Basics And Trends In Sensitivity Analysis

Veiga, Sebastien Da;gamboa, Fabrice;iooss, Bertrand;prieur, Clementine

ISBN 10: 1611976685 / ISBN 13: 9781611976687

Editore: SIAM - Society for Industrial and Applied Mathematics, 2021

Codice articolo 42951368-n

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.

Dati bibliografici

Titolo: Basics And Trends In Sensitivity Analysis
Casa editrice: SIAM - Society for Industrial and Applied Mathematics
Data di pubblicazione: 2021
Legatura: Brossura
Condizione: New