Title: Non-parametric methods for global sensitivity analysis of model output with dependent inputs
Citation: ENVIRONMENTAL MODELLING & SOFTWARE vol. 72 p. 173-183
Publication Year: 2015
JRC N°: JRC97133
ISSN: 1364-8152
URI: http://www.sciencedirect.com/science/article/pii/S1364815215300153
DOI: 10.1016/j.envsoft.2015.07.010
Type: Articles in periodicals and books
Abstract: This paper addresses the issue of performing global sensitivity analysis of model output with dependent inputs. First, we define variance-based sensitivity indices that allow for distinguishing the independent contributions of the inputs to the response variance from their mutual dependent contributions. Then, two sampling strategies are proposed for their non-parametric, numerical estimation. This approach allows us to estimate the sensitivity indices not only for individual inputs but also for groups of inputs. After testing the accuracy of the non-parametric method on some analytical test functions, the approach is employed to assess the importance of dependent inputs on a computer model for the migration of radioactive substances in the geosphere
JRC Directorate:Energy, Transport and Climate

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