Titlebook: Sensitivity Analysis; An Introduction for Emanuele Borgonovo Book 2017 Springer International Publishing AG, part of Springer Nature 2017

Arthr-

BRIEF

Estimation and a Computational ShortcutThe complete dissection of a finite change requires . model evaluations, which is the number of finite change sensitivity indices of all orders.

高兴去去

Multilinear Functions: Taylor Versus Functional ANOVA ExpansionsIn this section, we present an analysis of the interaction properties of multilinear functions. Our aim is to show that, for a multilinear function, the integral (functional ANOVA)and Taylor expansions coincide.

triptans

What to Use and WhenGiven our discussion of the various methods above, a natural question is: What is the (best) method to use? We phrase this question with “best” in parentheses because we do not believe that there is an absolutely “best sensitivity method”. In fact, even the answer to the simpler question “of which method should be used” is multifaceted.

摊位

Value of InformationThis section investigates the concept of expected value of perfect information. The definition we present here is the definition used in classical decision-analysis courses for decision making under risk.

吸引人的花招

Local Sensitivity Analysis with ConstraintsThis chapter, which is our last on deterministic methods, addresses the removal of a typical assumption in sensitivity analysis.

惹人反感

Uncertainty QuantificationThe importance of properly displaying the analyst/decision maker’s degree of belief about the problem at hand is recognized by several agencies and international institutions.

Culpable

Asymptomatic

Favorable

CDF-Based Sensitivity MeasuresBaucells and Borgonovo (2013) introduce and analyze global sensitivity measures based on cumulative distribution functions (CDFs).