Sensitivity analysis: a review of recent advances

DOI10.1016/J.EJOR.2015.06.032zbMATH Open1346.90771OpenAlexW925742927MaRDI QIDQ320799FDOQ320799

Elmar Plischke, E. Borgonovo

Publication date: 7 October 2016

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2015.06.032

Recommendations

• Review of global sensitivity analysis of numerical models
• Global Sensitivity Analysis
• On sensitivity analysis
• Design for sensitivity analysis
• Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index

zbMATH Keywords

computer experimentssensitivity analysissimulation

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Sensitivity, stability, parametric optimization (90C31)

Cites Work

• The design and analysis of computer experiments.
• Title not available (Why is that?)
• The jackknife estimate of variance
• Nonparametric estimation of global functionals and a measure of the explanatory power of covariates in regression
• On measures of dependence
• Title not available (Why is that?)
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• Searching for important factors in simulation models with many factors: Sequential bifurcation
• Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
• A Comparison of Graphical Techniques for Asymmetric Decision Problems
• Making best use of model evaluations to compute sensitivity indices
• Analysis of variance designs for model output
• Title not available (Why is that?)
• Better estimation of small sobol' sensitivity indices
• Probabilistic Sensitivity Analysis of Complex Models: A Bayesian Approach
• Title not available (Why is that?)
• A distance measure for bounding probabilistic belief change
• A fresh view on the tolerance approach to sensitivity analysis in linear programming
• Risk, ambiguity and the Savage axioms
• Evaluating Derivatives
• The Price of Robustness
• Title not available (Why is that?)
• A Smooth Model of Decision Making under Ambiguity
• Title not available (Why is that?)
• Kriging metamodeling in simulation: a review
• Title not available (Why is that?)
• Title not available (Why is that?)
• The reliability importance of components and prime implicants in coherent and non-coherent systems including total-order interactions
• A modified Kolmogorov-Smirnov test sensitive to tail alternatives
• General foundations of high-dimensional model representations
• Sensitivity analysis with finite changes: an application to modified EOQ models
• A study of interactions in the risk assessment of complex engineering systems: an application to space PSA
• Generalized moment-independent importance measures based on Minkowski distance
• A fast computational method for moment-independent uncertainty importance measure
• Sensitivity analysis of probabilistic networks
• Functional ANOVA, ultramodularity and monotonicity: applications in multiattribute utility theory
• Title not available (Why is that?)
• Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index
• Analysis for joint importance of components in a coherent system
• Global sensitivity measures from given data
• On the Effects of Dimension Reduction Techniques on Some High-Dimensional Problems in Finance
• Classical subjective expected utility
• The Value of Information and Stochastic Programming
• Advances in sensitivity analysis and parametric programming
• Scenario planning -- lessons for practice from teaching and learning.
• Deterministic versus stochastic sensitivity analysis in investment problems: An environmental case study
• Modelling, making inferences and making decisions: The roles of sensitivity analysis
• Estimation of global sensitivity indices for models with dependent variables
• Generalized Hoeffding-Sobol decomposition for dependent variables -- application to sensitivity analysis
• Lottery acquisition versus information acquisition: Prices and preference reversals
• State-of-the-art review: a user's guide to the brave new world of designing simulation experiments
• Improving the efficiency and efficacy of controlled sequential bifurcation for simulation factor screening
• When Is a Model Good Enough? Deriving the Expected Value of Model Improvement via Specifying Internal Model Discrepancies
• Quasi-Monte Carlo Methods in Financial Engineering: An Equivalence Principle and Dimension Reduction
• The Tolerance Approach to Sensitivity Analysis in Linear Programming
• Sharp Bounds on the Value of Perfect Information
• Joint reliability-importance of two edges in an undirected network
• General formulation of HDMR component functions with independent and correlated variables
• On the Relative Importance of Input Factors in Mathematical Models
• Sample-based estimation of correlation ratio with polynomial approximation
• The Tolerance Approach to Sensitivity Analysis of Matrix Coefficients in Linear Programming
• Global Sensitivity Analysis
• Global sensitivity analysis with dependence measures
• A new derivative based importance criterion for groups of variables and its link with the global sensitivity indices
• Title not available (Why is that?)
• Transformations and Invariance in the Sensitivity Analysis of Computer Experiments
• Estimating Mean Dimensionality of Analysis of Variance Decompositions
• Design and analysis of simulation experiments
• Efficient implementation of high dimensional model representations
• High dimensional model representations generated from low dimensional data samples. I: mp-cut-HDMR
• Identification of a small reliable and efficient set of consistent scenarios

Cited In (93)

