[Forum SIS] Seminar Saltelli @Bocconi

Giacomo Zanella giacomo.zanella a unibocconi.it
Mar 5 Nov 2019 12:03:29 CET


We announce the following DEC Statistics seminar:

Thursday, 7th November 2019
12:30 Meeting room 3-e4-sr03,
Bocconi University, Via Roentgen 1, 3rd floor

Andrea Saltelli (University of Bergen and Open University of Catalonia)

Title: Sensitivity Analysis: an introduction
Abstract: "Are the results from a particular model more sensitive to changes in the model and the methods used to estimate its parameters, or to changes in the data?" This remark by Giandomenico Majone goes the heart of the problem setting of sensitivity analysis, a tool which all modellers from all fields of application use to improve the quality of their inference. Sensitivity Analysis is crucial both in the model construction and model interpretation phases, and is considered an important ingredient of model verification and validation. Sensitivity analysis is the study of how the uncertainty in the output of a mathematical model or system (numerical or otherwise) can be apportioned to different sources of uncertainty in its inputs. A related practice is uncertainty analysis, which has a greater focus on uncertainty quantification and propagation of uncertainty; ideally, uncertainty and sensitivity analysis should be run in tandem. The talk will review some principles of sensitivity analysis, good and bad practices, and some practitioners’ insight on when to use what. Finally, sensitivity analysis will be put in relation to the ongoing discussion on the problems of statistical and mathematical modelling and the misuse of indicators and metrics.

Kind regards,
Giacomo Zanella


The DEC statistics seminars schedule is available at http://www.unibocconi.eu/statseminar
Please note: if you are a guest and you do not have a Bocconi ID Card to access to the Bocconi Buildings, please communicate your participation by sending an email to arianna.colombo a unibocconi.it
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