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conference paper

Global sensitivity analysis of computer models with functional inputs

Iooss, Bertrand
•
Ribatet, Mathieu  
2009
Reliability Engineering & System Safety
5th International Conference on Sensitivity Analysis of Model Output (SAMO 2007)

Global sensitivity analysis is used to quantify the influence of uncertain model inputs on the response variability of a numerical model. The common quantitative methods are appropriate with computer codes having scalar model inputs. This paper aims at illustrating different variance-based sensitivity analysis techniques, based on the so-called Sobol's indices, when some model inputs are functional, such as stochastic processes or random spatial fields. In this work, we focus on large cpu time computer codes which need a preliminary metamodeling step before performing the sensitivity analysis. We propose the use of the joint modeling approach, i.e., modeling simultaneously the mean and the dispersion of the code outputs using two interlinked generalized linear models (GLMs) or generalized additive models (GAMs). The "mean model" allows to estimate the sensitivity indices of each scalar model inputs, while the "dispersion model" allows to derive the total sensitivity index of the functional model inputs. The proposed approach is compared to some classical sensitivity analysis methodologies on an analytical function. Lastly, the new methodology is applied to an industrial computer code that simulates the nuclear fuel irradiation. (C) 2008 Elsevier Ltd. All rights reserved.

  • Details
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Type
conference paper
DOI
10.1016/j.ress.2008.09.010
Web of Science ID

WOS:000265888500008

Author(s)
Iooss, Bertrand
Ribatet, Mathieu  
Date Issued

2009

Published in
Reliability Engineering & System Safety
Volume

94

Start page

1194

End page

1204

Subjects

Sobol's indices

•

Joint modeling

•

Generalized additive model

•

Metamodel

•

Stochastic process

•

Uncertainty

•

Uncertainty

•

Indexes

Editorial or Peer reviewed

NON-REVIEWED

Written at

EPFL

EPFL units
STAT  
Event nameEvent placeEvent date
5th International Conference on Sensitivity Analysis of Model Output (SAMO 2007)

Budapest, HUNGARY

Jun 18-22, 2007

Available on Infoscience
November 30, 2010
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/60236
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