Saltelli / Ratto / Andres Global Sensitivity Analysis

The Primer
1. Auflage 2008
ISBN: 978-0-470-72517-7
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 304 Seiten, E-Book

Complex mathematical and computational models are used in all areasof society and technology and yet model based science isincreasingly contested or refuted, especially when models areapplied to controversial themes in domains such as health, theenvironment or the economy. More stringent standards of proofs aredemanded from model-based numbers, especially when these numbersrepresent potential financial losses, threats to human health orthe state of the environment. Quantitative sensitivity analysis isgenerally agreed to be one such standard.
Mathematical models are good at mapping assumptions intoinferences. A modeller makes assumptions about laws pertaining tothe system, about its status and a plethora of other, often arcane,system variables and internal model settings. To what extent can werely on the model-based inference when most of these assumptionsare fraught with uncertainties? Global Sensitivity Analysis offersan accessible treatment of such problems via quantitativesensitivity analysis, beginning with the first principles andguiding the reader through the full range of recommended practiceswith a rich set of solved exercises. The text explains themotivation for sensitivity analysis, reviews the requiredstatistical concepts, and provides a guide to potentialapplications.
The book:
* Provides a self-contained treatment of the subject, allowingreaders to learn and practice global sensitivity analysis withoutfurther materials.
* Presents ways to frame the analysis, interpret its results, andavoid potential pitfalls.
* Features numerous exercises and solved problems to helpillustrate the applications.
* Is authored by leading sensitivity analysis practitioners,combining a range of disciplinary backgrounds.
Postgraduate students and practitioners in a wide range ofsubjects, including statistics, mathematics, engineering, physics,chemistry, environmental sciences, biology, toxicology, actuarialsciences, and econometrics will find much of use here. This bookwill prove equally valuable to engineers working on risk analysisand to financial analysts concerned with pricing and hedging.

Autoren/Hrsg.

Saltelli, Andrea

Ratto, Marco

Andres, Terry

Campolongo, Francesca

Cariboni, Jessica

Gatelli, Debora

Saisana, Michaela

Tarantola, Stefano

Über Autor(innen)

Andrea Saltelli, Francesca Campolongo, Jessica Cariboni, DeboraGatelli, Fulvia Pennoni, Marco Ratto, Michaela Saisana,Stefano Tarantola - Joint Research Centre of the EuropeanCommission, Ispra, Unit of Applied Statistics andEconometrics.
Presently leading the Econometric and Applied Statistics Unit ofthe Joint Research Centre, lead author Professor Saltelli haspublished many articles in numerous journals over the last 30years. He is also the main author and main editor of two previousbooks (both for Wiley).
Terry Andres - Department of Computer Science, Universityof Manitoba.
Dr Andres is one of the few people to successfully develop agraduate level sensitivity analysis course. He has deliverednumerous courses to both students and practitioners and is anexpert in experimental design.