Global sensitivity analysis is the study of how the uncertainty in the output of a model (numerical or otherwise) can be apportioned to different sources of uncertainty in the model input”. Global could be an unnecessary specification here, were it not for the fact that most analysis met in the literature are local or one-factor-at-a-time.
At a glance
- Tutorial on Sensitivity Analysis
- Sensitivity Auditing
- SimLab Software for Sensitivity Analysis
Global Sensitivity Analysis
The Primer
Saltelli, A., Ratto, M., Andres, T., Campolongo, F., Cariboni, J., Gatelli, D. Saisana, M., and Tarantola, S., 2008, John Wiley & Sons (ISBN: 978-0-470-05997-5)
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