On the Relative Importance of Input Factors in Mathematical Models

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 second setting, we strive to achieve a preestablished reduction in the variance of the model output by fixing the smallest number of factors. The emphasis of this work is on how to define the concept of importance in an unambiguous way and how to assess it in the simultaneous occurrence of correlated input factors and non-additive models.

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