Work

A New Optimization Method for evaluating Sobol’ Sensitivity Indices

Year: 2025

Type: conference-paper

Abstract: This paper presents an optimization method based on a particular polynomial lattice rule with interlaced factor two for estimating sensitivity indices in global sensitivity analysis, focusing on total, first-order and second-order Sobol indices.A comparison with one of the best available methods the Modified Sobol Sequence and component by component construction polynomial lattice rule have been done.Relative errors for key output quantities are analyzed and compared.Our results show that the proposed optimization method consistently outperforms other methods in accurately estimating both first-order and total-order sensitivity indices, especially for parameters with smaller effects.These findings highlight the strengths and limitations of each method, providing guidance for selecting appropriate stochastic sampling strategies in computational sensitivity analysis.

Source: Annals of Computer Science and Information Systems

DOI: 10.15439/2025f4849

Authors: Venelin Todorov, Velichka Traneva, Stoyan Tranev, Mihai Petrov, Slavi Georgiev, Fatima Sapundzhi

Institutions: Bulgarian Academy of Sciences, Prof. Assen Zlatarov University, Angel Kanchev University of Ruse, Southwest University

Language: English

Topic: Probabilistic and Robust Engineering Design

Subfield: Statistics, Probability and Uncertainty

Field: Decision Sciences

Domain: Social Sciences

Open Access status: diamond

Funders: European Commission, Bulgarian National Science Fund

Awards: G7799207878, G8347426776