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with i /= j

are zero, this can be reduced to the convenient

r

A

S

= 1,

(1.47)

comprising an indicator and its weight. It is easy to imagine

similar applications. For example, one could divide uncertainty

among observational data, estima- tion, model assumptions,

model resolution and so on.

1.2.16

Further Methods

analysis:

regression coefficients (standardized);

variance-based measures;

scatterplots.

coefficients

Sa

i = aZi aY/aY aXi, regression coefficients f3i and variance-based

first-order

sensitivity indices Si for linear models, as well as how Si is a

model-free

extension of the variance decomposition scheme to models of

unknown linearity. We have discussed how nonadditive models

can be treated in the variance-based sensitivity framework. We

have also indicated that scatter- plots are a powerful tool for

sensitivity analysis and shown how Si can be interpreted in

relation to the existence of shape in an Xi versus Y

scatterplot.

At a greater level of detail (Ratto et al., 2007) one can use

modern regres- sion tools (such as state-space filtering

methods) to interpolate points in the scatterplots, producing

very reliable E (Y I Xi = x) curves. The curves can then be used

for sensitivity analysis. Their shape is more evident than that of

dense scatterplots (compare Figure 1.7 with Figure 1.8).

Furthermore, one can derive the first-order sensitivity indices

2

directly from those curves, so that an efficient way to estimate

Si is to use state-space regression on the scatterplots and then

take the variances of these.

i

In general, for a model of unknown linearity,

monotonicity

and additivity, variance-based measures constitute a good

means of tackling settings such as factor fixing and factor

prioritization. We shall discuss one further setting before the

end of this chapter, but let us first consider whether there are

alternatives to the use of variance-based methods for the

settings so far described.

METHODS AND SETTINGS FOR SENSITIVITY ANALYSIS

variance- based measures is computational cost. Estimating the

sensitivity coefficients takes many model runs (see Chapter 4).

Accelerating the computation of sensitivity indices of all orders

or even simply of the Si, STi couple is the most intensely

researched topic in sensitivity analysis (see the filtering

approach just mentioned). It can reasonably be expected that

the estimation of these measures will become more efficient

over time.

At the same time, and if only for screening purposes, it would

be useful to have methods to find approximate sensitivity

information at lower sample sizes. One such method is the

Elementary Effect Test.

1.2.17

over the space of factors. The method is very simple. Consider

a model with k independent input factors X i ,i = 1, 2 , . . . , k,

which varies across p levels. The input space is the discretized

p-level grid n. For a given value of X, the elementary effect of

the ith input factor is defined as

EEi

=

(1.48)

Ll

1/(p 1)}, X = (X1, X2, . . . Xk) is any selected value in n such

that the transformed point (X + eiLl) is still in n for each index i

= 1 , . . . , k, and ei is a vector of zeros but with a unit as its ith

component. Then the absolute values of the

EEi, computed at r different grid points for each factor, are

averaged

J. i

1

)

r

j=1

IEEi I

(1.49)

In order to compute efficiently, a well-chosen strategy is

needed for moving from one effect to the next, so that the

3).

Leaving aside computational issues for the moment, J. is a useful

measure

for the following reasons:

scale;

2. It is numerically efficient;

3. It is very good for factor fixing it is indeed a good proxy for

STi;

a screening method, especially useful for investigating models

with many (from a few dozen to 100) uncertain factors. It can

also be used before applying a variance-based measure to

prune the number of factors to be considered. As far as point

(3) above is concerned, J. is rather resilient against type II

errors, i.e. if a factor is deemed noninfluential by J. it is unlikely

to be identified as influential by another measure.

1.2.18

size, the next method we present is linked to an altogether

different setting for sensitivity analysis. We call this factor

mapping and it relates to situations in which we are especially

concerned with a particular portion of the distribution of output

Y . For example, we are often interested in Y being above or

below a given threshold. If Y were a dose of contaminant, we

might be interested in how much (how often) a threshold level

for this contaminant is being exceeded. Or Y could be a loss

(e.g. financial) and we might be interested in how often a

maximum admissible loss is being exceeded. In these settings

we tend to divide the realization of Y into good and bad. This

leads to Monte Carlo filtering (MCF, see Saltelli et al., 2004,

pp. 151191 for a review). In MCF one runs a Monte Carlo

experiment producing realizations of the output of interest

corresponding to different sampled points in the input factor

space, as for variance-based or regression analysis. Having

done this, one filters the realizations, e.g. elements of the Y

-vector. This may entail comparing them with some sort of

evidence or for plausibility (e.g. one may have good reason to

reject all negative values of Y ). Or one might simply compare Y

against thresholds, as just mentioned. This will divide the

vector Y into two subsets: that of the well-behaved realizations

and that of the misbehaving ones. The same will apply to the

(marginal) distributions of each of the input factors. Note that in

this context one is not interested in the variance of Y as much

as in that part of the distribution of Y that matters for

example, the lower-end tail of the distribution may be irrelevant

compared to the upper-end tail or vice versa, depending on the

problem. Thus the analysis is not concerned with which factor

drives the variance of Y as much as with which factor produces

realizations of Y in the forbidden zone. Clearly, if a factor has

been judged noninfluential by either J. or STi, it will be unlikely

to show up in an MCF. Steps for MCF are as follows:

nonbe- havioural (Figure 1.11).

