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Análisis de Sensibilidad Determinista×Simulación de Monte Carlo×Análisis de Sensibilidad Estocástica×
CampoSimulaciónToma de decisionesSimulación
FamiliaProcess / pipelineMCDMProcess / pipeline
Año de origen1950s–1970s (formalized)19491990s–2000s
Autor originalSaltelli, A. et al.; widely formalized across operations research and health economicsMetropolis, N., Ulam, S.Saltelli, A. et al.; Claxton, K. et al. (health economics stream)
TipoParameter variation / robustness testingRobustness wrapper — Monte Carlo uncertainty propagationProbabilistic uncertainty quantification technique
Fuente seminalSaltelli, A., Tarantola, S., Campolongo, F., & Ratto, M. (2004). Sensitivity Analysis in Practice: A Guide to Assessing Scientific Models. John Wiley & Sons, Chichester. ISBN: 9780470870938Metropolis, N., Ulam, S. (1949). The Monte Carlo method. Journal of the American Statistical Association DOI ↗Saltelli, A., Ratto, M., Andres, T., Campolongo, F., Cariboni, J., Gatelli, D., Saisana, M., Tarantola, S. (2008). Global Sensitivity Analysis: The Primer. Wiley. ISBN: 9780470059975
AliasDSA, One-Way Sensitivity Analysis, Tornado Diagram Analysis, Parametric Sensitivity AnalysisPSA, Probabilistic Sensitivity Analysis, Stochastic SA, Monte Carlo Sensitivity Analysis
Relacionados205
ResumenDeterministic Sensitivity Analysis (DSA) tests how model outputs change when individual or combined input parameters are varied across plausible ranges, one at a time or in structured combinations, without invoking probabilistic sampling. It is the standard approach in economic modeling, decision trees, and mathematical programming to identify which parameters drive conclusions and to demonstrate model robustness to regulators, reviewers, and stakeholders.MONTE-CARLO-SIMULATION (Monte Carlo Simulation — Stochastic uncertainty propagation through MCDM model) is a ranking multi-criteria decision-making (MCDM) method introduced by Metropolis, N., Ulam, S. in 1949. It turns a decision matrix of alternatives scored on multiple criteria into a structured, reproducible result.Stochastic Sensitivity Analysis (PSA) extends classical one-at-a-time sensitivity testing by representing uncertain model inputs as probability distributions and propagating them through the model via Monte Carlo sampling. The result is a full distribution of possible outputs, together with rankings of which inputs drive output variance the most — enabling robust, evidence-grounded conclusions under uncertainty.
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ScholarGateComparar métodos: Deterministic Sensitivity Analysis · MONTE-CARLO-SIMULATION · Stochastic Sensitivity Analysis. Recuperado el 2026-06-17 de https://scholargate.app/es/compare