Global sensitivity analysis for systems with independent and/or correlated inputs

Research output: Contribution to journalConference article

6 Scopus citations

Abstract

A new unified global sensitivity analysis framework is introduced for systems whose input probability distribution can be independent and/or correlated. For correlated inputs, three sensitivity indices are defined to fully describe the total, structural (reflecting the system structure) and correlative (reflecting the correlated input probability distribution) contributions for an input or a subset of inputs. The magnitudes of all three indices need to be considered in order to quantitatively determine the relative importance of the inputs. For independent inputs, these indices reduce to a single index consistent with previous variance-based methods. This analysis is especially useful for the treatment of laboratory and field data.

Original languageEnglish (US)
Pages (from-to)7587-7589
Number of pages3
JournalProcedia - Social and Behavioral Sciences
Volume2
Issue number6
DOIs
StatePublished - Aug 2 2010
Event6th International Conference on Sensitivity Analysis of Model Output, SAMO 2010 - Milan, Italy
Duration: Jul 19 2010Jul 22 2010

All Science Journal Classification (ASJC) codes

  • Social Sciences(all)
  • Psychology(all)

Keywords

  • Data correlation
  • Meta-modeling
  • Sensitivity analysis
  • Variance analysis

Fingerprint Dive into the research topics of 'Global sensitivity analysis for systems with independent and/or correlated inputs'. Together they form a unique fingerprint.

  • Cite this