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Sensitivity analysis in conjunction with evidence theory representations of epistemic uncertainty
Authors:JC Helton  JD Johnson  WL Oberkampf  CJ Sallaberry
Affiliation:aDepartment of Mathematics and Statistics, Arizona State University, Tempe, AZ 85287-1804, USA;bProStat, Mesa, AZ 85204-5326, USA;cSandia National Laboratories, Albuquerque, NM 87185-0828, USA
Abstract:Three applications of sampling-based sensitivity analysis in conjunction with evidence theory representations for epistemic uncertainty in model inputs are described: (i) an initial exploratory analysis to assess model behavior and provide insights for additional analysis; (ii) a stepwise analysis showing the incremental effects of uncertain variables on complementary cumulative belief functions and complementary cumulative plausibility functions; and (iii) a summary analysis showing a spectrum of variance-based sensitivity analysis results that derive from probability spaces that are consistent with the evidence space under consideration.
Keywords:Epistemic uncertainty  Evidence theory  Sensitivity analysis  Uncertainty analysis  Variance decomposition
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