Multiple predictor smoothing methods for sensitivity analysis

Curtis B. Storlie, Jon C. Helton

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2 Scopus citations

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.

Original languageEnglish (US)
Title of host publicationProceedings of the 2005 Winter Simulation Conference
Pages231-239
Number of pages9
DOIs
StatePublished - Dec 1 2005
Event2005 Winter Simulation Conference - Orlando, FL, United States
Duration: Dec 4 2005Dec 7 2005

Publication series

NameProceedings - Winter Simulation Conference
Volume2005
ISSN (Print)0891-7736

Other

Other2005 Winter Simulation Conference
CountryUnited States
CityOrlando, FL
Period12/4/0512/7/05

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ASJC Scopus subject areas

  • Software
  • Modeling and Simulation
  • Computer Science Applications

Cite this

Storlie, C. B., & Helton, J. C. (2005). Multiple predictor smoothing methods for sensitivity analysis. In Proceedings of the 2005 Winter Simulation Conference (pp. 231-239). [1574256] (Proceedings - Winter Simulation Conference; Vol. 2005). https://doi.org/10.1109/WSC.2005.1574256