A new measure of importance in global sensitivity analysis of model output
This paper provides a new method of global sensitivity analysis of model output. This is based on a well-known measure of uncertainty importance. In order to compute the total contribution of any given input parameter to the variance of the output, the total effect variance terms are introduced. These provide a measure of the global effect of a parameter, including all the possible synergetic terms arising from the coupling of the parameter with all the others. This can be achieved at reasonable computational cost.
Bibliographic Reference: Paper presented: PC '94, the 6th Joint EPS-APD International Conference on Physics and Computing, Lugano (CH), August 22-26, 1994
Availability: Available from (1) as Paper EN 38445 ORA
Record Number: 199411071 / Last updated on: 1994-11-28
Original language: en
Available languages: en