Sensitivity Analysis and Variable Screening

  • Thomas J. Santner
  • Brian J. Williams
  • William I. Notz
Part of the Springer Series in Statistics book series (SSS)


This chapter discusses sensitivity analysis and the related topic of variable screening. The setup is as follows. A vector of inputs \(\boldsymbol{x} = (x_{1},\ldots,x_{d})\) is given which potentially affects a “response” function \(y(\boldsymbol{x}) = y(x_{1},\ldots,x_{d})\). Sensitivity analysis seeks to quantify how variation in \(y(\boldsymbol{x})\) can be apportioned to the inputs x1, , xd and to the interactions among these inputs.


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© Springer Science+Business Media, LLC, part of Springer Nature 2018

Authors and Affiliations

  • Thomas J. Santner
    • 1
  • Brian J. Williams
    • 2
  • William I. Notz
    • 1
  1. 1.Department of StatisticsThe Ohio State UniversityColumbusUSA
  2. 2.Statistical Sciences GroupLos Alamos National LaboratoryLos AlamosUSA

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