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Competence Centre on Modelling

We promote a responsible, coherent and transparent use of modelling to support the evidence base for EU policies.

Topic / Tool

Sensitivity analysis of models

CC-MOD provides services and tools related to uncertainty quantification and sensitivity analysis in simulation models

Modelling

CC-MOD provides services and tools related to uncertainty quantification and sensitivity analysis.

Uncertainty analysis quantifies the variation in the model output, namely the uncertainty of the model, while sensitivity analysis identifies the input sources potentially responsible for this uncertainty. Ideally, uncertainty and sensitivity analysis should be run in tandem.

Services and tools for sensitivity analysis and uncertainty quantification are increasingly employed worldwide for the assessment, validation and verification of simulation models and computer codes in a variety of fields.

Sensitivity analysis can be useful for a range of purposes, including:

  • Testing the robustness of the results of a model or system in the presence of uncertainty;
  • Understanding the relationships between input and output variables in a system or model;
  • Reducing uncertainty by identifying model inputs that cause significant uncertainty in the output and should therefore be the focus of attention;
  • Searching for errors in the model by encountering unexpected relationships between inputs and outputs;
  • Model simplification, by fixing model inputs that have no effect on the output, or identifying and removing redundant parts of the model structure;
  • Enhancing communication from modelers to decision makers, e.g. by making recommendations more credible, understandable, compelling or persuasive;
  • Finding regions in the space of input factors for which the model output is either maximum or minimum or meets some optimum criterion (see optimization and Monte Carlo filtering);
  • In case of calibrating models with large number of parameters, a primary sensitivity test can ease the calibration stage by focusing on the sensitive parameters.

CC-MOD provides support and training to interested modelling teams in the setting up and execution of uncertainty and sensitivity analyses, as well as ad-hoc support to Commission Policy DGs on model quality assurance. The JRC also contributes to the methodological development and the diffusion of the discipline worldwide.

See also: https://ec.europa.eu/jrc/en/samo