Comparer des méthodes
Examinez les méthodes sélectionnées côte à côte ; les lignes qui diffèrent sont mises en évidence.
| Analyse de sensibilité stochastique× | Simulation de Monte-Carlo× | |
|---|---|---|
| Domaine≠ | Simulation | Prise de décision |
| Famille≠ | Process / pipeline | MCDM |
| Année d'origine≠ | 1990s–2000s | 1949 |
| Auteur d'origine≠ | Saltelli, A. et al.; Claxton, K. et al. (health economics stream) | Metropolis, N., Ulam, S. |
| Type≠ | Probabilistic uncertainty quantification technique | Robustness wrapper — Monte Carlo uncertainty propagation |
| Source fondatrice≠ | 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 | Metropolis, N., Ulam, S. (1949). The Monte Carlo method. Journal of the American Statistical Association DOI ↗ |
| Alias≠ | PSA, Probabilistic Sensitivity Analysis, Stochastic SA, Monte Carlo Sensitivity Analysis | — |
| Apparentées≠ | 5 | 0 |
| Résumé≠ | 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. | 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. |
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