📝 SummarXiv

Abstract

We introduce a new global sensitivity measure, the global activity scores. We establish its theoretical connection with Sobol' sensitivity indices and demonstrate its performance through numerical examples. In these examples, we compare global activity scores with Sobol' sensitivity indices, derivative-based sensitivity measures, and activity scores. The results show that in the presence of noise or high variability, global activity scores outperform derivative-based measures and activity scores, while in noiseless settings the three approaches yield similar results.