Estimating the approximation error when fixing unessential factors in global sensitivity analysis

被引：259

作者：

Sobol, I. M.

Tarantola, S.

Gatelli, D.

Kucherenko, S. S.

Mauntz, W.

机构：

[1] Commiss European Communities, Joint Res Ctr, Inst Protect & Secur Citizen, I-21020 Ispra, VA, Italy

[2] Russian Acad Sci, Inst Math Modelling, Moscow, Russia

[3] Univ London Imperial Coll Sci & Technol, London, England

[4] Univ Dortmund, Dept Chem & Biochem Engn, Dortmund, Germany

来源：

RELIABILITY ENGINEERING & SYSTEM SAFETY | 2007年 / 92卷 / 07期

基金：

英国工程与自然科学研究理事会;

关键词：

Sobol' method; approximation error; sensitivity analysis by groups; sensitivity indices; INDEXES;

D O I：

10.1016/j.ress.2006.07.001

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

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 often done without knowing the magnitude of the approximation error being produced. This paper presents a new theorem for the estimation of the average approximation error generated when fixing a group of non-influential factors. A simple function where analytical solutions are available is used to illustrate the theorem. The numerical estimation of small sensitivity indices is discussed. (C) 2006 Elsevier Ltd. All rights reserved.

引用

页码：957 / 960

页数：4

共 8 条

[1] About the use of rank transformation in sensitivity analysis of model output [J].