Published January 2008 | Version v1
Journal article

Multiple predictor smoothing methods for sensitivity analysis: Description of techniques

  • 1. Department of Statistics, North Carolina State University, Raleigh, NC 27695-8203 (United States)
  • 2. Department of Mathematics and Statistics, Arizona State University, Tempe, AZ 85287-1804 (United States)

Description

The use of multiple predictor smoothing methods in sampling-based sensitivity analyses of complex models is investigated. Specifically, sensitivity analysis procedures based on smoothing methods employing the stepwise application of the following nonparametric regression techniques are described: (i) locally weighted regression (LOESS), (ii) additive models, (iii) projection pursuit regression, and (iv) recursive partitioning regression. Then, in the second and concluding part of this presentation, the indicated procedures are illustrated with both simple test problems and results from a performance assessment for a radioactive waste disposal facility (i.e., the Waste Isolation Pilot Plant). As shown by the example illustrations, the use of smoothing procedures based on nonparametric regression techniques can yield more informative sensitivity analysis results than can be obtained with more traditional sensitivity analysis procedures based on linear regression, rank regression or quadratic regression when nonlinear relationships between model inputs and model predictions are present

Availability note (English)

Available from http://dx.doi.org/10.1016/j.ress.2006.10.012

Additional details

Identifiers

DOI
10.1016/j.ress.2006.10.012;
PII
S0951-8320(06)00231-6;

Publishing Information

Journal Title
Reliability Engineering and System Safety
Journal Volume
93
Journal Issue
1
Journal Page Range
p. 28-54
ISSN
0951-8320
CODEN
RESSEP

Optional Information

Copyright
Copyright (c) 2006 Elsevier Science B.V., Amsterdam, The Netherlands, All rights reserved.