{"product_id":"sensitivity-analysis-in-practice-9780470870938","title":"Sensitivity Analysis in Practice","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eSensitivity analysis should be considered a pre-requisite for statistical model building in any scientific discipline where modelling takes place. For a non-expert, choosing the method of analysis for their model is complex, and depends on a number of factors. This book guides the non-expert through their problem in order to enable them to choose and apply the most appropriate method. It offers a review of the state-of-the-art in sensitivity analysis, and is suitable for a wide range of practitioners. It is focussed on the use of SIMLAB  a widely distributed freely-available sensitivity analysis software package developed by the authors  for solving problems in sensitivity analysis of statistical models.  \u003cp\u003eOther key features:\u003c\/p\u003e \u003cul\u003e \u003cli\u003eProvides an accessible overview of the current most widely used methods for sensitivity analysis.\u003c\/li\u003e \u003cli\u003eOpens with a detailed worked example to explain the motivation behind the book.\u003c\/li\u003e \u003cli\u003eIncludes a range of examples to help illustrate the c\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTrade Review\u003c\/b\u003e\u003cbr\u003e\"...an interesting and informative book...\" (\u003ci\u003eTechnometrics\u003c\/i\u003e, May 2005)  \u003cp\u003e\"...provides an accessible overview of the most widely used sensitivity analysis methods.\" (\u003ci\u003eZentralblatt Math\u003c\/i\u003e, Vol.1049, 2004)\u003c\/p\u003e \u003cp\u003e\"...well written...\" (Statistical Methods in Medical Research, Vol 14 2005)\u003c\/p\u003e\n\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003ePREFACE.  \u003cp\u003e\u003cb\u003e1. A WORKED EXAMPLE.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e1.1 A simple model.\u003c\/p\u003e \u003cp\u003e1.2 Modulus version of the simple model.\u003c\/p\u003e \u003cp\u003e1.3 Six-factor version of the simple model.\u003c\/p\u003e \u003cp\u003e1.4 The simple model ‘by groups’.\u003c\/p\u003e \u003cp\u003e1.5 The (less) simple correlated-input model.\u003c\/p\u003e \u003cp\u003e1.6 Conclusions.\u003c\/p\u003e \u003cp\u003e\u003cb\u003e2. GLOBAL SENSITIVITY ANALYSIS FOR IMPORTANCE ASSESSMENT.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e2.1 Examples at a glance.\u003c\/p\u003e \u003cp\u003e2.2 What is sensitivity analysis?\u003c\/p\u003e \u003cp\u003e2.3 Properties of an ideal sensitivity analysis method.\u003c\/p\u003e \u003cp\u003e2.4 Defensible settings for sensitivity analysis.\u003c\/p\u003e \u003cp\u003e2.5 Caveats.\u003c\/p\u003e \u003cp\u003e\u003cb\u003e3. TEST CASES.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e3.1 The jumping man. Applying variance-based methods.\u003c\/p\u003e \u003cp\u003e3.2 Handling the risk of a financial portfolio: the problem of hedging. Applying Monte Carlo filtering and variance-based methods.\u003c\/p\u003e \u003cp\u003e3.3 A model of fish population dynamics. Applying the method of Morris.\u003c\/p\u003e \u003cp\u003e3.4 The Level E model. Radionuclide migration in the geosphere. Applying variance-based methods and Monte Carlo filtering.\u003c\/p\u003e \u003cp\u003e3.5 Two spheres. Applying variance based methods in estimation\/calibration problems.\u003c\/p\u003e \u003cp\u003e3.6 A chemical experiment. Applying variance based methods in estimation\/calibration problems.\u003c\/p\u003e \u003cp\u003e3.7 An analytical example. Applying the method of Morris.\u003c\/p\u003e \u003cp\u003e\u003cb\u003e4. THE SCREENING EXERCISE.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e4.1 Introduction.\u003c\/p\u003e \u003cp\u003e4.2 The method of Morris.\u003c\/p\u003e \u003cp\u003e4.3 Implementing the method.\u003c\/p\u003e \u003cp\u003e4.4 Putting the method to work: an analytical example.\u003c\/p\u003e \u003cp\u003e4.5 Putting the method to work: sensitivity analysis of a fish population model.\u003c\/p\u003e \u003cp\u003e4.6 Conclusions.\u003c\/p\u003e \u003cp\u003e\u003cb\u003e5. METHODS BASED ON DECOMPOSING THE VARIANCE OF THE OUTPUT.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e5.1 The settings.\u003c\/p\u003e \u003cp\u003e5.2 Factors Prioritisation Setting.