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A Review on Global Sensitivity Analysis Methods

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Iooss, Bertrand, Lemaître, Paul·2015·Operations Research/Computer Science Interfaces Series

Abstract

This chapter makes a review, in a complete methodological framework, of various global sensitivity analysis methods of model output. Numerous statistical and probabilistic tools (regression, smoothing, tests, statistical learning, Monte Carlo, …) aim at determining the model input variables which mostly contribute to an interest quantity depending on model output. This quantity can be for instance the variance of an output variable. Three kinds of methods are distinguished: the screening (coarse sorting of the most influential inputs among a large number), the measures of importance (quantitative sensitivity indices) and the deep exploration of the model behaviour (measuring the effects of inputs on their all variation range). A progressive application methodology is illustrated on a scholar application. A synthesis is given to place every method according to several axes, mainly the cost in number of model evaluations, the model complexity and the nature of brought information.

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Metadata

Authors
Iooss, B., & Lemaître, P.
Venue
Operations Research/Computer Science Interfaces Series
Publisher
Springer US
Published
2015
Pages
101-122
ISSN
1387-666X (ISSN-L)
OpenAlex
W1911106672
Cited by
994
References
6
FWCI
189.75
Type
book chapter
Language
en
Open access
green

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CoChat. (2026). Citation check: A Review on Global Sensitivity Analysis Methods. https://app.cochat.ai/papers/10.1007/978-1-4899-7547-8_5
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Iooss, B., & Lemaître, P. (2015). A Review on Global Sensitivity Analysis Methods. Operations Research/Computer Science Interfaces Series. https://doi.org/10.1007/978-1-4899-7547-8_5

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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.