Handoko, Budhi ORCID: https://orcid.org/0000-0002-2008-7786 (2022) Sensitivity analysis and its role in expert judgment. PhD thesis, University of Sheffield.
Abstract
Sensitivity analysis has become an essential tool for assessing the importance of inputs in
mathematical models or computer models. The models could be simple or complex and
might not be formulated transparently. Model input uncertainty is often quantified using
expert judgement, but obtaining or eliciting expert judgement can be time-consuming. It
may not be practical to elicit distributions for all inputs in the model, especially when the
number of inputs is large. Eliciting inputs that have a small effect on the output may not
be worth it.
In this thesis, we explore sensitivity analysis methods and develop criteria for establishing
when inputs are unimportant. We also study how to make elicitation for model inputs
efficient, by employing sensitivity analysis to select which inputs are a priority for elicitation. However, we find that ’standard’ application of sensitivity analysis for prioritising
elicitation may not give the right results. We propose a novel model for expert judgement
which we call the Beta Model. The Beta model is easy to implement compared with other
previous models for expert opinion. Sensitivity analysis is proposed on the parameters
of this model, and a grid-based computational method is proposed to compute suitable
sensitivity indices.
Metadata
Supervisors: | Oakley, Jeremy |
---|---|
Keywords: | Global sensitivity analysis, elicitation, expert judgment, main effects |
Awarding institution: | University of Sheffield |
Academic Units: | The University of Sheffield > Faculty of Science (Sheffield) The University of Sheffield > Faculty of Science (Sheffield) > School of Mathematics and Statistics (Sheffield) |
Identification Number/EthosID: | uk.bl.ethos.861156 |
Depositing User: | Mr Budhi Handoko |
Date Deposited: | 20 Sep 2022 12:58 |
Last Modified: | 01 Oct 2022 10:01 |
Open Archives Initiative ID (OAI ID): | oai:etheses.whiterose.ac.uk:31329 |
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