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Sensitivity Analysis in Computer Models

UCM is running a short course on 1st September in Sheffield which may be of interest:

Sensitivity Analysis in Computer Models: Monday 1 September 2014, 10am-4.30pm, Sheffield City Hall

Presented by Jeremy Oakley and Mark Strong, University of Sheffield

Computer models are used in many disciplines for making predictions when conducting physical experiments would be too costly or impractical. Typically, there will be uncertainty as to what values should be used for some of the model inputs, which induces uncertainty in the model output predictions. This course is concerned with methods for investigating how individual uncertain inputs contribute to the output uncertainty, so that model users can determine where to concentrate their resources in reducing input uncertainty. The course will include both theory and practical computational tools, implemented in the software package R. The course will also include an introduction to methods for eliciting probability distributions from experts, for the purposes of quantifying uncertainty about model inputs.

Knowledge of standard probability distributions and basic Monte Carlo methods will be assumed.

A booking form can be downloaded from


Jeremy Oakley is a Reader in Statistics at the School of Mathematics and Statistics at the University of Sheffield. He is an Associate Editor for the Journal of the Royal Statistical Society, Series B, and the SIAM/ASA Journal of Uncertainty Quantification. He has been researching statistical methods for computer model uncertainty for over 15 years, and has a number of both methodological and applied publications in the field.

Mark Strong is an academic public health doctor, and a statistician, at the School of Health and Related Research at the University of Sheffield. He is currently has a National Institute for Health Research postdoctoral fellowship, working on health economic decision model uncertainty.

The presenters collaborate regularly on sensitivity analysis methodology and computation.

Sarah Barker 

Professional Affairs and Examinations Manager
Royal Statistical Society

Direct Phone No: +44 (0) 20 7614 3915 
Switchboard (44) 020 7638 8998

Date and time

Start Date :
End Date:
Duration :
10:00 – 16:30
Type :

Address details

Venue :
Sheffield City Hall