The Variogram Analysis of Response Surfaces (VARS) has been proposed by Razavi and Gupta as a new comprehensive framework in sensitivity analysis. According to these authors, VARS provides a more intuitive notion of sensitivity and it is much more computationally efficient than Sobol' indices. Here we review these arguments and critically compare the performance of VARS-TO, for total-order index, against the total-order Jansen estimator. We argue that, unlike classic variance-based methods, VARS lacks a clear definition of what an "important" factor is, and show that the alleged computational superiority of VARS does not withstand scrutiny. We conclude that while VARS enriches the spectrum of existing methods for sensitivity analysis, especially for a diagnostic use of mathematical models, it complements rather than substitutes classic estimators used in variance-based sensitivity analysis.
翻译:拉扎维和古普塔作为敏感度分析的一个新的全面框架,提出了反应表面的动画分析(VARS),这些作者认为,VARS提供了比Sobol指数更直观的敏感度概念,而且比Sobol指数更具有计算效率。这里我们审查这些论点,并将VARS-TO的全序指数性能与全序Jansen估计器性能进行严格比较。我们认为,VARS与传统的基于差异的方法不同,缺乏关于什么是“重要”因素的明确定义,并表明所指称的VARS的计算优势无法接受检查。我们的结论是,尽管VARS丰富了现有敏感度分析方法的范围,特别是用于诊断性地使用数学模型的方法,但它补充而不是替代了在基于差异的敏感度分析中使用的典型估计器。