Bias correction for the estimation of sensitivity indices based on random balance designs

This paper deals with the random balance design method (RBD) and its hybrid approach, RBD‐FAST. Both these global sensitivity analysis methods originate from Fourier amplitude sensitivity test (FAST) and consequently face the main problems inherent to discrete harmonic analysis. We present here a general way to correct a bias which occurs when estimating sensitivity indices (SIs) of any order – except total SI of single factor or group of factors – by the random balance design method (RBD) and its hybrid version, RBD‐FAST. In the RBD case, this positive bias has been recently identified in a paper by Xu and Gertner [1]. Following their work, we propose a bias correction method for first‐order SIs estimates in RBD. We then extend the correction method to the SIs of any order in RBD‐FAST. At last, we suggest an efficient strategy to estimate all the first‐ and second‐order SIs using RBD‐FAST.