Uncertainty analysis literature review
A review of the literature on uncertainty and sensitivity analysis when applied to optimisation models.
I performed a literature review of uncertainty and sensitivity analysis methods during my PhD. Though my detailed literature review didn’t make it into the final thesis as research priorities shifted, I’m sharing it here as it may benefit others.
Uncertainty and sensitivity analysis are distinct yet interrelated approaches. An uncertainty analysis quantifies how uncertainty in input variables of a scientific model influences the total uncertainty. A sensitivity analysis identifies how individual variables influence the model’s output.
I have turned the specific section of the literature review into a monograph which can be found here. I found the thesis by Will Usher very useful as a starting point for my research.
SALib, a Python library, implements multiple sensitivity analysis methods.