Sensitivity Analysis, 5 credits

Course Leader: Anders Grimvall
Phone: tel. +46-(0)13-28 14 82
E-mail: anders.grimvall@liu.se

Target group

Ph.D. candidates in statistics and other disciplines where knowledge of statistics is essential

Prerequisites

Basic knowledge about design and analysis of experiments, for example chapters 1-6 in Montgomery, D.C.: Design and analysis of experiments, 5th ed., Wiley. Graduate course in probability theory

Objectives

The course aims to make the student familiar with principles and techniques for sensitivity and uncertainty analysis

Contents

Global sensitivity analysis
Variance-based methods
Regionalised sensitivity analysis
Bayesian uncertainty analysis

Textbook

Saltelli, A., Tarantola, S., Campolongo, F., and Ratto, M. (2004). Sensitivity Analysis in Practice: A Guide to Assessing Scientific Models, Wiley

Examination

Active participation in classes
Oral presentation of at least one major topic
Individual hand-in problems

Schedule

Start date: Jan 2005