Global sensitivity analysis for models with spatially dependent outputs - Archive ouverte HAL
Article Dans Une Revue Environmetrics Année : 2011

Global sensitivity analysis for models with spatially dependent outputs

Résumé

The global sensitivity analysis of a complex numerical model often calls for the estimation of variance-based importance measures, named Sobol' indices. Metamodel-based techniques have been developed in order to replace the cpu time-expensive computer code with an inexpensive mathematical function, which predicts the computer code output. The common metamodel-based sensitivity analysis methods are well-suited for computer codes with scalar outputs. However, in the environmental domain, as in many areas of application, the numerical model outputs are often spatial maps, which may also vary with time. In this paper, we introduce an innovative method to obtain a spatial map of Sobol' indices with a minimal number of numerical model computations. It is based upon the functional decomposition of the spatial output onto a wavelet basis and the metamodeling of the wavelet coefficients by the Gaussian process. An analytical example is presented to clarify the various steps of our methodology. This technique is then applied to a real hydrogeological case: for each model input variable, a spatial map of Sobol' indices is thus obtained.
Fichier principal
Vignette du fichier
spatial_output_final.pdf (891.09 Ko) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-00430171 , version 1 (05-11-2009)
hal-00430171 , version 2 (20-02-2010)
hal-00430171 , version 3 (01-07-2010)
hal-00430171 , version 4 (22-09-2010)

Identifiants

Citer

Amandine Marrel, Bertrand Iooss, Michel Jullien, Béatrice Laurent, Elena Volkova. Global sensitivity analysis for models with spatially dependent outputs. Environmetrics, 2011, 22, pp.383-397. ⟨hal-00430171v4⟩
409 Consultations
686 Téléchargements

Altmetric

Partager

More