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Being Sensitive to Uncertainty

Arriola, Leon M., Hyman, James M.·2007·Computing in Science & Engineering

Abstract

Predictive modeling's effectiveness is hindered by inherent uncertainties in the input parameters. Sensitivity and uncertainty analysis quantify these uncertainties and identify the relationships between input and output variations, leading to the construction of a more accurate model. This survey introduces the application, implementation, and underlying principles of sensitivity and uncertainty quantification

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Research works printed but not linked: 11

  1. Griewank, 2000, Evaluating Derivatives: Principles and Techniques of Automatic Differentiation
  2. Cacuci, 2003, Sensitivity and Uncertainty Analysis: Theory, 1, 10.1201/9780203498798 · DOI · Paper page
  3. Cacuci, 2005, Sensitivity and Uncertainty Analysis: Applications to Large-Scale Systems, 2
  4. 10.1007/978-1-4615-6293-1 · DOI
  5. Glasserman, 1991, Gradient Estimation via Perturbation Analysis
  6. 10.1007/978-1-4615-4024-3 · DOI
  7. 10.1007/978-94-017-0621-6 · DOI · Paper page
  8. 10.1201/9781315136707 · DOI
  9. Rubinstein, 1993, Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method
  10. Saltelli, 2000, Sensitivity Analysis
  11. 10.1002/0470870958 · DOI · Paper page

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Metadata

Authors
Arriola, L. M., & Hyman, J. M.
Venue
Computing in Science & Engineering
Published
2007-03
Volume
9
Issue
2
Pages
10-20
ISSN
  • 1521-9615 (ISSN-L)
  • 1558-366X
OpenAlex
W2083551778
Cited by
953
References
0
FWCI
8.47
Type
journal article
Language
en
Open access
closed

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Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.