Sensitivity analysis for importance assessment

被引:878
作者
Saltelli, A [1 ]
机构
[1] Commiss European Communities, Joint Res Ctr, IPSC, I-21020 Ispra, VA, Italy
关键词
uncertainty analysis; quantitative sensitivity analysis; computational models; assessment of importance; risk analysis;
D O I
10.1111/0272-4332.00040
中图分类号
R1 [预防医学、卫生学];
学科分类号
1004 ; 120402 ;
摘要
We review briefly some examples that would support an extended role for quantitative sensitivity analysis in the context of model-based analysis (Section 1). We then review what features a quantitative sensitivity analysis needs to have to play such a role (Section 2). The methods that meet these requirements are described in Section 3; an example is provided in Section 4. Some pointers to further research are set out in Section 5.
引用
收藏
页码:579 / 590
页数:12
相关论文
共 39 条
[21]   Sensitivity analysis in model calibration: GSA-GLUE approach [J].
Ratto, M ;
Tarantola, S ;
Saltelli, A .
COMPUTER PHYSICS COMMUNICATIONS, 2001, 136 (03) :212-224
[22]   PARAMETER SENSITIVITIES, MONTE-CARLO FILTERING, AND MODEL FORECASTING UNDER UNCERTAINTY [J].
ROSE, KA ;
SMITH, EP ;
GARDNER, RH ;
BRENKERT, AL ;
BARTELL, SM .
JOURNAL OF FORECASTING, 1991, 10 (1-2) :117-133
[23]  
ROSEN R, 1991, COMPREHENSIVE INQUIR
[24]   A quantitative model-independent method for global sensitivity analysis of model output [J].
Saltelli, A ;
Tarantola, S ;
Chan, KPS .
TECHNOMETRICS, 1999, 41 (01) :39-56
[25]   Sensitivity analysis as an ingredient of modeling [J].
Saltelli, A ;
Tarantola, S ;
Campolongo, F .
STATISTICAL SCIENCE, 2000, 15 (04) :377-395
[26]  
Saltelli A., 2000, SENSITIVITY ANAL
[27]  
SALTELLI A, 2002, IN PRESS J AM STAT A
[28]   CONTRIBUTIONS TO THE THEORY OF RANK ORDER-STATISTICS - THE 2-SAMPLE CASE [J].
SAVAGE, IR .
ANNALS OF MATHEMATICAL STATISTICS, 1956, 27 (03) :590-615
[29]  
Scott M., 2000, SENSITIVITY ANAL PRO, P385
[30]  
SOBOL I., 1990, MATEM MOD, V2, P112, DOI DOI 10.18287/0134-2452-2015-39-4-459-461