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| Globalna analiza wrażliwości× | Próbkowanie typu Latin Hypercube× | |
|---|---|---|
| Dziedzina | Symulacja | Symulacja |
| Rodzina | Process / pipeline | Process / pipeline |
| Rok powstania≠ | 1973–2001 | 1979 |
| Twórca≠ | I.M. Sobol (indices, 2001); Morris (screening, 1991); Cukier et al. (FAST, 1973) | — |
| Typ≠ | Variance-based sensitivity decomposition | Stratified space-filling sampling design |
| Źródło pierwotne≠ | Sobol, I.M. (2001). Global Sensitivity Indices for Nonlinear Mathematical Models and Their Monte Carlo Estimates. Mathematics and Computers in Simulation, 55(1–3), 271–280. DOI ↗ | McKay, M.D., Beckman, R.J. & Conover, W.J. (1979). A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code. Technometrics, 21(2), 239-245. DOI ↗ |
| Inne nazwy≠ | variance decomposition, Sobol indices, Morris screening, FAST method | LHS, Latin Hiperküp Örnekleme (LHS) ve Duyarlılık Analizi, stratified sampling design, space-filling design |
| Pokrewne | 4 | 4 |
| Podsumowanie≠ | Global sensitivity analysis (GSA) is a family of techniques that decompose the variance of a model's output across its input parameters, quantifying how much each input — and each combination of inputs — contributes to the total uncertainty in the result. Sobol's variance-based indices (2001), Morris's one-at-a-time (OAT) screening (1991), and the Fourier Amplitude Sensitivity Test (FAST, first proposed by Cukier et al. in 1973) are the three most widely used approaches. Together they serve as the standard toolkit for identifying which parameters drive model behaviour and which can be safely fixed. | Latin Hypercube Sampling (LHS) is a stratified space-filling design for computer experiments, introduced by McKay, Beckman, and Conover in 1979. It divides each input variable's range into equally probable strata and draws exactly one sample per stratum, ensuring that the full input space is covered with far fewer model evaluations than standard Monte Carlo simulation requires. It is routinely paired with global sensitivity analysis — particularly Sobol indices — to quantify how much each input drives output variability. |
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