Sensitivity Analysis

Andrea Saltelli; Arnald Puy; Samuele Lo Piano

doi:10.4337/9781802200416.ch79

Sensitivity Analysis

Andrea Saltelli, Arnald Puy, Samuele Lo Piano

Geography, Earth and Environmental Sciences

Research output: Chapter in Book/Report/Conference proceeding › Entry for encyclopedia/dictionary

Abstract

Sensitivity analysis (SA) studies how much the uncertainty of a model output depends upon its inputs. Though it is generally agreed in existing guidelines that uncertainty and sensitivity analyses are both crucial for the validation or verification of a model, their application is hampered by practical difficulties, scarce awareness, and at times reluctance to expose the weakness of a model.

We present here global sensitivity analysis, mainly through one class of global SA methods known as ‘variance-based’— considered by most practitioners as a recommended practice - and offer pointers on additional methods. We also suggest several hints for a successful and effective use these of these techniques.

Original language	English
Title of host publication	Elgar Encyclopedia of Ecological Economics
Editors	Emilio Padilla Rosa, Jesús Ramos-Martín
Publisher	Edward Elgar Publishing Ltd.
Chapter	79
Pages	460-466
Number of pages	7
ISBN (Electronic)	9781802200416
ISBN (Print)	9781802200409
DOIs	https://doi.org/10.4337/9781802200416.ch79
Publication status	Published - 28 Sept 2023

Publication series

Name	Elgar Encyclopedias in Economics and Finance series
Publisher	Edward Elgar Publishing Ltd.

Keywords

Uncertainty analysis
Global sensitivity analysis
Variance-based methods
ANOVA
Monte Carlo methods
O’Neil’s conjecture

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10.4337/9781802200416.ch79

Cite this

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AU - Saltelli, Andrea

AU - Puy, Arnald

AU - Piano, Samuele Lo

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KW - Global sensitivity analysis

KW - Variance-based methods

KW - ANOVA

KW - Monte Carlo methods

KW - O’Neil’s conjecture

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SN - 9781802200409

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A2 - Padilla Rosa, Emilio

A2 - Ramos-Martín, Jesús

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Sensitivity Analysis

Abstract

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Keywords

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