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• W2077774447 abstract "Fourier Amplitude Sensitivity Test (FAST) is one of the most popular uncertainty and sensitivity analysis techniques. It uses a periodic sampling approach and a Fourier transformation to decompose the variance of a model output into partial variances contributed by different model parameters. Until now, the FAST analysis is mainly confined to the estimation of partial variances contributed by the main effects of model parameters, but does not allow for those contributed by specific interactions among parameters. In this paper, we theoretically show that FAST analysis can be used to estimate partial variances contributed by both main effects and interaction effects of model parameters using different sampling approaches (i.e., traditional search-curve based sampling, simple random sampling and random balance design sampling). We also analytically calculate the potential errors and biases in the estimation of partial variances. Hypothesis tests are constructed to reduce the effect of sampling errors on the estimation of partial variances. Our results show that compared to simple random sampling and random balance design sampling, sensitivity indices (ratios of partial variances to variance of a specific model output) estimated by search-curve based sampling generally have higher precision but larger underestimations. Compared to simple random sampling, random balance design sampling generally provides higher estimation precision for partial variances contributed by the main effects of parameters. The theoretical derivation of partial variances contributed by higher-order interactions and the calculation of their corresponding estimation errors in different sampling schemes can help us better understand the FAST method and provide a fundamental basis for FAST applications and further improvements." @default.
• W2077774447 created "2016-06-24" @default.
• W2077774447 creator A5004122358 @default.
• W2077774447 creator A5084322913 @default.
• W2077774447 date "2011-01-01" @default.
• W2077774447 modified "2023-10-16" @default.
• W2077774447 title "Understanding and comparisons of different sampling approaches for the Fourier Amplitudes Sensitivity Test (FAST)" @default.
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• W2077774447 doi "https://doi.org/10.1016/j.csda.2010.06.028" @default.
• W2077774447 hasPubMedCentralId "https://www.ncbi.nlm.nih.gov/pmc/articles/3798038" @default.
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