bookApr 1, 2004Closed access

Sensitivity Analysis in Practice: A Guide to Assessing Scientific Models

Abstract

PREFACE. 1. A WORKED EXAMPLE. 1.1 A simple model. 1.2 Modulus version of the simple model. 1.3 Six--factor version of the simple model. 1.4 The simple model 'by groups'. 1.5 The (less) simple correlated--input model. 1.6 Conclusions. 2. GLOBAL SENSITIVITY ANALYSIS FOR IMPORTANCE ASSESSMENT. 2.1 Examples at a glance. 2.2 What is sensitivity analysis? 2.3 Properties of an ideal sensitivity analysis method. 2.4 Defensible settings for sensitivity analysis. 2.5 Caveats. 3. TEST CASES. 3.1 The jumping man. Applying variance--based methods. 3.2 Handling the risk of a financial portfolio: the problem of hedging. Applying Monte Carlo filtering and variance--based methods. 3.3 A model of fish population dynamics.…

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Authors

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Topics & keywords

Keywords
  • Sensitivity (control systems)
  • Variance-based sensitivity analysis
  • Calibration
  • Monte Carlo method
  • Variance (accounting)
  • Population
  • Simple (philosophy)
  • Sobol sequence
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