2021
DOI
bib
abs
The Future of Sensitivity Analysis: An essential discipline for systems modeling and policy support
Saman Razavi,
Anthony Jakeman,
Andrea Saltelli,
Clémentine Prieur,
Bertrand Iooss,
Emanuele Borgonovo,
Elmar Plischke,
Samuele Lo Piano,
Takuya Iwanaga,
William E. Becker,
Stefano Tarantola,
Joseph H. A. Guillaume,
John Davis Jakeman,
Hoshin Gupta,
Nicola Melillo,
Giovanni Rabitti,
Vincent Chabridon,
Qingyun Duan,
Xifu Sun,
Stefán Thor Smith,
Razi Sheikholeslami,
Nasim Hosseini,
Masoud Asadzadeh,
Arnald Puy,
Sergei Kucherenko,
Holger R. Maier
Environmental Modelling & Software, Volume 137
Sensitivity analysis (SA) is en route to becoming an integral part of mathematical modeling. The tremendous potential benefits of SA are, however, yet to be fully realized, both for advancing mechanistic and data-driven modeling of human and natural systems, and in support of decision making. In this perspective paper, a multidisciplinary group of researchers and practitioners revisit the current status of SA, and outline research challenges in regard to both theoretical frameworks and their applications to solve real-world problems. Six areas are discussed that warrant further attention, including (1) structuring and standardizing SA as a discipline, (2) realizing the untapped potential of SA for systems modeling, (3) addressing the computational burden of SA, (4) progressing SA in the context of machine learning, (5) clarifying the relationship and role of SA to uncertainty quantification, and (6) evolving the use of SA in support of decision making. An outlook for the future of SA is provided that underlines how SA must underpin a wide variety of activities to better serve science and society. • Sensitivity analysis (SA) should be promoted as an independent discipline. • Several grand challenges hinder full realization of the benefits of SA. • The potential of SA for systems modeling & machine learning is untapped. • New prospects exist for SA to support uncertainty quantification & decision making. • Coordination rather than consensus is key to cross-fertilize new ideas.
2019
Abstract Dynamical earth and environmental systems models are typically computationally intensive and highly parameterized with many uncertain parameters. Together, these characteristics severely limit the applicability of Global Sensitivity Analysis (GSA) to high-dimensional models because very large numbers of model runs are typically required to achieve convergence and provide a robust assessment. Paradoxically, only 30 percent of GSA applications in the environmental modelling literature have investigated models with more than 20 parameters, suggesting that GSA is under-utilized on problems for which it should prove most useful. We develop a novel grouping strategy, based on bootstrap-based clustering, that enables efficient application of GSA to high-dimensional models. We also provide a new measure of robustness that assesses GSA stability and convergence. For two models, having 50 and 111 parameters, we show that grouping-enabled GSA provides results that are highly robust to sampling variability, while converging with a much smaller number of model runs.