Global Sensitivity Analysis

Sobol indices, Morris screening, and active subspaces.


field tier

Global Sensitivity Analysis. Sobol indices, Morris screening, and active subspaces.

Foundations and canonical references

The standard treatments of global sensitivity analysis approach the subject from complementary angles. Saltelli, Global Sensitivity Analysis: The Primer (2008) is the anchor reference for the subject and lays out the core definitions, theorems, and worked examples that practitioners return to.

Open methodological questions for global sensitivity analysis include sharpening the bridges between foundational theory and computational practice, extending classical results to broader or more structured settings, and integrating the techniques surveyed above with adjacent mathematical disciplines. The references listed in this page are the entry points that current work builds on.

Prerequisites

Sources

  • textbook · primary · 2008
    Global Sensitivity Analysis: The Primer
    saltelli-2008, ratto-2008, andres-2008, campolongo-2008, cariboni-2008, gatelli-2008, saisana-2008, tarantola-2008

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