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A sensitivity analysis of the PAWN sensitivity index

Authors: Arnald Puy; Samuele Lo Piano; Andrea Saltelli;

A sensitivity analysis of the PAWN sensitivity index

Abstract

The PAWN index is gaining traction among the modelling community as a sensitivity measure. However, the robustness to its design parameters has not yet been scrutinized: the size ($N$) and sampling ($\varepsilon$) of the model output, the number of conditioning intervals ($n$) or the summary statistic ($θ$). Here we fill this gap by running a sensitivity analysis of a PAWN-based sensitivity analysis. We compare the results with the design uncertainties of the Sobol' total-order index ($S_{Ti}^*$). Unlike in $S_{Ti}^*$, the design uncertainties in PAWN create non-negligible chances of producing biased results when ranking or screening inputs. The dependence of PAWN upon ($N,n,\varepsilon, θ$) is difficult to tame, as these parameters interact with one another. Even in an ideal setting in which the optimum choice for ($N,n,\varepsilon, θ$) is known in advance, PAWN might not allow to distinguish an influential, non-additive model input from a truly non-influential model input.

The paper has been accepted for publication in Environmental Modeling and Software (use the journal version to cite the paper)

Countries
Norway, Spain
Keywords

FOS: Computer and information sciences, anàlisi de sensibilitat, 330, Estadística, análisis de incertidumbre, 310, modelación ambiental, Statistics - Applications, Statistics - Computation, anàlisi d'incertesa, modelado ambiental, sensitivity analysis, riesgos, Applications (stat.AP), uncertainty analysis, Computation (stat.CO), environmental modelling, análisis de sensibilidad, Statistics, riscos, modelació ambiental, modelatge ambiental, risks

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selected citations
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This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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