• Accelerating dimensionality reduction in wave-resistance problems through geometric operators
• Explainable AI for operational research: a defining framework, methods, applications, and a research agenda
• Stochastic simulation uncertainty analysis to accelerate flexible biomanufacturing process development
• ON THE PROPERTIES OF QUANTILE REGRESSION FOR DYNAMIC PANEL DATA MODEL USING TWO-STAGE APPROACH
• An efficient method for estimating global sensitivity indices
• A model of gastric mucosal pH regulation: extending sensitivity analysis using Sobol' indices to understand higher moments
• An integer optimization approach for determining building height
• Note on a vertex stability radius in the shortest path problem
• Sensitivity Analysis-Based Optimization: A Case Study with the MTBF of an Aeronautical Hydraulic Pipeline System
• A lifetime distribution motivated by parallel and series structures
• Functional ANOVA with Multiple Distributions: Implications for the Sensitivity Analysis of Computer Experiments
• A methodology for sensitivity analysis of models fitted to data using statistical methods
• Optimization of vehicle structural parameters considering stability improvement
• Abnormal communication Internet-connected vehicle platoon dynamical modeling and characteristics study
• Interpretable biomanufacturing process risk and sensitivity analyses for quality‐by‐design and stability control
• Assessing the relevance of an information source to trading from an adaptive-markets hypothesis perspective
• Sensitivity analyses and measurements for group decisions using weighted scoring rules
• Decision-Oriented Two-Parameter Fisher Information Sensitivity Using Symplectic Decomposition
• Generating and validating cluster sampling matrices for model-free factor screening
• Discrepancy Measures for Global Sensitivity Analysis
• Sensitivity measures based on scoring functions
• Sensitivity integrals and transformation techniques: a new perspective
• Construction of rating systems using global sensitivity analysis: a numerical investigation
• Envelope and sensitivity analysis `in the large'
• The non-intrusive reduced basis two-grid method applied to sensitivity analysis
• Global sensitivity analysis for mathematical models comparison
• The attribution matrix and the joint use of finite change sensitivity index and residual income for value-based performance measurement
• Sensitivity analysis of censoring schemes in progressively type-II right censored order statistics
• Lifetime distributions motivated by series and parallel structures
• Sensitivity analysis of reliability functions of the exponential power series lifetime distribution
• Estimation of high-order moment-independent importance measures for Shapley value analysis
• Consistency between principal and agent with differing time horizons: computing incentives under risk
• A geometric characterization of sensitivity analysis in monomial models
• New sensitivity analysis subordinated to a contrast
• Do we have enough data? Robust reliability via uncertainty quantification
• Sensitivity analysis based dimension reduction of multiscale models
• Simultaneous estimation of complementary moment independent and reliability-oriented sensitivity measures
• A generalized sensitivity analysis method based on variance and covariance decomposition of summatory functions for multi-input multi-output systems
• Investment decisions and sensitivity analysis: NPV-consistency of rates of return
• Copula theory and probabilistic sensitivity analysis: is there a connection?
• An analytic method for sensitivity analysis of complex systems
• Computing Shapley Effects for Sensitivity Analysis
• Coupling Computer Models through Linking Their Statistical Emulators
• A functional global sensitivity measure and efficient reliability sensitivity analysis with respect to statistical parameters
• An adaptive least-squares global sensitivity method and application to a plasma-coupled combustion prediction with parametric correlation
• A parameter estimation method using linear response statistics: Numerical scheme
• Title not available (Why is that?)
• A probabilistic procedure for quantifying the relative importance of model inputs characterized by second-order probability models
• A kernel estimate method for characteristic function-based uncertainty importance measure
• Efficient Estimation of the ANOVA Mean Dimension, with an Application to Neural Net Classification
• Probabilistic sensitivity measures as information value
• Regression and Kriging metamodels with their experimental designs in simulation: a review
• Adaptive surrogate modeling by ANOVA and sparse polynomial dimensional decomposition for global sensitivity analysis in fluid simulation
• An efficient dimensionality-independent algorithm for failure probability-based global sensitivity analysis by dual-stage adaptive kriging model
• Global Sensitivity Analysis
• An Efficient Morris Method-Based Framework for Simulation Factor Screening
• A new dependence measure for importance analysis: application to an environmental model
• Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods
• Physiological insights into electrodiffusive maintenance of gastric mucus through sensitivity analysis and simulations
• Error analysis of a model order reduction framework for financial risk analysis
• Global sensitivity analysis using sparse high dimensional model representations generated by the group method of data handling
• Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates
• Literature reviews in operations research: a new taxonomy and a meta review
• Goal-Oriented Shapley Effects with Special Attention to the Quantile-Oriented Case
• Sensitivity analysis of model output. Performance of the iterated fractional factorial design method
• Sensitivity analysis methods in the biomedical sciences
• Organizational vulnerability of digital threats: a first validation of an assessment method
• Sensitivity analysis with \(\chi^2\)-divergences
• Design of single-phase chiral metamaterials for broadband double negativity via shape optimization
• Title not available (Why is that?)
• Work by Robert Kalaba on automated sensitivity analysis
• Capital depreciation and the underdetermination of rate of return: a unifying perspective
• An adaptive metamodel-based subset importance sampling approach for the assessment of the functional failure probability of a thermal-hydraulic passive system
• A global tolerance approach to sensitivity analysis in linear programming
• Sensitivity analysis of model output. An investigation of new techniques
• A sequential experimental design for multivariate sensitivity analysis using polynomial chaos expansion
• Estimation of Sobol's sensitivity indices under generalized linear models
• A simple model of immune and muscle cell crosstalk during muscle regeneration
• Low-frequency vibration analysis of human body in semi-supine posture exposed to vertical excitation
• On sensitivity analysis
• Sequential sensitivity analysis of expensive black-box simulators with metamodelling
• Covariogram ranges for approximate global sensitivity analysis
• Probabilistic Sensitivity Analysis of Complex Models: A Bayesian Approach
• Title not available (Why is that?)
• A global sensitivity analysis and reduced-order models for hydraulically fractured horizontal wells
• Deterministic versus stochastic sensitivity analysis in investment problems: An environmental case study
• Title not available (Why is that?)
• Modelling, making inferences and making decisions: The roles of sensitivity analysis
• A novel sensitivity index for analyzing the response of numerical models with interval inputs
• Global sensitivity analysis in epidemiological modeling
• Global sensitivity analysis: a Bayesian learning based polynomial chaos approach
• Reverse sensitivity testing: what does it take to break the model?
• A new conceptual framework for the therapy by optimized multidimensional pulses of therapeutic activity. The case of multiple myeloma model

This page was built for publication: Sensitivity analysis: a review of recent advances

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q320799)