Standard Article

Sensitivity Analysis of Computer Models

General

  1. Alessandro Fassò

Published Online: 15 JAN 2013

DOI: 10.1002/9780470057339.vas015.pub2

Encyclopedia of Environmetrics

Encyclopedia of Environmetrics

How to Cite

Fassò, A. 2013. Sensitivity Analysis of Computer Models . Encyclopedia of Environmetrics.

Author Information

  1. University of Bergamo, Dalmine, Italy

Publication History

  1. Published Online: 15 JAN 2013

Abstract

Sensitivity analysis of computer models has been developed over the last decades paralleling the development of massive computer simulations of engineering, chemical, and environmental systems.

Through extensive simulations, global sensitivity analysis is aimed at assessing the importance of each input to the model outputs by means of variance decomposition.

Depending on model complexity and simulation costs, various techniques are available ranging from design of experiments (DOE) to intensive Monte Carlo, metamodeling, and Bayesian inference.

Keywords:

  • environmental simulation;
  • Monte Carlo sampling;
  • importance analysis;
  • variance decomposition;
  • uncertainty analysis;
  • Monte Carlo simulations;
  • stochastic simulations;
  • global sensitivity analysis;
  • computer experiments;
  • multivariate sensitivity analysis