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Ranking
Sensitivity Analysis - Systematic assessment of output variation w.r.t. input perturbations
Robustness wrapper - parameter / weight perturbation sensitivity indices
Saltelli, A., Tarantola, S., Campolongo, F., Ratto, M.2004doi:10.1002/0470870958 ↗
Overview
Sensitivity Analysis - Systematic assessment of output variation w.r.t. input perturbations
- Output
- robustness score, higher is better
- Data
- Crisp, complete numeric matrix
- Size
- 2+ alternatives, 3-12 criteria works best
- Used for
- Sensitivity analysis, uncertainty quantification
How it works
- 1
Validate inputs for sensitivity-analysis.
Saltelli 2004, (pending PDF page verification)
Look elsewhere when
- •Quick analysis needed. Defer robustness check.
Assumptions to verify
- A base ranking method is selected
- Computational budget for repeated runs
Edge cases and pitfalls
Applying SENSITIVITY-ANALYSIS without verifying this assumption.
Requirement: A base ranking method is selected
Applying SENSITIVITY-ANALYSIS without verifying this assumption.
Requirement: Computational budget for repeated runs
Using SENSITIVITY-ANALYSIS when: Quick analysis needed → defer robustness check.
An alternative method is recommended in this situation.
How to cite
Saltelli, A.; Tarantola, S.; Campolongo, F.; Ratto, M. (2004). Sensitivity Analysis in Practice. Wiley, Chichester. https://doi.org/10.1002/0470870958
System ID, as it appears in reports and the API
SENSITIVITY-ANALYSIS