.identifier.urihttp://publications.jrc.ec.europa.eu/repository/handle/JRC52955-
dc.description.abstractVariance based methods have assessed themselves as versatile and effective among the various available techniques for sensitivity analysis of model output. Practitioners can in principle describe the sensitivity pattern of a model Y=f ( X_1,X_2,... X_k) with k uncertain input factors via a full decomposition of the variance V(Y) of Y into terms depending on the factors and their interactions. More often practitioners are satisfied with computing just k first order effects and k total effects, the latter describing synthetically interactions among input factors. In sensitivity analysis a key concern is the computational cost of the analysis, defined in terms of number of evaluations of f ( X_1,X_2,... X_k) needed to complete the analysis, as f ( X_1,X_2,... X_k) is often in the form of a numerical model which may take long processing time. While the computational cost is relatively cheap and k-independent for estimating first order effects, it remains expensive and k-dependent for total effect indices. In the present note we compare existing and new practices for this index and offer recommendations on which to use.en_GB
dc.description.sponsorshipJRC.G.3-Econometrics and applied statisticsen_GB
dc.format.mediumCD-ROMen_GB
dc.languageENGen_GB
dc.publisherELSEVIER SCIENCE BVen_GB
dc.relation.ispartofseriesJRC52955en_GB
dc.titleVariance based sensitivity analysis of model output. Design and estimator for the total sensitivity indexen_GB
dc.typeArticles in periodicals and booksen_GB
dc.identifier.doi10.1016/j.cpc.2009.09.018en_GB
JRC Directorate:Space, Security and Migration

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