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