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Proceedings of the 20th Conference on Computer Science and Intelligence Systems (FedCSIS)

Annals of Computer Science and Information Systems, Volume 43

A New Optimization Method for evaluating Sobol’ Sensitivity Indices

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DOI: http://dx.doi.org/10.15439/2025F4849

Citation: Proceedings of the 20th Conference on Computer Science and Intelligence Systems (FedCSIS), M. Bolanowski, M. Ganzha, L. Maciaszek, M. Paprzycki, D. Ślęzak (eds). ACSIS, Vol. 43, pages 777–781 ()

Full text

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.

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