# Survey of sampling-based methods for uncertainty and sensitivity analysis.

## Abstract

Sampling-based methods for uncertainty and sensitivity analysis are reviewed. The following topics are considered: (1) Definition of probability distributions to characterize epistemic uncertainty in analysis inputs, (2) Generation of samples from uncertain analysis inputs, (3) Propagation of sampled inputs through an analysis, (4) Presentation of uncertainty analysis results, and (5) Determination of sensitivity analysis results. Special attention is given to the determination of sensitivity analysis results, with brief descriptions and illustrations given for the following procedures/techniques: examination of scatterplots, correlation analysis, regression analysis, partial correlation analysis, rank transformations, statistical tests for patterns based on gridding, entropy tests for patterns based on gridding, nonparametric regression analysis, squared rank differences/rank correlation coefficient test, two dimensional Kolmogorov-Smirnov test, tests for patterns based on distance measures, top down coefficient of concordance, and variance decomposition.

- Authors:

- (.
- (Colorado State University, Fort Collins, CO)

- Publication Date:

- Research Org.:
- Sandia National Laboratories

- Sponsoring Org.:
- USDOE

- OSTI Identifier:
- 886897

- Report Number(s):
- SAND2006-2901

TRN: US200617%%371

- DOE Contract Number:
- AC04-94AL85000

- Resource Type:
- Technical Report

- Country of Publication:
- United States

- Language:
- English

- Subject:
- 99 GENERAL AND MISCELLANEOUS//MATHEMATICS, COMPUTING, AND INFORMATION SCIENCE; SAMPLING; DATA COVARIANCES; PROBABILITY; REGRESSION ANALYSIS; SCATTERPLOTS; SENSITIVITY ANALYSIS; Probabilities.; Uncertainty-Analysis.; Uncertainty-Mathematical models.; Sensitivity theory (Mathematics)

### Citation Formats

```
Johnson, Jay Dean, Helton, Jon Craig, Sallaberry,
Cedric J. PhD., .), and Storlie, Curt B.
```*Survey of sampling-based methods for uncertainty and sensitivity analysis.*. United States: N. p., 2006.
Web. doi:10.2172/886897.

```
Johnson, Jay Dean, Helton, Jon Craig, Sallaberry,
Cedric J. PhD., .), & Storlie, Curt B.
```*Survey of sampling-based methods for uncertainty and sensitivity analysis.*. United States. doi:10.2172/886897.

```
Johnson, Jay Dean, Helton, Jon Craig, Sallaberry,
Cedric J. PhD., .), and Storlie, Curt B. Thu .
"Survey of sampling-based methods for uncertainty and sensitivity analysis.". United States.
doi:10.2172/886897. https://www.osti.gov/servlets/purl/886897.
```

```
@article{osti_886897,
```

title = {Survey of sampling-based methods for uncertainty and sensitivity analysis.},

author = {Johnson, Jay Dean and Helton, Jon Craig and Sallaberry,
Cedric J. PhD. and .) and Storlie, Curt B.},

abstractNote = {Sampling-based methods for uncertainty and sensitivity analysis are reviewed. The following topics are considered: (1) Definition of probability distributions to characterize epistemic uncertainty in analysis inputs, (2) Generation of samples from uncertain analysis inputs, (3) Propagation of sampled inputs through an analysis, (4) Presentation of uncertainty analysis results, and (5) Determination of sensitivity analysis results. Special attention is given to the determination of sensitivity analysis results, with brief descriptions and illustrations given for the following procedures/techniques: examination of scatterplots, correlation analysis, regression analysis, partial correlation analysis, rank transformations, statistical tests for patterns based on gridding, entropy tests for patterns based on gridding, nonparametric regression analysis, squared rank differences/rank correlation coefficient test, two dimensional Kolmogorov-Smirnov test, tests for patterns based on distance measures, top down coefficient of concordance, and variance decomposition.},

doi = {10.2172/886897},

journal = {},

number = ,

volume = ,

place = {United States},

year = {Thu Jun 01 00:00:00 EDT 2006},

month = {Thu Jun 01 00:00:00 EDT 2006}

}