[Forum SIS] Bocconi DEC - Statistics Seminar - February 23rd

[Isadora Antoniano]

We are glad to announce the next:

*DEC - Statistics Seminar*


*Thursday, February 23rd*

Bocconi University,
Room 3-E4-SR03
Via Rontgen 1 - 3rd floor

Time: *12:30 pm*




*Stefano Tarantola and Thierry Alex Mara*(Joint Research Centre, European
Commission)

*The role of global sensitivity analysis in simulation modelling*

*Abstract:*

Mathematical modellers and regulatory agencies worldwide share the belief
that sensitivity analysis is a key ingredient of the quality of a
model-based study. According to the European Commission "[...] sensitivity
analysis can be used to explore how the impacts of the options you are
analysing would change in response to variations in key parameters and how
they interact".
The term interaction is also used in the guidelines for modellers of the US
environmental Protection Agency: ”Sensitivity analysis methods should
preferable be able to deal with a model regardless to assumptions about a
model’s linearity and additivity, consider interaction effects among input
uncertainties […], and evaluate the effect of an input while all the other
inputs are allowed to vary as well.
In spite of this call for the use of global tools for sensitivity analysis,
plenty of cases are found in the literature where local sensitivity
analysis is employed. In local analyses factors’ importance is investigated
by derivative of the output with respect to that input; such derivatives
are informative only at the base point where they are computed, but do not
provide for an exploration of the rest of the space of the input factors
unless some conditions are met in the mathematical formulation under
analysis.
In this talk we will illustrate the properties of global sensitivity
analysis approaches and will discuss variance-based methods, among the best
practices available today.


The DEC statistics seminars schedule is available at
http://www.unibocconi.eu/statseminar

Kind regards,
*Raffaella Piccarreta and Isadora Antoniano*



*ATTENTION:*

If you are a guest and you do not have a Bocconi ID Card to access to the
Bocconi Buildings, please confirm your participation by sending an email to
simona.gagino a unibocconi.it
In addition, we suggest to print, fill out and send the attached form (to
give your consent to personal data handling) via email to the same address.
In this way, the check-in procedure at the entrance will be faster and
easier.


***************************************************
Isadora Antoniano Villalobos

Assistant Professor
DEC - Department of Decision Sciences,
Bocconi University, via Guglielmo Röntgen 1 (3rd floor, room D1-16). 20136,
Milano.
email: isadora.antoniano a unibocconi.it

Web page: http://faculty.unibocconi.eu/isadoraantonianovillalobos
***************************************************
-------------- parte successiva --------------
Un allegato HTML è stato rimosso...
URL: <http://www.stat.unipg.it/pipermail/sis/attachments/20170221/e24799a4/attachment-0001.html>
-------------- parte successiva --------------
Un allegato non testuale è stato rimosso....
Nome:        TARANTOLA.pdf
Tipo:        application/pdf
Dimensione:  44786 bytes
Descrizione: non disponibile
URL:         <http://www.stat.unipg.it/pipermail/sis/attachments/20170221/e24799a4/attachment-0002.pdf>
-------------- parte successiva --------------
Un allegato non testuale è stato rimosso....
Nome:        ModuloVisitorPass&Privacy.pdf
Tipo:        application/pdf
Dimensione:  56070 bytes
Descrizione: non disponibile
URL:         <http://www.stat.unipg.it/pipermail/sis/attachments/20170221/e24799a4/attachment-0003.pdf>