Sensitivity
Morris Screening Method: Elementary effects for global sensitivity analysis
Morris, M.D. · 1991
Strengths
- •r(k+1) evaluations: very cheap
- •No distributional assumption required
- •Detects non-linearity and interactions via σ
Limitations
- •Does not quantify exact sensitivity indices (only ranking)
- •Results depend on grid resolution p and number of trajectories r
Method assistant
Grounded explanations: it explains the method, it does not compute.
Assumptions to verify
- •Factors can be perturbed independently
- •Model evaluation is deterministic given inputs
When not to use
- •Full variance decomposition required: use Sobol'
- •Only 2-3 factors: Sobol' is not significantly more expensive
How to cite
Morris, M.D. (1991). Factorial sampling plans for preliminary computational experiments. Technometrics. https://doi.org/10.1080/00401706.1991.10484804