identification of

two subsets for each Xi: one containing a number n of

elements denoted

(X |B )

(X |B )

B

Monte Carlo filtering

n=

set (

N n simulations (Figure 1.11).

A statistical test can be performed for each factor

independently,

analysing theofmaximum

the cumulative

distributions

the (X I B)distance

and (X I between

B\ sets (Figure

1.12).

Xi is an influential factor in the factor mapping setting.

1

Prior

Fm(Xi|B )

0.8

Fn(Xi|B )

0.6

F(

Xi)

dn,n

0.4

0.2

0.2

0.4

0.6

0.8

statistic

18

Smirnov two-sample test (two-sided version) is used in Figure 1.12 (see Saltelli

et al., 2004, pp. 3839).

41

Throughout this introductory chapter we have systematically

assumed that input factors are independent of one another.

The main reason for this assumption is of a very practical

nature: dependent input samples are more laborious to

generate (although methods are available for this; see Saltelli

et al., 2000) and, even worse, the sample size needed to

compute sensi- tivity measures for nonindependent samples is

much higher than in the case of uncorrelated samples.19 For this

reason we advise the analyst to work on uncorrelated samples

as much as possible, e.g. by treating dependen- cies as explicit

relationships with a noise term.20 Note that when working with

the MCF just described a dependency structure is generated by

the filtering itself. The filtered factors will probably correlate

with one another even if they were independent in the original

unfiltered sample. This could be a useful strategy to circumvent

the use of correlated samples in sensi- tivity analysis. Still there

might be very particular instances where the use of correlated

factors is unavoidable. A case could occur with the parametric bootstrap approach described in Figure 1.3. After the

estimation step the factors will in general be correlated with

one another, and if a sample is to be drawn from these, it will

have to respect the correlation structure.

Another special instance when one has to take factors

dependence into consideration is when analyst A tries to

demonstrate the falsity of an uncer- tainty analysis produced by

analyst B. In such an adversarial context, A needs to show that

Bs analysis is wrong (e.g. nonconservative) even when taking

due consideration of the covariance of the input factors as

explicitly or implicitly framed by B.

1.4

ANALYSIS

sensitivity analysis can fail if its underlying purpose is left

undefined; diverse statistical tests and measures may be

thrown at a problem, producing a range of different factor

rankings but leaving the researcher none the wiser as to

which

19

dependence, while the opposite is not true. Dependencies are nevertheless

described via correlations for practical numerical computations.

20

with X3 being a factor describing noise, and model X2 as a function of X1 and X3

.

1

INTRODUCTION TO SENSITIVITY ANALYSIS

1

ranking to believe or privilege. Another potential danger is to

present sensi- tivity measures for too many output variables Y .

Although exploring the sensitivity of several model outputs is

sound practice for testing the quality of the model, it is better,

when presenting the results of the sensitivity anal- ysis, to

focus on the key inference suggested by the model, rather than

to confuse the reader with arrays of sensitivity indices relating

to intermediate output variables. Piecewise sensitivity analysis,

such as when investigating one model compartment at a time,

can lead to type II errors if interactions among factors of

different compartments are neglected. It is also worth noting

that, once a model-based analysis has been produced, most

modellers will not willingly submit it to a revision via sensitivity

analysis by a third party.

This anticipation of criticism by sensitivity analysis is also one

of the 10 commandments of applied econometrics according to

Peter Kennedy:

Thou

shall criticism

confess in

the

presence

of sensitivity.

Corollary:

Thou shall

anticipate

[

] When

reporting

a sensitivity

analysis,

researchers

should explain

fully their specification search so that the readers can judge for

themselves how the results may have been affected. This is basically

an honesty is the best policy approach, advocated by Leamer,

(1978, p. vi) (Kennedy, 2007).

and sensi- tivity analyses routinely, both in the process of

modelling and in the oper- ational use of the model to produce

useful inferences.

Finally the danger of type III error should be kept in mind.

Framing error can occur commonly. If a sensitivity analysis is

jointly implemented by the owner of the problem (which may

coincide with the modeller) and a practitioner (who could again

be a modeller or a statistician or a practitioner of sensitivity

analysis), it is important to avoid the former asking for just

some technical help from the latter upon a predefined

framing of the problem. Most often than not the practitioner

will challenge the framing before anything else.

