Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
808390 | Reliability Engineering & System Safety | 2007 | 4 Pages |
Abstract
One of the major settings of global sensitivity analysis is that of fixing non-influential factors, in order to reduce the dimensionality of a model. However, this is often done without knowing the magnitude of the approximation error being produced. This paper presents a new theorem for the estimation of the average approximation error generated when fixing a group of non-influential factors. A simple function where analytical solutions are available is used to illustrate the theorem. The numerical estimation of small sensitivity indices is discussed.
Related Topics
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Authors
I.M. Sobol’, S. Tarantola, D. Gatelli, S.S. Kucherenko, W. Mauntz,