Sensitivity analysis

Sensitivity analysis studies how changes in a model’s inputs affect its outputs, revealing which assumptions or parameters most influence results.

Local sensitivity analysis: An approach that estimates output response to small input changes near a chosen parameter value. It measures nearby effects, often using derivatives at a baseline.
Mathematical model: A mathematical representation of a system, process, or relationship. Sensitivity analysis evaluates how this representation responds to changed inputs.
Experimental design: The planning of experiments to obtain informative data efficiently and reliably. Sensitivity can identify inputs for which new measurements would most improve predictions.
Uncertainty analysis: The assessment of how uncertainty in inputs or model structure affects predicted outputs. It quantifies output uncertainty; sensitivity attributes that uncertainty to its sources.
Global sensitivity analysis: An approach that evaluates input influence across their full ranges and accounts for variation throughout the model space. It captures behavior beyond small perturbations around one baseline.
Model parameter: A numerical quantity within a model whose value helps determine its behavior or output. Parameters are common targets for controlled changes in sensitivity studies.
Parameter estimation: The process of inferring model parameter values from observations or other evidence. Sensitivity reveals whether observations can meaningfully constrain particular parameters.
Error propagation: The calculation of how measurement errors in inputs affect uncertainty in a derived result. It focuses on propagated errors, while sensitivity can examine broader input influence.
Derivative: A quantity describing how rapidly a function’s output changes as its input changes. Derivatives provide local measures of model-output response to parameter changes.
Input variable: A quantity supplied to a model that can affect its calculated output. Its allowed range and probability distribution shape the sensitivity results.

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