Combining screening and metamodel-based methods: An efficient sequential approach for the sensitivity analysis of model outputs

In order to overcome this problem, in the present paper, the Kriging-based approach has been combined with the quasi-optimized trajectory based elementary effects (quasi-OTEE) approach for the SA of high-dimensional models. The quasi-OTEE SA is used first to screen the influential and non-influential parameters of a high-dimensional model; then the Kriging-based SA is used to calculate the variance-based sensitivity indices, and to rank the most influential parameters in a more accurate way. The application of the proposed sequential SA is illustrated with several numerical experiments. Results show that the method can properly identify the most influential parameters and their ranks, while the number of model evaluations is considerably less than the variance-based SA (e.g., in one of the tests the sequential SA requires over 50 times less model evaluations than the variance-based SA).