A bias correction method for the estimation of sensitivity indices based on random balance designs - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2010

A bias correction method for the estimation of sensitivity indices based on random balance designs

Résumé

In this paper, we present a general way to correct a positive bias which occurs in all the estimators in random balance design method (RBD) and in its hybrid version, RBD-FAST. Both these techniques derive from Fourier amplitude sensitivity test (FAST) and, as a consequence, are faced with most of its inherent issues. And up to now, one of these, the well-known problem of interferences, has always been ignored in RBD. After presenting in which way interferences lead to a positive bias in the estimator of first-order sensitivity indices in RBD, we explain how to overcome this issue. We then extend the bias correction method to the estimation of sensitivity indices of any order in RBD-FAST. We also give an economical strategy to estimate all the first-order and second-order sensitivity indices using RBD-FAST.
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Dates et versions

hal-00507526 , version 1 (30-07-2010)
hal-00507526 , version 2 (01-11-2011)

Identifiants

  • HAL Id : hal-00507526 , version 1

Citer

Jean-Yves Tissot, Clémentine Prieur. A bias correction method for the estimation of sensitivity indices based on random balance designs. 2010. ⟨hal-00507526v1⟩
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