An Approach to Sensitivity Analysis of Computer Models: Part I—Introduction, Input Variable Selection and Preliminary Variable Assessment

Abstract

This is the first part of a two-part article presenting a statistical approach to the sensitivity analysis of computer models. Part I defines the objectives of sensitivity analysis and presents a computer model that is used for purposes of illustration in the paper. A discussion of the necessary considerations for selection of sample values of variables used as input to the model is given. Details are given for the identification of important variables when the computer output varies with time and when all input variables have been varied simultaneously. For this latter topic the importance of considering data transformation is explained.

• Computer Models
• Sensitivity Analysis

Additional information

Notes on contributors

Ronald L. Iman

Dr. Iman is a statistical consultant.

Jon C. Helton

Dr. Helton is an Associate Professor of Mathematics in the Department of Mathematics at Arizona State University and is currently on leave to Sandia.

James E. Campbell

Dr. Campbell is a physicist and is now employed with Intera Environmental Consultants.