Devin Francom, Los Alamos National Laboratory
Getting the Most Out of Sensitivity Analysis: A Brief Review of Practical Approaches
April 9, 2026
Link to recording on SDNS YouTube Channel: Coming soon
Abstract:
Sensitivity analysis is the study of how the response of a model, process, or system varies as inputs or initial conditions are varied in realistic ways. Many approaches to sensitivity analysis exist with varying qualities, some of which are only well known to the advanced practitioner. We will explain, demonstrate, and compare a collection of these approaches, emphasizing the questions each can answer and the computation (number of model runs) required. We include methods such as variance-based sensitivity, gradient-based sensitivity, design of experiments approaches, a moment-free approach, an active subspace approach, and emulator-based approaches. We will demonstrate these approaches using the Preston-Tonks-Wallace (PTW) strength model with 10 parameters as a test problem, answering questions such as “What can I learn about PTW with 25, 500, or 10000 model runs?” and “What linear and nonlinear effects and interactions are in PTW, and how important are they in explaining the variation of the response?”. These kinds of analyses can prove surprising by how much they are able to reveal about a model even when treated as a black box, often providing significant benefit to the model developer or model user.