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Random balance designs for the estimation of first order global sensitivity indices

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  • Tarantola, S.
  • Gatelli, D.
  • Mara, T.A.

Abstract

We present two methods for the estimation of main effects in global sensitivity analysis. The methods adopt Satterthwaite's application of random balance designs in regression problems, and extend it to sensitivity analysis of model output for non-linear, non-additive models. Finite as well as infinite ranges for model input factors are allowed. The methods are easier to implement than any other method available for global sensitivity analysis, and reduce significantly the computational cost of the analysis. We test their performance on different test cases, including an international benchmark on safety assessment for nuclear waste disposal originally carried out by OECD/NEA.

Suggested Citation

  • Tarantola, S. & Gatelli, D. & Mara, T.A., 2006. "Random balance designs for the estimation of first order global sensitivity indices," Reliability Engineering and System Safety, Elsevier, vol. 91(6), pages 717-727.
    • Handle: RePEc:eee:reensy:v:91:y:2006:i:6:p:717-727
    DOI: 10.1016/j.ress.2005.06.003
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    References listed on IDEAS

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    1. Saltelli A. & Tarantola S., 2002. "On the Relative Importance of Input Factors in Mathematical Models: Safety Assessment for Nuclear Waste Disposal," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 702-709, September.
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