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A comparison between Sobol’s indices and Shapley’s effect for global sensitivity analysis of systems with independent input variables

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  • Vuillod, Bruno
  • Montemurro, Marco
  • Panettieri, Enrico
  • Hallo, Ludovic

Abstract

The model-based system engineering approach consists of assembling subsystems together to model a complete system. In this context, some functional blocks can have a considerable influence on the overall behaviour of the system. A preliminary identification of the influence of the subsystems on the output responses can help reducing the complexity of the overall system, with a negligible impact on the overall accuracy. Therefore, pertinent indicators must be introduced to achieve this goal. To this purpose, in this work, some well-established methods and algorithms for global sensitivity analysis (GSA) of linear and non-linear systems with independent input variables, i.e., approaches based on Sobol’s indices (different algorithms are considered), and Shapley’s effect, are compared on both benchmark functions and real-world engineering problems.

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  • Vuillod, Bruno & Montemurro, Marco & Panettieri, Enrico & Hallo, Ludovic, 2023. "A comparison between Sobol’s indices and Shapley’s effect for global sensitivity analysis of systems with independent input variables," Reliability Engineering and System Safety, Elsevier, vol. 234(C).
    • Handle: RePEc:eee:reensy:v:234:y:2023:i:c:s0951832023000923
    DOI: 10.1016/j.ress.2023.109177
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