灵敏度(控制系统)
估计员
差异(会计)
索引(排版)
分解
数学
预测误差的方差分解
基于方差的敏感性分析
钥匙(锁)
统计
计算机科学
数学优化
应用数学
算法
方差分析
单因素方差分析
工程类
会计
电子工程
万维网
业务
生态学
计算机安全
生物
作者
Andrea Saltelli,Paola Annoni,Ivano Azzini,Francesca Campolongo,Marco Ratto,Stefano Tarantola
标识
DOI:10.1016/j.cpc.2009.09.018
摘要
Variance based methods have assessed themselves as versatile and effective among the various available techniques for sensitivity analysis of model output. Practitioners can in principle describe the sensitivity pattern of a model Y=f(X1,X2,…,Xk) with k uncertain input factors via a full decomposition of the variance V of Y into terms depending on the factors and their interactions. More often practitioners are satisfied with computing just k first order effects and k total effects, the latter describing synthetically interactions among input factors. In sensitivity analysis a key concern is the computational cost of the analysis, defined in terms of number of evaluations of f(X1,X2,…,Xk) needed to complete the analysis, as f(X1,X2,…,Xk) is often in the form of a numerical model which may take long processing time. While the computational cost is relatively cheap and weakly dependent on k for estimating first order effects, it remains expensive and strictly k-dependent for total effect indices. In the present note we compare existing and new practices for this index and offer recommendations on which to use.
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