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|Title:||Non-parametric methods for global sensitivity analysis of model output with dependent inputs|
|Authors:||MARA Thierry; TARANTOLA Stefano; ANNONI PAOLA|
|Citation:||ENVIRONMENTAL MODELLING & SOFTWARE vol. 72 p. 173-183|
|Publisher:||ELSEVIER SCI LTD|
|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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