Process / pipelineSimulation / optimization

Stochastic Sensitivity Analysis — Quantifying Output Uncertainty via Probabilistic Input Sampling

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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Sources

  1. 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
  2. Briggs, A. H., Claxton, K., Sculpher, M. (2012). Decision Modelling for Health Economic Evaluation. Oxford University Press. link

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Referenced by

ScholarGateStochastic Sensitivity Analysis (Stochastic Sensitivity Analysis (Probabilistic Sensitivity Analysis)). Retrieved 2026-06-04 from https://scholargate.app/tr/simulation/stochastic-sensitivity-analysis