2
$\begingroup$

I am trying to have a comprehensive idea about sensitivity analysis. I found numerous papers, books, and serves about global sensitivity analysis methods. Coming to the local sensitivity methods, I try searching for the general methods applied. What I find is that in the local sensitivity case the aim is to do a differential study (partial derivatives) to indicate the local influence of a parameter on the model output. Most of the methods in this context are usually applied for models having differential equations forms (Ordinary differential equations or partial differential equations ). However I am searching for methods with more general notions. Could some one lead me to references where I might find an interesting ideas in this domain. Let me mention also that I am working in the case of having a black box model, i.e. its form is unknown, it is simply a matlab code.

I respect any suggestion and I highly appreciate any perspective.

$\endgroup$
1
$\begingroup$

A good general reference is

(2000) Saltelli, A.; Chan, K. & Scott, E. M. (Eds.) Sensitivity Analysis. Wiley.

The sensitivity package in R implements most of the methods of this book.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.