On the Relative Importance of Input Factors in Mathematical Models

  title={On the Relative Importance of Input Factors in Mathematical Models},
  author={Andrea Saltelli and Stefano Tarantola},
  journal={Journal of the American Statistical Association},
  pages={702 - 709}
This article deals with global quantitative sensitivity analysis of the Level E model, a computer code used in safety assessment for nuclear waste disposal. The Level E code has been the subject of two international benchmarks of risk assessment codes and Monte Carlo methods and is well known in the literature. We discuss the Level E model with reference to two different settings. In the first setting, the objective is to find the input factor that drives most of the output variance. In the… 
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The authors have developed a technique to numerically quantify importance of input variables including uncertainties to the output uncertainty, based on the concept of uncertainty reduction, which makes it practically possible to estimate the importance measure proposed by Hora and Iman (1986).
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