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Convergence of sensitivity analysis methods for evaluating combined influences of model inputs

Author

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  • Awad, Majdi
  • Senga Kiesse, Tristan
  • Assaghir, Zainab
  • Ventura, Anne

Abstract

This work aims at studying Morris’ extension method to evaluate the contribution of combined variations of inputs to variations of a model output. There is a lack of studies on the Morris’ extension method concerning crucial choices of the adequate number of trajectories to distinguish influential and non-influential groups of pairs of inputs, rank pairs of inputs according to their relative importance and reach out the stability of sensitivity indices values. The Morris’ extension method was studied regarding the three previous issues via applications on simple and complex models, in comparison with total interaction indices of Sobol. Formal criteria were implemented to assess the convergence of sensitivity analysis results. Sensitivity indices based on the median of mixed elementary effects (MEE) were investigated and found to be competing with classical ones based on the mean of MEE, to achieve convergent results.

Suggested Citation

  • Awad, Majdi & Senga Kiesse, Tristan & Assaghir, Zainab & Ventura, Anne, 2019. "Convergence of sensitivity analysis methods for evaluating combined influences of model inputs," Reliability Engineering and System Safety, Elsevier, vol. 189(C), pages 109-122.
    • Handle: RePEc:eee:reensy:v:189:y:2019:i:c:p:109-122
    DOI: 10.1016/j.ress.2019.03.050
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    2. Shi, Wen & Zhou, Qing & Zhou, Yanju, 2023. "An efficient elementary effect-based method for sensitivity analysis in identifying main and two-factor interaction effects," Reliability Engineering and System Safety, Elsevier, vol. 237(C).

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