Basics and Trends in Sensitivity Analysis: Theory and Practice in R - Brossura

Sébastien Da Veiga (author); Fabrice Gamboa (author); Bertrand Iooss (author) & Clémentine Prieur (author)

Brossura

ISBN 10: 1611976685 ISBN 13: 9781611976687

Casa editrice: SIAM - Society for Industrial and Applied Mathematics, 2021

Riassunto

This book provides an overview of global sensitivity analysis methods and algorithms, including their theoretical basis and mathematical properties. The authors use a practical point of view and real case studies as well as numerous examples, and applications of the different approaches are illustrated throughout using R code to explain their usage and usefulness in practice.

Basics and Trends in Sensitivity Analysis: Theory and Practice in R covers a lot of material, including theoretical aspects of Sobol’ indices as well as sampling-based formulas, spectral methods, and metamodel-based approaches for estimation purposes; screening techniques devoted to identifying influential and noninfluential inputs; variance-based measures when model inputs are statistically dependent (and several other approaches that go beyond variance-based sensitivity measures); and a case study in R related to a COVID-19 epidemic model where the full workflow of sensitivity analysis combining several techniques is presented.

This book is intended for engineers, researchers, and undergraduate students who use complex numerical models and have an interest in sensitivity analysis techniques and is appropriate for anyone with a solid mathematical background in basic statistical and probability theories who develops and uses numerical models in all scientific and engineering domains.

Dettagli dell'edizione

• Editore: SIAM - Society for Industrial and Applied Mathematics
• Data di pubblicazione: 2021
• Lingua: Inglese
• ISBN 10: 1611976685
• ISBN 13: 9781611976687
• Rilegatura: Copertina flessibile
• Numero di pagine: 293
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile