Journal
ENVIRONMENTAL MODELLING & SOFTWARE
Volume 122, Issue -, Pages -Publisher
ELSEVIER SCI LTD
DOI: 10.1016/j.envsoft.2019.104556
Keywords
Global sensitivity analysis; PAWN distribution-based method; Variance-based sensitivity analysis
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Funding
- EDF Energy R&D UK at the Industrial Doctoral Centre for Offshore Renewable Energy (IDCORE), a consortium of the University of Exeter
- University of Edinburgh
- University of Strathclyde
- Energy Technologies Institute
- Research Councils Energy Programme [EP/J500847/1]
- UK Engineering and Physical Sciences Research Council [EP/P001173/1]
- EPSRC [EP/P001173/1] Funding Source: UKRI
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The search for new and more efficient global sensitivity analysis methods has led to the development of the PAWN distribution-based method. This method has been proven to overcome one of the main limitation of variance-based methods - the moment independent property. In this regard, the distribution-based method has outperformed the variance-based method for some highly-skewed or multi-modal distributions. However, despite its increasing popularity, there is a lack of understanding about the performance and properties of the distribution-based method. The benchmark presented in this paper is an attempt to remedy this. We compare the distribution-based method against the variance-based method for a set of well-known test functions. We show that, whereas the distribution-based method can be used as a complementary approach to variance-based methods, which is especially useful when dealing with highly-skewed or multi-modal distributions, it fails to rank different inputs that have different orders of magnitude in their contribution of the response.
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