JSM 2013 Home
Online Program Home
My Program

Abstract Details

Activity Number: 533
Type: Contributed
Date/Time: Wednesday, August 7, 2013 : 10:30 AM to 12:20 AM
Sponsor: Section on Physical and Engineering Sciences
Abstract - #308521
Title: Estimating Local Sensitivity Indices for Deterministic Computer Simulator Output with Rectangular and Non-Rectangular Input Regions
Author(s): Thomas Santner*+ and Angela M. Dean and Fangfang Sun
Companies: Ohio State University and University of Southampton and The Ohio State University
Keywords: Computer experiments ; Local sensitivity indices ; Elementary Effects
Abstract:

Purpose: To provide a method of evaluating sensitivity of computer simulator output to inputs in non-rectangular input regions. Abstract This talk describes a method of sensitivity analysis for deterministic computer simulators. These experimental tools are constructed from first-principle physics-, biology-, or other subject matter mathematical models. We introduce an extension of the "One-at-a-Time Designs" introduced by Morris (1991) to estimating "elementary effects" which are local sensitivity measures used to determine the "influential" of the individual inputs to a simulator output. An input to the simulator is influential if changes in its setting result in large variations in the simulator output. The proposed design uses variable-length gradients and a space-filling set of starting points. It provides a method of measuring sensitivity for simulators having non-rectangular input regions, as well as those having rectangular input regions. It is shown by examples that the method works well in both settings.


Authors who are presenting talks have a * after their name.

Back to the full JSM 2013 program




2013 JSM Online Program Home

For information, contact jsm@amstat.org or phone (888) 231-3473.

If you have questions about the Continuing Education program, please contact the Education Department.

The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.

ASA Meetings Department  •  732 North Washington Street, Alexandria, VA 22314  •  (703) 684-1221  •  meetings@amstat.org
Copyright © American Statistical Association.