Survey of sampling-based methods for uncertainty and sensitivity analysis.

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Sampling-based methods for uncertainty and sensitivity analysis are reviewed. The following topics are considered: (1) Definition of probability distributions to characterize epistemic uncertainty in analysis inputs, (2) Generation of samples from uncertain analysis inputs, (3) Propagation of sampled inputs through an analysis, (4) Presentation of uncertainty analysis results, and (5) Determination of sensitivity analysis results. Special attention is given to the determination of sensitivity analysis results, with brief descriptions and illustrations given for the following procedures/techniques: examination of scatterplots, correlation analysis, regression analysis, partial correlation analysis, rank transformations, statistical tests for patterns based on gridding, entropy tests for patterns based ... continued below

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84 p.

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Johnson, Jay Dean; Helton, Jon Craig; Sallaberry, Cedric J. & Storlie, Curt B. June 1, 2006.

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This report is part of the collection entitled: Office of Scientific & Technical Information Technical Reports and was provided by UNT Libraries Government Documents Department to Digital Library, a digital repository hosted by the UNT Libraries. It has been viewed 22 times . More information about this report can be viewed below.

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Description

Sampling-based methods for uncertainty and sensitivity analysis are reviewed. The following topics are considered: (1) Definition of probability distributions to characterize epistemic uncertainty in analysis inputs, (2) Generation of samples from uncertain analysis inputs, (3) Propagation of sampled inputs through an analysis, (4) Presentation of uncertainty analysis results, and (5) Determination of sensitivity analysis results. Special attention is given to the determination of sensitivity analysis results, with brief descriptions and illustrations given for the following procedures/techniques: examination of scatterplots, correlation analysis, regression analysis, partial correlation analysis, rank transformations, statistical tests for patterns based on gridding, entropy tests for patterns based on gridding, nonparametric regression analysis, squared rank differences/rank correlation coefficient test, two dimensional Kolmogorov-Smirnov test, tests for patterns based on distance measures, top down coefficient of concordance, and variance decomposition.

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84 p.

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  • Report No.: SAND2006-2901
  • Grant Number: AC04-94AL85000
  • DOI: 10.2172/886897 | External Link
  • Office of Scientific & Technical Information Report Number: 886897
  • Archival Resource Key: ark:/67531/metadc891681

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Office of Scientific & Technical Information Technical Reports

Reports, articles and other documents harvested from the Office of Scientific and Technical Information.

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  • June 1, 2006

Added to The UNT Digital Library

  • Sept. 23, 2016, 2:42 p.m.

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  • July 25, 2017, 9:32 a.m.

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Johnson, Jay Dean; Helton, Jon Craig; Sallaberry, Cedric J. & Storlie, Curt B. Survey of sampling-based methods for uncertainty and sensitivity analysis., report, June 1, 2006; United States. (digital.library.unt.edu/ark:/67531/metadc891681/: accessed December 11, 2017), University of North Texas Libraries, Digital Library, digital.library.unt.edu; crediting UNT Libraries Government Documents Department.