• DocumentCode
    2997134
  • Title

    Multiple predictor smoothing methods for sensitivity analysis

  • Author

    Storlie, Curtis B. ; Helton, Jon C.

  • Author_Institution
    Dept. of Stat., Colorado State Univ., Fort Collins, CO, USA
  • fYear
    2005
  • fDate
    4-7 Dec. 2005
  • Abstract
    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 (GAMs), (iii) projection pursuit regression (PP_REG), and (iv) recursive partitioning regression (RP_REG). 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 response surface regression when nonlinear relationships between model inputs and model predictions are present.
  • Keywords
    modelling; radioactive waste disposal; regression analysis; sensitivity analysis; smoothing methods; additive model; locally weighted regression; multiple predictor smoothing method; nonparametric regression technique; projection pursuit regression; radioactive waste disposal facility; recursive partitioning regression; sampling-based sensitivity analyses; Failure analysis; Linear regression; Parametric statistics; Predictive models; Radioactive waste disposal; Regression analysis; Sensitivity analysis; Smoothing methods; Testing; Uncertainty;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Simulation Conference, 2005 Proceedings of the Winter
  • Print_ISBN
    0-7803-9519-0
  • Type

    conf

  • DOI
    10.1109/WSC.2005.1574256
  • Filename
    1574256