Sensitivity Analysis of Computer Models

Abstract

Sensitivity analysis (SA) of computer models has been developed over the last decades paralleling the development of massive computer simulations of engineering, chemical, and environmental systems. Through extensive simulations, global SA is aimed at assessing the importance of each input to the model outputs by means of variance decomposition. Depending on model complexity and simulation costs, various techniques are available ranging from design of experiments (DOE) to intensive Monte Carlo, metamodeling, and inference.