1. We have just shown different settings for sensitivity analysis,

1

2 such as:

factor fixing, linked to STi or u;

factor mapping, linked to MCF;

metamodelling (hints).

CONCLUDING REMARKS

43

applications. This does not mean that other settings cannot

be defined and usefully applied.

3.

4.

5.

interest will also be well identified. In the context of a

controversy, this is where attention will be focused and where

sensitivity analysis should be concentrated.

As discussed, a few factors often account for most of the

variation. Advantage should be taken of this feature to

simplify the results of a sensitivity analysis. Group sensitivities

are also useful for presenting results in a concise fashion.

Assuming models to be true is always dangerous. An uncertainty/sensitivity analysis is always more convincing when

uncertainty has been propagated through more than just one

model. Using a parsi- monious data-driven and a less

parsimonious law-driven model for the same application can be

especially effective and compelling.

When communicating scientific results transparency is an asset.

As the assumptions of a parsimonious model are more easily

assessed, sensitivity analysis should be followed by a model

simplification.

The reader will find in this and the following chapters didactic

examples for the purpose of familiarization with sensitivity

measures. Most of the exercises will be based on models whose

output (and possibly the associated sensitivity measures) can be

computed analytically. In most practical instances the model under

analysis or development will be a computational one, without a

closed analytic formula.

Typically, models will involve differential equations or

optimization algo- rithms involving numerical solutions. For this

reason the best available prac- tices for numerical computations

will be presented in the following chapters. For the Elementary

Effects Test, we shall offer numerical procedures devel- oped by

Campolongo et al. (1999b, 2000, 2007). For the variance-based

measures we shall present the Monte Carlo based design

developed by Saltelli (2002) as well as the Random Balance

Designs based on Fourier Amplitude Sensitivity Test (FAST-RBD,

Tarantola et al., 2006, see Chapter 4). All these methods are based

on true points in the space of the input factors, i.e. on actual

computations of the model at these points. An important and

powerful class of methods will be presented in Chapter 5; such

techniques are based on meta- modelling, e.g. on estimates of the

model at untried points. Metamodelling allows for a great reduction

in the cost of the analysis and becomes in fact the only option

when the model is expensive to run, e.g. when a single simulation

of the model takes tens of minutes or hours or more. The

drawback is that metamodelling tools such as those developed

by Ratto et al. (2007) are less straightforward to encode than

plain Monte Carlo. Where possible, pointers will be given to

available software.

1

5

ANSWERS

1.6 EXERCISES

V(Y ) = E(Y 2) E2(Y ).

1. Prove

that

3.

4.

X1 and

X2, fixing one variable can only decrease the variance of the

model.

Why in f.L are absolute differences used rather than simple

differences?

If the variance of Y as results from an uncertainty analysis is

too large, and the objective is to reduce it, sensitivity analysis

can be used to suggest how many and which factors should be

better determined. Is this a new setting? Would you be

inclined to fix factors with a larger first-order term or rather

those with a larger total effect term?

6.

7.

8.

X1 + X2? What is the variance of X1 + X2?

Compute Si analytically for model (1.3, 1.4) with the following

values:

r = 2,a = {1, 2} and O = {2, 1}.

Write a model (an analytic function and the factor distribution

functions)

in which fixing an uncertain factor increases the variance.

What would have been the result of using zero-centred

distributions for the Ds in Equation (1.27)?

1.7 ANSWERS

1. Given a function Y = f (X) where X = (X1, X2, Xk) and X p

(X)

(

where p (X) is the joint distribution of X with p (X) dX = 1,

then the

function mean can be defined as

r

E(Y ) = f (X) p (X) dX,

and its variance as

Var(Y) = r (f(X) E(Y ))2p(X)dX

1

6

= f (X)p(X)dX + E (Y )

2

E(Y )f(X)p(X)dX

= E(Y 2) E2(Y ).

Using this formula it can easily be proven that Var(Y) = Var(Y

+ c), with c an arbitrary constant. This result is used in Monte

Carlo-based

all values of Y subtracting E(Y ). This is done because the

numerical error in the variance estimate increases with the

value of Y .

and f2 is only a function of X2.

Recalling

that the variance of (Y ) can be written as V(Y ) = E

)

Y2

E2 (Y ), where E stands for the expectation value, and applying

it to Y

we obtain

)

V(Y ) = E f 2 + f 2 + 2f f + f ).

E2 (f

1

1 2

the above can be reduced to

)

)

V(Y ) = E f 2 + E f 2 E2 (f ) E2 (f ),

1

V(Y ) = V (f1) + V (f2) ,

which proves that fixing either X1 or X2 can only reduce the

variance of Y .

