Is VARS more intuitive and efficient than Sobol’ indices?

Arnald Puy, Samuele Lo Piano, Andrea Saltelli

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Abstract

The Variogram Analysis of Response Surfaces (VARS) has been proposed by Razavi and Gupta as a new comprehensive framework in sensitivity analysis. According to these authors, VARS provides a more intuitive notion of sensitivity and is much more computationally efficient than Sobol’ indices. Here we review these arguments and critically compare the performance of VARS-TO, for total-order index, against the total-order Jansen estimator. We argue that, unlike classic variance-based methods, VARS lacks a clear definition of what an “important” factor is, and we show that the alleged computational superiority of VARS does not withstand scrutiny. We conclude that while VARS enriches the spectrum of existing methods for sensitivity analysis, especially for a diagnostic use of mathematical models, it complements rather than replaces classic estimators used in variance-based sensitivity analysis.
Original languageEnglish
Article number104960
Number of pages11
JournalEnvironmental Modelling & Software
Volume137
Early online date18 Jan 2021
DOIs
Publication statusPublished - Mar 2021

Keywords

  • Uncertainty
  • Sensitivity analysis
  • Modeling
  • Statistics
  • Design of experiment

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