A new framework for comprehensive, robust, and efficient global sensitivity analysis: 1. Theory

Saman Razavi, Hoshin V. Gupta

Research output: Contribution to journalArticle

57 Scopus citations

Abstract

Computer simulation models are continually growing in complexity with increasingly more factors to be identified. Sensitivity Analysis (SA) provides an essential means for understanding the role and importance of these factors in producing model responses. However, conventional approaches to SA suffer from (1) an ambiguous characterization of sensitivity, and (2) poor computational efficiency, particularly as the problem dimension grows. Here, we present a new and general sensitivity analysis framework (called VARS), based on an analogy to "variogram analysis," that provides an intuitive and comprehensive characterization of sensitivity across the full spectrum of scales in the factor space. We prove, theoretically, that Morris (derivative-based) and Sobol (variance-based) methods and their extensions are special cases of VARS, and that their SA indices can be computed as by-products of the VARS framework. Synthetic functions that resemble actual model response surfaces are used to illustrate the concepts, and show VARS to be as much as two orders of magnitude more computationally efficient than the state-of-the-art Sobol approach. In a companion paper, we propose a practical implementation strategy, and demonstrate the effectiveness, efficiency, and reliability (robustness) of the VARS framework on real-data case studies.

Original languageEnglish (US)
Pages (from-to)423-439
Number of pages17
JournalWater Resources Research
Volume52
Issue number1
DOIs
StatePublished - Jan 1 2016

Keywords

  • bootstrapping
  • computational efficiency
  • covariogram
  • dynamical models
  • model performance
  • morris
  • sampling
  • scale
  • sensitivity analysis
  • sobol
  • variogram

ASJC Scopus subject areas

  • Water Science and Technology

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