\u003c\/p\u003e \u003cp\u003e5.3 First-order effects and interactions.\u003c\/p\u003e \u003cp\u003e5.4 Application of \u003ci\u003eS\u003c\/i\u003e\u003ci\u003ei\u003c\/i\u003e to Setting ‘Factors Prioritisation’.\u003c\/p\u003e \u003cp\u003e5.5 More on variance decompositions.\u003c\/p\u003e \u003cp\u003e5.6 Factors Fixing (FF) Setting.\u003c\/p\u003e \u003cp\u003e5.7 Variance Cutting (VC) Setting.\u003c\/p\u003e \u003cp\u003e5.8 Properties of the variance based methods.\u003c\/p\u003e \u003cp\u003e5.9 How to compute the sensitivity indices: the case of orthogonal input.\u003c\/p\u003e \u003cp\u003e5.9.1 A digression on the Fourier Amplitude Sensitivity Test (FAST).\u003c\/p\u003e \u003cp\u003e5.10 How to compute the sensitivity indices: the case of non-orthogonal input.\u003c\/p\u003e \u003cp\u003e5.11 Putting the method to work: the Level E model.\u003c\/p\u003e \u003cp\u003e5.11.1 Case of orthogonal input factors.\u003c\/p\u003e \u003cp\u003e5.11.2 Case of correlated input factors.\u003c\/p\u003e \u003cp\u003e5.12 Putting the method to work: the bungee jumping model.\u003c\/p\u003e \u003cp\u003e5.13 Caveats.\u003c\/p\u003e \u003cp\u003e\u003cb\u003e6. SENSITIVITY ANALYSIS IN DIAGNOSTIC MODELLING: MONTE CARLO FILTERING AND REGIONALISED SENSITIVITY ANALYSIS, BAYESIAN UNCERTAINTY ESTIMATION AND GLOBAL SENSITIVITY ANALYSIS.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e6.1 Model calibration and Factors Mapping Setting.\u003c\/p\u003e \u003cp\u003e6.2 Monte Carlo filtering and regionalised sensitivity analysis.\u003c\/p\u003e \u003cp\u003e6.2.1 Caveats.\u003c\/p\u003e \u003cp\u003e6.3 Putting MC filtering and RSA to work: the problem of hedging a financial portfolio.\u003c\/p\u003e \u003cp\u003e6.4 Putting MC filtering and RSA to work: the Level E test case.\u003c\/p\u003e \u003cp\u003e6.5 Bayesian uncertainty estimation and global sensitivity analysis.\u003c\/p\u003e \u003cp\u003e6.5.1 Bayesian uncertainty estimation.\u003c\/p\u003e \u003cp\u003e6.5.2 The GLUE case.\u003c\/p\u003e \u003cp\u003e6.5.3 Using global sensitivity analysis in the Bayesian uncertainty estimation.\u003c\/p\u003e \u003cp\u003e6.5.4 Implementation of the method.\u003c\/p\u003e \u003cp\u003e6.6 Putting Bayesian analysis and global SA to work: two spheres.\u003c\/p\u003e \u003cp\u003e6.7 Putting Bayesian analysis and global SA to work: a chemical experiment.\u003c\/p\u003e \u003cp\u003e6.7.1 Bayesian uncertainty analysis (GLUE case).\u003c\/p\u003e \u003cp\u003e6.7.2 Global sensitivity analysis.\u003c\/p\u003e \u003cp\u003e6.7.3 Correlation analysis.\u003c\/p\u003e \u003cp\u003e6.7.4 Further analysis by varying temperature in the data set: fewer interactions in the model.\u003c\/p\u003e \u003cp\u003e6.8 Caveats.\u003c\/p\u003e \u003cp\u003e\u003cb\u003e7. HOW TO USE SIMLAB.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e7.1 Introduction.\u003c\/p\u003e \u003cp\u003e7.2 How to obtain and install SIMLAB.\u003c\/p\u003e \u003cp\u003e7.3 SIMLAB main panel.\u003c\/p\u003e \u003cp\u003e7.4 Sample generation.\u003c\/p\u003e \u003cp\u003e7.4.1 FAST.\u003c\/p\u003e \u003cp\u003e7.4.2 Fixed sampling.\u003c\/p\u003e \u003cp\u003e7.4.3 Latin hypercube sampling (LHS).\u003c\/p\u003e \u003cp\u003e7.4.4 The method of Morris.\u003c\/p\u003e \u003cp\u003e7.4.5 Quasi-Random LpTau.\u003c\/p\u003e \u003cp\u003e7.4.6 Random.\u003c\/p\u003e \u003cp\u003e7.4.7 Replicated Latin Hypercube (r-LHS).\u003c\/p\u003e \u003cp\u003e7.4.8 The method of Sobol’.\u003c\/p\u003e \u003cp\u003e7.4.9 How to induce dependencies in the input factors.\u003c\/p\u003e \u003cp\u003e7.5 How to execute models.\u003c\/p\u003e \u003cp\u003e7.6 Sensitivity analysis.\u003c\/p\u003e \u003cp\u003e\u003cb\u003e8. FAMOUS QUOTES: SENSITIVITY ANALYSIS IN THE SCIENTIFIC DISCOURSE.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eREFERENCES.\u003c\/p\u003e \u003cp\u003eINDEX.\u003c\/p\u003e\n\u003c\/li\u003e\n\u003c\/ul\u003e","brand":"John Wiley \u0026 Sons Inc","offers":[{"title":"Default Title","offer_id":49402449166679,"sku":"9780470870938","price":67.46,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9780470870938.jpg?v=1730480430","url":"https:\/\/bookcurl.com\/products\/sensitivity-analysis-in-practice-9780470870938","provider":"Book Curl","version":"1.0","type":"link"}