http://www.jrc.cec.eu.int/uasa 1European Commission

DG Joint Research Centre

Formal and informal approaches to the quality of information in integrated assessment

Stefano Tarantola

January 24-25, 2002

Laxenburg, Austria

http://www.jrc.cec.eu.int/uasa 2European Commission

Information used as input to policy-making is complex, uncertain and disputed.

Established guidelines: eg NUSAP and model Pedigree schemes for the quality assurance of the decisionprocess.

Tools for Extended quality assurance

Silvio.funtowicz@jrc.it

http://www.jrc.cec.eu.int/uasa 3European Commission

To set the frame

[Leamer, 1990 ] (economist):

“I propose a form of organised sensitivity analysis in

which a neighborhood of alternative assumptions is

selected and the corresponding interval of inferences

is identified. Chair in Man. Bus. Econ., UCLA

http://www.jrc.cec.eu.int/uasa 4European Commission

To set the frame

“Conclusions are judged to be sturdy only if the neighborhood of

assumptions is wide enough to be credible and the corresponding

interval of inferences is narrow enough to be useful.”

Edward E. Leamer, 1990 “Sensitivity Analysis

would help”, in Modelling Economic Series,

Edited by CWJ Granger, Clarendon Press,

Oxford. Chair in Man. Bus. Econ., UCLA

http://www.jrc.cec.eu.int/uasa 5European Commission

To set the frame

We move one step further: after characterising the interval of inferences (using e.g. the statistical variance),

Input factors should be interpreted in sensu lato: - alternative assumptions, - choice of model, - algorithmic alternatives, - poorly-known data...

Decomposition of model prediction

uncertainty

we apportion such variability to its constituents (the input factors) in the space of the assumptions (or input space).

http://www.jrc.cec.eu.int/uasa 6European Commission

The Case Study: incineration vs. landfill (Austria 1994)

No defensible choice ispossible given the uncertainties.

Robustness assessment fails:the interval of theinference is too wide

Y

http://www.jrc.cec.eu.int/uasa 7European Commission

The Case Study: incineration vs. landfill (Austria 1994)

Data16% Tu

3%STH4%

EEC5%

W_E5%

GWP9%

E/F58% Tu

Data

E/F

GWP

W_E

EEC

STH

BA

http://www.jrc.cec.eu.int/uasa 8European Commission

Settings for the sensitivity analysis

To validate or invalidate assessments

GSA used to show that the uncertainty in the decision on whether to burn or dispose solid waste depends on the choice of the system of indicators, and not on the quality of the available data.Money should not be spent to improve quality in data, but to reach a consensus on the proper system of indicators.

V(Y)=V[E(Y|Xi)]+E[V(Y|Xi)]

Tarantola et al., in Saltelli et al. Eds, (2000) Sensitivity Analysis John Wiley

http://www.jrc.cec.eu.int/uasa 9European Commission

Settings for the sensitivity analysis

Useless discussing about the use of different architectures to build the composite indicator, when these do not influence the result.

Problem simplification and dialogue optimisation

We look for those uncertain factors that have negligibleinfluence on the output.These can be fixed to the most plausible value within their range of variation.The dimensionality of the input space is then reduced.

Data16% Tu

3%STH4%

EEC5%

W_E5%

GWP9%

E/F58% Tu

Data

E/F

GWP

W_E

EEC

STH

http://www.jrc.cec.eu.int/uasa 10European Commission

Settings for the sensitivity analysis

Output uncertainty reduction

Joint use of UA and GSA (iterative procedure).

Perform UA and get a confidence interval for the output

If it is unacceptably large, acquire better knowledge on themost important factors. Perform UA again to check ...

It the output quality exceeds the requirements, the specifications on the input quality can be relaxed, starting from the less important factors. Crosetto and Tarantola (2001)

Int J Geogr Inf Science

http://www.jrc.cec.eu.int/uasa 11European Commission

Bibliography

[1] Saltelli, A., K. Chan, M. Scott, Editors, 2000, Sensitivity analysis, John Wiley & Sons publishers, Probability and Statistics series.

[2] Saltelli, A., Chan, K., Scott, M. Eds., 1999, Special Issue on sensitivity analysis, Computer Physics Communications, 117.

[3] Saltelli A., Tarantola S., and Chan K., 1999, A quantitative, model independent method for global sensitivity analysis of model output, Technometrics, 41(1), 39-56.

[4] Saltelli A., Tarantola S., Campolongo F., 2001, Sensitivity analysis as an ingredient of modelling, Statistical Science, 15(4), 377-395.