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U.S. Department of Energy
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Uncertainty and sensitivity analysis for models of complex systems.

Conference ·
OSTI ID:947820

Sampling-based methods for uncertainty and sensitivity analysis are reviewed. The following topics are considered: (1) definition of probability distributions to characterize epistemic uncertainty in analysis inputs, (2) generation of samples from uncertain analysis inputs, (3) propagation of sampled inputs through an analysis, (4) presentation of uncertainty analysis results, and (5) determination of sensitivity analysis results.

Research Organization:
Sandia National Laboratories
Sponsoring Organization:
USDOE
DOE Contract Number:
AC04-94AL85000
OSTI ID:
947820
Report Number(s):
SAND2004-5213C
Country of Publication:
United States
Language:
English