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Variance-Based Methods

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Sensitivity Analysis

Part of the book series: International Series in Operations Research & Management Science ((ISOR,volume 251))

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Abstract

As a way of introducing variance-based methods , we could ask the following question: Is it possible to introduce sensitivity indicators that explain the variance of the model output rather than only the fraction of the variance associated with the linear surrogate model? The answer is found in variance-based sensitivity measures, which we describe next.

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Correspondence to Emanuele Borgonovo .

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Borgonovo, E. (2017). Variance-Based Methods. In: Sensitivity Analysis. International Series in Operations Research & Management Science, vol 251. Springer, Cham. https://doi.org/10.1007/978-3-319-52259-3_15

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