Simple Binning Algorithm and SimDec Visualization for Comprehensive Sensitivity Analysis of Complex Computational Models

Abstract

Models of complex environmental systems inherently contain interactions and dependencies among their input variables that affect their joint influence on the output. Such models are often computationally expensive and few sensitivity analysis methods can effectively process such complexities. Moreover, the sensitivity analysis field as a whole pays limited attention to the nature of interaction effects, whose understanding can prove to be critical for the design of safe and reliable systems. In this paper, we introduce and extensively test a simple binning approach for computing sensitivity indices and demonstrate how complementing it with the smart visualization method, simulation decomposition (SimDec), can permit important insights into the behaviour of complex models. The straightforward binning computation generates first-, second-order effects, and a combined sensitivity index, and is considerably more computationally efficient than the “industry standard” measure for Sobol’ indices introduced by Saltelli et al. The cases vary from business and engineering to environmental applications. The totality of the sensitivity analysis framework provides an efficient and intuitive way to analyze the behaviour of complex environmental systems containing interactions and dependencies.

Keywords: global sensitivity analysis, SimDec, computational efficiency, environmental decision-making, decision support