Advances and Challenges in Global Sensitivity Analysis

Advances and Challenges in Global Sensitivity Analysis


  • Pierre Gremaud, North Carolina State University, Raleigh
September 20, 2018 - 3:00pm to 4:00pm


What to do when the size and complexity of your model essentially prevent you from using it? Well, get a smaller and simpler model. At the heart of the dimension reduction process is the notion of parameter importance, which, ultimately, is part of the modeling process itself. Global sensitivity analysis (GSA) aims at efficiently identifying important and unimportant parameters. The speaker will present advances and challenges in GSA, such as

-how to deal with correlated variables,

-how to treat time-dependent problems and stochastic problems, and

-how to analyze the robustness of GSA itself at low cost.

The speaker will also discuss the role played by surrogate models. The discussion will be illustrated by an application from neurovascular modeling. 

Additional Information 

About the Speaker:

Dr. Gremaud is a professor at North Carolina State University, where he serves as Director of Graduate Programs.  He is also Deputy Director of the Statistical and Applied Mathematical Sciences Institute. 

Sponsoring Organization 

Computer Science and Mathematics Division Computational and Applied Mathematics Group


  • Chemical and Materials Sciences Building
  • Building: 4100
  • Room: J-302

Contact Information