Quantization-based LHS for dependent inputs : application to sensitivity analysis of environmental models - École Centrale de Lyon Accéder directement au contenu
Pré-Publication, Document De Travail Année : 2024

Quantization-based LHS for dependent inputs : application to sensitivity analysis of environmental models

Résumé

Numerical modeling is essential for comprehending intricate physical phenomena in different domains. To handle complexity, sensitivity analysis, particularly screening, is crucial for identifying influential input parameters. Kernel-based methods, such as the Hilbert Schmidt Independence Criterion (HSIC), are valuable for analyzing dependencies between inputs and outputs. Moreover, due to the computational expense of such models, metamodels (or surrogate models) are often unavoidable. Implementing metamodels and HSIC requires data from the original model, which leads to the need for space-filling designs. While existing methods like Latin Hypercube Sampling (LHS) are effective for independent variables, incorporating dependence is challenging. This paper introduces a novel LHS variant, Quantization-based LHS, which leverages Voronoi vector quantization to address correlated inputs. The method ensures comprehensive coverage of stratified variables, enhancing distribution across marginals. The paper outlines expectation estimators based on Quantization-based LHS in various dependency settings, demonstrating their variance reduction and unbiasedness. The method is applied on several models of growing complexities, first on simple examples to illustrate the theory, then on more complex environmental hydrological models, when the dependence is known or not, and with more and more interactive processes and factors. The last application is on the digital twin of a French vineyard catchment (Beaujolais region) to design a vegetative filter strip and reduce water, sediment and pesticide transfers from the fields to the river. Quantization-based LHS is used to compute HSIC measures and independence tests, demonstrating its usefulness, especially in the context of complex models.
Fichier principal
Vignette du fichier
Article_QLHS.pdf (13.05 Mo) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)

Dates et versions

hal-04546338 , version 1 (15-04-2024)

Identifiants

  • HAL Id : hal-04546338 , version 1

Citer

Guerlain Lambert, Céline Helbert, Claire Lauvernet. Quantization-based LHS for dependent inputs : application to sensitivity analysis of environmental models. 2024. ⟨hal-04546338⟩
0 Consultations
0 Téléchargements

Partager

Gmail Facebook X LinkedIn More