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Global Sensitivity Analysis. The Primer
Andrea Saltelli, Marco Ratto, Terry Andres, Francesca Campolongo, Jessica Cariboni, Debora Gatelli, Michaela Saisana, Stefano Tarantola
*大小：304页。
*格式：PDF。
*目录，最好提供免费样章：
Preface xi
1 Introduction to Sensitivity Analysis 1
1.1 Models and Sensitivity Analysis 1
1.1.1 Definition 1
1.1.2 Models 2
1.1.3 Models and Uncertainty 3
1.1.4 How to Set Up Uncertainty and Sensitivity
Analyses 5
1.1.5 Implications for Model Quality 9
1.2 Methods and Settings for Sensitivity Analysis – an
Introduction 10
1.2.1 Local versus Global 11
1.2.2 A Test Model 12
1.2.3 Scatterplots versus Derivatives 13
1.2.4 Sigma-normalized Derivatives 15
1.2.5 Monte Carlo and Linear Regression 16
1.2.6 Conditional Variances – First Path 20
1.2.7 Conditional Variances – Second Path 21
1.2.8 Application to Model (1.3) 22
1.2.9 A First Setting: ‘Factor Prioritization’ 24
1.2.10 Nonadditive Models 25
1.2.11 Higher-order Sensitivity Indices 29
1.2.12 Total Effects 31
1.2.13 A Second Setting: ‘Factor Fixing’ 33
1.2.14 Rationale for Sensitivity Analysis 34
1.2.15 Treating Sets 36
1.2.16 Further Methods 37
1.2.17 Elementary Effect Test 38
1.2.18 Monte Carlo Filtering 39
1.3 Nonindependent Input Factors 41
1.4 Possible Pitfalls for a Sensitivity Analysis 41
1.5 Concluding Remarks 42
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