Invention:
Variogram Analysis of Response Surfaces (VARS) is a novel framework for global sensitivity analysis which provides more reliable and efficient results for high dimensional models.
Background:
VARS has been demonstrated as a general purpose framework that incorporates known approaches as special purpose cases. VARS is up to 100 times more efficient than traditional approaches for high dimensional systems while more reliably exploring large multi-variate models at different scales. While originally developed for complex hydrology and environmental models, VARS can be applied to improving the efficiency of exploring high dimensional models for a broad range of problems - from scientific research and development to financial modeling and Big Data analytics.
Applications:
- Earth or environmental modeling
- Design of experiments (DOE)
- Risk assessment
- Economic modeling
- Reservoir engineering
- Manufacturing analysis
Advantages:
- Computational efficiency
- Increased accuracy
- Overall advantage in high dimensional models
