A Fresh Look at Variography: Measuring Dependence and Possible
Sensitivities Across Geophysical Systems from Any Given Data
Abstract
Sensitivity analysis in Earth and environmental systems modelling
typically demands an onerous computational cost. This issue coexists
with the reliance of these algorithms on ad-hoc designs of experiments,
which hampers making the most out of the existing datasets. We tackle
this problem by introducing a method for sensitivity analysis, based on
the theory of variogram analysis of response surfaces (VARS), that works
on any sample of input-output data or pre-computed model evaluations.
Called data-driven VARS(D-VARS), this method characterizes the
relationship strength between inputs and outputs by investigating their
covariograms. We also propose a method to assess ‘robustness’ of the
results against sampling variability and numerical methods’
imperfectness. Using two hydrologic modelling case studies, we show that
D-VARS is highly efficient and statistically robust, even when the
sample size is small. Therefore, D-VARS can provide unique opportunities
to investigate geophysical systems whose models are computationally
expensive or available data is scarce.