Open Access
November 2000 Sensitivity Anaysis as an Ingredient of Modeling
F. Campolongo, A. Saltelli, S. Tarantola
Statist. Sci. 15(4): 377-395 (November 2000). DOI: 10.1214/ss/1009213004

Abstract

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 model­building 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.

Citation

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F. Campolongo. A. Saltelli. S. Tarantola. "Sensitivity Anaysis as an Ingredient of Modeling." Statist. Sci. 15 (4) 377 - 395, November 2000. https://doi.org/10.1214/ss/1009213004

Information

Published: November 2000
First available in Project Euclid: 24 December 2001

MathSciNet: MR1847774
Digital Object Identifier: 10.1214/ss/1009213004

Keywords: Global sensitivity analysis , model transparency , numerical experiments , predictive uncertainty , quantitative sensitivity measure , reliability and dependability of models , Screening

Rights: Copyright © 2000 Institute of Mathematical Statistics

Vol.15 • No. 4 • November 2000
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