Andrea Saltelli "How not to do a sensitivity analysis" 🧐 скачать в хорошем качестве

Andrea Saltelli "How not to do a sensitivity analysis" 🧐

Zoom lecture by the world-renowned expert in sensitivity analysis Andrea Saltelli ‪@andreasaltelli7710‬. 0:00 Introduction 1:31 About mathematical modeling 8:50 Intro to variance based methods 16:51 Why using variance-based sensitivity analysis 19:30 Don’t use One factor At a Time (OAT) 22:55 Don’t use methods that are not model-independent 23:38 Don’t use Latin hypercube sampling (LHS) 25:08 Don’t run the model just once 31:10 Don’t confuse the map with the territory 35:40 Beware the size of your model 37:56 Don’t sample just parameters and boundary conditions 39:50 Don’t go public with your results without having seen your SA 42:23 Never vary all factors of the same amount 44:11 Q&A. Art Owen: why not using mean dimensions instead of effective dimensions? 45:38 Q&A. Mariia Kozlova: When simplifying the model is not a good idea? 47:19 Q&A. Julian Scott Yeomans: What would be a true sensitivity analysis? 50:48 Q&A. Julian Scott Yeomans: How would you capture multidimensionality with scatter plots? 52:02 Q&A. Mariia Kozlova: Why people use one-factor-at-a-time analysis instead of proper methods? 54:19 Q&A. Art Owen: Do you have a preferred method for handling dependent input variables? 56:30 Q&A. Art Owen: Sensitivity analysis for machine learning problems ------------------------------------------------------- Recommended by Andrea documentaries: Coded Bias https://www.imdb.com/title/tt11394170/ The Social Dilemma https://en.wikipedia.org/wiki/The_Soc... ------------------------------------------------------- Sensitivity analysis is a discipline where statistical tools are used to interpret the output from mathematical or computational models. The models can be related to anything, including finance, environment, healthcare, engineering, and policymaking. ------------------------------------------------------- Andrea Saltelli is the godfather of sensitivity analysis who has been working closely with academics from different fields and policymakers in the European Commission http://www.andreasaltelli.eu/. His (with coauthors) book “Sensitivity Analysis in Practice. A Guide to Assessing Scientific Models” is a must-read for those who work with modeling http://www.andreasaltelli.eu/file/rep... ------------------------------------------------------- The lecture is held for researchers and students of • ‪@lut-university‬ • ‪@SchulichSchool‬, and • ‪@stanford‬University, CA, USA. ------------------------------------------------------- My inquiry into the science of sensitivity analysis originated at ‪@lut-university‬, and was sponsored by ‪@businessfinland‬. My visit to ‪@stanford‬ University is supported by SCANCOR, Wihuri Foundation, and Foundation for Economic Education.