ESRA Webinar - A Tutorial on Global Sensitivity Analysis for Risk and Reliability Modelling
 
 

Webinar held 11 May 2017 'A Tutorial on Global Sensitivity Analysis for Risk and Reliability Modelling' by Professor Emanuele Borgonovo

Video

See the recorded video here (Youtube)

About the speaker

Professor Borgonovo is full Professor at the Department of Decision Sciences of Bocconi University, and director of the new Bachelor in Economics, Management and Computer Science of Bocconi University. He has been director of the ELEUSI Research Center from 2008 to 2012. He holds a Ph.D. in Probabilistic Risk Assessment from the Massachusetts Institute of Technology, conducted under the supervision of Prof. George Apostolakis. He is the recipient of several national and international awards, among which the 2017 Chinese Academy of Sciences President’s Visiting Professor Fellowship, the 2015 IBM Faculty Award, the honorary memberships of “, The Scientific Research Society of North America”, “The Honorary Society of the American Nuclear Society,” the “McCormack fellowship of the Westinghouse Corporation,” as well as several best paper and excellence in refereeing awards. In 2016 he has been elected member of the Council of the Decision Analysis Society of INFORMS, and since 2013 he is the Co-Chair of the Committee on Uncertainty Analysis of the European Safety and Reliability Association.

He is co-editor-in-chief of the European Journal of Operational Research. He is also a member of the editorial boards of Risk Analysis, Reliability Engineering and System Safetythe Journal of Business Logisticsthe International Journal of Mathematics in Operational ResearchThe International Journal of Risk Management. He has published more than 100 scientific articles, with works appeared in journals such as Journal of the Royal Statistical Society BManagement ScienceOperations ResearchNature Climate ChangeRisk AnalysisEuropean Journal of Operational ResearchReliability Engineering & System Safety, etc..

His research interests concern quantitative methods for Sensitivity Analysis, Decision Analysis and Risk Analysis. In his works, he has addressed new reliability importance measures and has introduced new techniques in the field of sensitivity analysis of complex computer codes. 

Abstract

In this webinar, Professor Borgonovo provides the audience with a non-technical introduction to global sensitivity analysis and uncertainty quantification. He addresses first the notion of sensitivity analysis settings, to show the variety of questions that can be answered through global sensitivity methods. Then he enters into the details of some of the main global sensitivity analysis methods, including variance-based methods and moment-independent methods. He also addresses numerical aspects, highlighting the notion of given data estimation.