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Sensitivity analysis, an introduction
11 March, 2019 @ 11:30 am - 1:30 pm
Next Monday 11 March from 10:30h to 12:30h in the Auditorium of IHCantabria, D. Andrea Saltelli, currently assistant professor at the Centre for the Study of the Sciences and the Humanities (SVT) – University of Bergen (UIB), will give the following seminar “Sensitivity analysis, an introduction”.
“Are the results from a particular model more sensitive to changes in the model and the methods used to estimate its parameters, or to changes in the data?“
This remark by Giandomenico Majone goes the heart of the problem setting of sensitivity analysis, a tool which all modellers from all fields of application use to improve the quality of their inference. Sensitivity Analysis is crucial both in the model construction and model interpretation phases, and is considered an important ingredient of model verification and validation.
Sensitivity analysis is the study of how the uncertainty in the output of a mathematical model or system (numerical or otherwise) can be apportioned to different sources of uncertainty in its inputs. 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 (Source: https://en.wikipedia.org/wiki/Sensitivity_analysis)
The talk will review some principles of sensitivity analysis, good and bad practices, and some practitioners’ insight on when to use what.