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Everything about Sensitivity analysis
Study of uncertainty in the output of a mathematical model or system
Sensitivity analysis is the study of how the uncertainty in the output of a mathematical model or system can be divided and allocated to different sources of uncertainty in its inputs. This involves estimating sensitivity indices that quantify the influence of an input or group of inputs on the output. A related practice is uncertainty analysis, which has a greater focus on uncertainty quantification and propagation of uncertainty; ideally, uncertainty and sensitivity analysis should be run in tandem. Wikipedia →
🧭 Start here: a 6-step reading path
- Read the overview: Sensitivity analysisA 5-minute orientation
- Skim a recent paper: Global sensitivity analysis in epidemiological modelingInfluential work since 2022
- Pick up a classic book: Global sensitivity analysisThe most-reprinted book on the subject
- Read the landmark paper: Sensitivity Analysis Without AssumptionsCited 514 times
- Go sideways: Variance-based sensitivity analysisA closely related topic
- Go sideways: Uncertainty quantificationA closely related topic
📖 Definitions
No dictionary entry for this exact phrase.
🗂️ The subject at a glance
- Motivation
- Mathematical formulation and vocabulary
- Challenges, settings and related issues
- Sensitivity analysis methods
- Complementary research approaches for time-consuming simulations
- Related concepts
- Sensitivity auditing
- Pitfalls and difficulties
- SA in international context
- Specific applications of sensitivity analysis
🏆 Landmark papers (most cited)
Sensitivity Analysis Without Assumptions
Topological sensitivity analysis
Ensemble-Based Sensitivity Analysis
Global Sensitivity Analysis
Subjective sensitivity analysis
Invariant Probabilistic Sensitivity Analysis
Multiple eigenvalue sensitivity analysis
MODIS Polarization-Sensitivity Analysis
🆕 Influential since 2022
Global sensitivity analysis in epidemiological modeling
Comparative Study of Global Sensitivity Analysis and Local Sensitivity Analysis in Power System Parameter Identification
An annotated timeline of sensitivity analysis
Sensitivity analysis in clinical trials: three criteria for a valid sensitivity analysis
Sensitivity Analysis of Mathematical Models
📚 Books worth reading
Global sensitivity analysisAndrea Saltelli, Marco Ratto · 2008
Adjoint Sensitivity Analysis of High Frequency Structures with MATLAB®Mohamed H. Bakr, Atef Z. Elsherbeni · 2017
Antibiotics in laboratory medicineVictor Lorian · 1985
Sensitivity analysisA. Saltelli, K. Chan · 2000
Instrumental methods for rapid microbiological analysisWilfred H. Nelson · 1985- 📕Sensitivity Analysis in EngineeringHoward M Adelman, Raphael T Haftka · 1987
Clinical Antimicrobial AssaysD.S. Reeves · 1999- 📕A discourse on sensitivity analysis for discretely-modeled structuresHoward M. Adelman · 1991
Ranked by number of editions on Open Library, a rough measure of how lasting a book is.
🔗 Related topics
- Variance-based sensitivity analysis Variance-based sensitivity analysis (often referred to as the Sobol’ method or Sobol’ indices, after Ilya M. Sobol’) is a form of global sensitivity analysis…
- Uncertainty quantification Uncertainty Quantification (UQ) is the science of quantitative characterization and estimation of uncertainties in both computational and real world application…
- OptiSLang optiSLang is a software platform for CAE-based sensitivity analysis, multi-disciplinary optimization (MDO) and robustness evaluation. It was originally…
- Gradient-enhanced kriging Gradient-enhanced kriging (GEK) is a surrogate modeling technique used in engineering. A surrogate model (alternatively known as a metamodel, response…
- Ilya M. Sobol' Ilya Meyerovich Sobol' (Russian: Илья Меерович Соболь; 15 August 1926 – 9 December 2025) was a Russian mathematician, known for his work on Monte Carlo…
- Elementary effects method Published in 1991 by Max Morris the elementary effects (EE) method is one of the most used screening methods in sensitivity analysis. EE is applied to…
- Polynomial chaos Polynomial chaos (PC), also called polynomial chaos expansion (PCE) and Wiener chaos expansion, is a method for representing a random variable in terms…
- Propagation of uncertainty In statistics, propagation of uncertainty is the effect of variables' uncertainties on the uncertainty of a function based on them. When the variables…