Presenting results from model based studies to decision-makers: Can sensitivity analysis be a defogging agent?

The motivation of the present work is to provide an auxiliary tool for the decision-maker (DM) faced with predictive model uncertainty. The tool is es pecially suited for the allocation of R&D resources. When taking decisions under uncertainties, making use of the output from mathematical or computat ional models, the DM might be helped if the uncertainty in model prediction s be decomposed in a quantitative-rather than qualitative-fashion, apportio ning uncertainty according to source. This would allow optimal use of resou rces to reduce the imprecision in the prediction. For complex models, such a decomposition of the uncertainty into constituent elements could be impra ctical as such, due to the large number of parameters involved. If instead parameters could be grouped into logical subsets, then the analysis could b e more useful, also because the decision maker might likely have different perceptions (and degrees of acceptance) for different kinds of uncertainty. For instance, the decomposition in groups could involve one subset of fact ors for each constituent module of the model; or one set for the weights, a nd one for the factors in a multicriteria analysis; or phenomenological par ameters of the model vs. factors driving the model configuration/structure aggregation level, etc.); finally, one might imagine that a partition of th e uncertainty could be sought between stochastic (or aleatory) and subjecti ve (or epistemic) uncertainty. The present note shows how to compute rigoro us decomposition of the output's variance with grouped parameters, and how this approach may be beneficial for the efficiency and transparency of the analysis.