3. Modulus incremental ratios are used in order to avoid

positive and

negative values cancelling each other out when calculating the

average.

4. It is a new setting. In Saltelli et al. (2004) we called it the

variance cutting setting, when the objective of sensitivity

analysis is the reduction of the output variance to a lower

level by fixing the smallest number of input factors. This

setting can be considered as relevant in, for example, risk

assessment studies. Fixing the factors with the highest total

effect term increases our chances of fixing, besides the firstorder terms, some interaction terms possibly enclosed in the

totals, thus maximizing our chances of reducing the variance

(see Saltelli et al., 2004).

5. Both X1 and X2 are uniformly distributed in [0, 1], i.e.

p(X1) = p(X2) = U(0, 1).

This means that p(Xi) is 1 for Xi [0, 1] and zero otherwise.

Thus

r

E(X1) = E(X2) =

p(x)xdx

=

x=0

r

r

1

x=

0

p(x

)

Further:

Var(X1) = Var(X2)

x2

1

2

dx

=

1

x=

0

x2 x +1 dx

4

x3

x2

=[

+ x]0 = + =

3

2

4

3

2

4

12

E(X1 + X2) = E(X1) + E(X2) = 1,

as the variables are separable in the integral.

Given that X1 + X2 is an additive model (see Exercise 1) it is

also true that

1

Var(X1 + X2) = Var(X1) + Var(X2) =

.

6

The same result is obtained integrating explicitly

Var(X1 + X2)

=

x1

x2

=0

=0

dx1dx2.

p(x) (x + x

2

1)

6. Note that the model (1.3, 1.4) is linear and additive. Further,

product of the factors marginal distributions (independent

factors). Writing the model for r = 2 we have

Y(Z1, Z2) = n1Z1 + n2Z2

wit

h

(Z1)2

1

Z1 N (0, 1) or equivalently

p(Z1) =

aZ

2

e 2aZ1

21r

distributions are normalized, i.e. the integral of each p(Zi)

over its own variable Z1 is 1, so that the mean of Y can be

reduced to

E(Y ) =

n1

+oo

oo

Z1p(Z1)dZ1 +

n2

r

+oo

Z2p(Z2)dZ2 .

oo

ex2 /

2

primitive

Given that the model is additive, the variance will be

These integrals are of the type

V = V (n Z ) = n2V (Z ).

Zi

i

i

We

write

2

an

d

1

E(Z2) =

i

2 aZi

oo

2 zi /2aZ

zi e

oo

dzi .

r

+oo

2 at

d

t e

t

= 4

which gives with an easy transformation

0

E(Z2) = a 2

i

Zi

so that

2

VZ = Di aZ

i

an

d

V(Y ) = D2 a2

1

an

d

+ D2a2

Z1

Z2

2

D2

SZ =

i

aZ

i

V(Y ) .

= 8 and

1

SZ1 = SZ2 = 2

. The result above can be obtained by explicitly applying the

formula

for Si to our model:

SZ = V(E(Y I Z ))

i

i

V(Y )

which entails computing first E(Y I Zi = z). Applying this to our

i

model

Y = D1Z1 + D2Z2 we obtain, for example, for factor Z1:

E(Y I Z1 = z )

=

r

+oo

p(z )p(z ) (D z + D z ) dz

dz

= D z .

oo

1

1

1

2

to D1aZ1

and

D2 a 2i

SZ =

.

i

i

D2 2 Z 2 2

1aZ1 + D2aZ2

distributed as

X1, X2 N (0, ).

Based on the previous exercise it is easy to see that

E(Y ) = E (X1X2) = E (X1)E(X2) = 0,

so

that

V(Y ) = E X 2 X 2 = E X 2 E X 2 =

2 x , then

E (X1x ) = x E (X ) = 0

2

2 = (x 2

(X2 (x ) )

E2 X 2 = (x

V(Y I X2 = x ) = V (X x )

)

=E

2

2

whenever the

modulus of x is bigger than .

2

Further, from the relation

V(Y I X2 = x ) = (x )2

2

one gets

Given that

it must be

that

E(V(Y I X2)) =

= V(Y ).

V(Y ) V(E(Y I X2)) = 0,

i.e. the first-order sensitivity index is null for both X1 and X2.

These results are illustrated in the two figures which follow.

2

Figure 1.13 shows a plot of

(Y I X2 = x ),

X

V

i.e. VX

(Y I X2 = x2 ) at 1

2

unconditional

variance of Y . The ordinate is zero2 0, and becomes higher

than

for x =

V(Y ) for x2 1.

Figure 1.14 shows a scatterplot of Y versus

x (the same

1

shape would

appear

for

x

).

It

is

clear

from

the plot that

2

whatever the value of

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