The Use of Graph Theory in the Sensitivity Analysis of the Model Output: A Second Order Screening Method

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Campolongo, Francesca
Braddock, Roger
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1999
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Abstract

Sensitivity analysis screening methods aim to isolate the most important factors in experiments involving a large number of significant factors and interactions.

This paper extends the one-factor-at-a-time screening method proposed by Morris. The new method, in addition to the `overall' sensitivity measures already provided by the traditional Morris method, offers estimates of the two-factor interaction effects. The number of model evaluations required is O(k2), where k is the number of model input factors.

The efficient sampling strategy in the parameter space is based on concepts of graph theory and on the solution of the `handcuffed prisoner problem'.

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Reliability Engineering and System Safety
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Mathematical Sciences
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