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Introduction to Sensitivity Analysis

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Handbook of Uncertainty Quantification

Abstract

Sensitivity analysis provides users of mathematical and simulation models with tools to appreciate the dependency of the model output from model input and to investigate how important is each model input in determining its output. All application areas are concerned, from theoretical physics to engineering and socio-economics. This introductory paper provides the sensitivity analysis aims and objectives in order to explain the composition of the overall “Sensitivity Analysis” chapter of the Springer Handbook. It also describes the basic principles of sensitivity analysis, some classification grids to understand the application ranges of each method, a useful software package, and the notations used in the chapter papers. This section also offers a succinct description of sensitivity auditing, a new discipline that tests the entire inferential chain including model development, implicit assumptions, and normative issues and which is recommended when the inference provided by the model needs to feed into a regulatory or policy process. For the “Sensitivity Analysis” chapter, in addition to this introduction, eight papers have been written by around twenty practitioners from different fields of application. They cover the most widely used methods for this subject: the deterministic methods as the local sensitivity analysis, the experimental design strategies, the sampling-based and variance-based methods developed from the 1980s, and the new importance measures and metamodel-based techniques established and studied since the 2000s. In each paper, toy examples or industrial applications illustrate their relevance and usefulness.

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Author information

Authors and Affiliations

  1. Industrial Risk Management Department, EDF R&D, Chatou, France

    Bertrand Iooss

  2. Institut de Mathématiques de Toulouse, Université Paul Sabatier, Toulouse, France

    Bertrand Iooss

  3. Centre for the Study of the Sciences and the Humanities (SVT), University of Bergen (UIB), Bergen, Norway

    Andrea Saltelli

  4. Institut de Ciència i Tecnologia Ambientals (ICTA), Universitat Autonoma de Barcelona (UAB), Barcelona, Spain

    Andrea Saltelli

Authors
  1. Bertrand Iooss
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  2. Andrea Saltelli
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Correspondence to Bertrand Iooss .

Editor information

Editors and Affiliations

  1. Viterbi School of Engineering, University of Southern California, Los Angeles, California, USA

    Roger Ghanem

  2. Los Alamos National Laboratory, Los Alamos, New Mexico, USA

    David Higdon

  3. California Institute of Technology , Pasadena, California, USA

    Houman Owhadi

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Iooss, B., Saltelli, A. (2015). Introduction to Sensitivity Analysis. In: Ghanem, R., Higdon, D., Owhadi, H. (eds) Handbook of Uncertainty Quantification. Springer, Cham. https://doi.org/10.1007/978-3-319-11259-6_31-1

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  • DOI: https://doi.org/10.1007/978-3-319-11259-6_31-1

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  • Online ISBN: 978-3-319-11259-6

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