Sensitivity analysis as an ingredient of modeling

被引:683
作者
Saltelli, A [1 ]
Tarantola, S [1 ]
Campolongo, F [1 ]
机构
[1] Commiss European Communities, Joint Res Ctr, APPST Sector, Inst Syst Informat & Safety, I-21020 Ispra, VA, Italy
关键词
global sensitivity analysis; quantitative sensitivity measure; screening; numerical experiments; predictive uncertainty; reliability and dependability of models; model transparency;
D O I
10.1214/ss/1009213004
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We explore the tasks where sensitivity analysis (SA) can be useful and try to assess the relevance of SA within the modeling process. We suggest that SA could considerably assist in the use of models, by providing objective criteria of judgement for different phases of the model-building process: model identification and discrimination; model calibration; model corroboration. We review some new global quantitative SA methods and suggest that these might enlarge the scope for sensitivity analysis in computational and statistical modeling practice. Among the advantages of the new methods are their robustness, model independence and computational convenience. The discussion is based on worked examples.
引用
收藏
页码:377 / 395
页数:19
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