Sensitivity Analysis: SAMO

Sensitivity analysis is the study of how the uncertainty in the output of a mathematical model or system (numerical or otherwise) can be apportioned to different sources of uncertainty in its inputs. A related practice is uncertainty analysis, which has a greater focus on uncertainty quantification and propagation of uncertainty. Ideally, uncertainty and sensitivity analysis should be run in tandem.

Sensitivity analysis can be useful for a range of purposes, including

• Testing the robustness of the results of a model or system in the presence of uncertainty.
• Increased understanding of the relationships between input and output variables in a system or model.
• Uncertainty reduction: identifying model inputs that cause significant uncertainty in the output and should therefore be the focus of attention if the robustness is to be increased (perhaps by further research).
• Searching for errors in the model (by encountering unexpected relationships between inputs and outputs).
• Model simplification – fixing model inputs that have no effect on the output, or identifying and removing redundant parts of the model structure.
• Enhancing communication from modelers to decision makers (e.g. by making recommendations more credible, understandable, compelling or persuasive).
• Finding regions in the space of input factors for which the model output is either maximum or minimum or meets some optimum criterion (see optimization and Monte Carlo filtering).
• In case of calibrating models with large number of parameters, a primary sensitivity test can ease the calibration stage by focusing on the sensitive parameters. Not knowing the sensitivity of parameters can result in time being uselessly spent on non-sensitive ones.

This site aims at offering a review of the current state of art of sensitivity analysis and a short description of the most widely used methods and software. It aims at guiding a non-expert user in the choice of the method to adopt for solving his/her problem. It aims at animating discussions among researchers from different backgrounds, involved in theoretical and practical aspects of SA.