ABSTRACT

In global sensitivity analysis, the total effect provides necessary and sufficient information if a model output Y depends on an input factor X. Hence this indicator is of importance if one is trying to identify uninfluential factors in a factor fixing setting. This approach is often used to identify research needs and to focus attention on influential factors.

We remind how suitable sensitivity indicators are obtained and investigate methods of global sensitivity analysis for the factor fixing setting. For this we modify the factor fixing setting: An input parameter is uninfluential if it does not significantly change the conditional output distribution given realisations of this input factors when compared to the unconditional output distribution. Instead of considering the whole output distribution, we may ask for influences in the series of moments. This allows for estimation from given observations.

We discuss the findings on the Level E geosphere transport model.