Links and software of interest


Software packages and addons that are useful for performing sensitivity analysis.

๐Ÿ’ป The sensitivity package in R.

๐Ÿ’ป OpenTURNS, an open source C++/Python library for the treatment of uncertainties, risks and statistics. See also its GUI: Persalys.

๐Ÿ’ป UQLab, a MATLAB-based uncertainty quantification framework with state-of-the art, highly optimized open source algorithms (and good documentation).

๐Ÿ’ป SIML@B provides a set of online tools to perform uncertainty analysis and sensitivity analysis (UASA) of model output.

๐Ÿ’ป sensobol, An R Package to Compute Variance-Based Sensitivity Indices.

๐Ÿ’ป SALib, Sensitivity Analysis Library in Python. Includes Sobolโ€™, FAST, DGSM, PAWN, moment independent.


The following references give a good guide to sensitivity analysis and related topics.

๐Ÿ“– Saltelli, A., Ratto, M., Andres, T., Campolongo, F., Cariboni, J., Gatelli, D. Saisana, M., Tarantola, S., 2008, Global Sensitivity Analysis. The Primer, John Wiley & Sons publishers.

๐Ÿ“– S. Da Veiga, F. Gamboa, B. Iooss and C. Prieur. Basics and trends in sensitivity analysis - Theory and practice in R, SIAM, 2021.

๐Ÿ“– Interpretability for Industry 4.0: Statistical and Machine Learning Approaches, A. Lepore, B. Palumbo and J-M. Poggi (Eds), Springer, 2022

๐Ÿ”— GdR MASCOT-NUM is a French Research Group dealing with stochastic methods for the analysis of numerical codes. Its main objective is to coordinate research efforts in this scientific area, which is often called design, modeling and analysis of computer experiments.

๐Ÿ”— is the personal page of veteran sensitivity analysis researcher Andrea Saltelli, and hosts many useful resources (inlcuding books) on sensitivity analysis.

Proceedings of SAMO conferences

๐Ÿ“– Proceedings of SAMO 1995, Belgirate, Italy

๐Ÿ“– Proceedings of SAMO 1998, Venice Ca' Dolfin, Italy

๐Ÿ“– Proceedings of SAMO 2001, Madrid, Spain

๐Ÿ“– Proceedings of SAMO 2004, Santa Fรจ, US

๐Ÿ“– Proceedings of SAMO 2007, Budapest, Hungary

๐Ÿ“– Proceedings of SAMO 2010, Milan, Italy

๐Ÿ“– Proceedings of SAMO 2013, Nice, France - oral

๐Ÿ“– Proceedings of SAMO 2013, Nice, France - posters

๐Ÿ“š Proceedings of SAMO 2013, Nice, France - PhD works

๐Ÿ“– Proceedings of SAMO 2016, La Reunion, France

๐Ÿ“– Proceedings of SAMO 2019, Barcelona, Spain