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Sensitivity analysis. Sensitivity analysis is the study of how the uncertainty in the output of a mathematical model or system (numerical or otherwise) can be divided and allocated to different sources of uncertainty in its inputs. A related practice is uncertainty analysis, which has a greater focus on uncertainty quantification and ...
Variance-based sensitivity analysis (often referred to as the Sobol’ method or Sobol’ indices, after Ilya M. Sobol’) is a form of global sensitivity analysis. [ 1][ 2] Working within a probabilistic framework, it decomposes the variance of the output of the model or system into fractions which can be attributed to inputs or sets of inputs ...
In predictive analytics, a table of confusion (sometimes also called a confusion matrix) is a table with two rows and two columns that reports the number of true positives, false negatives, false positives, and true negatives. This allows more detailed analysis than simply observing the proportion of correct classifications (accuracy).
Pearson's correlation coefficient is the covariance of the two variables divided by the product of their standard deviations. The form of the definition involves a "product moment", that is, the mean (the first moment about the origin) of the product of the mean-adjusted random variables; hence the modifier product-moment in the name.
Medical usage. In medical diagnosis, test sensitivity is the ability of a test to correctly identify those with the disease (true positive rate), whereas test specificity is the ability of the test to correctly identify those without the disease (true negative rate). If 100 patients known to have a disease were tested, and 43 test positive ...
Definition. Youden's J statistic is. with the two right-hand quantities being sensitivity and specificity. Thus the expanded formula is: The index was suggested by W. J. Youden in 1950 [ 1] as a way of summarising the performance of a diagnostic test; however, the formula was earlier published in Science by C. S. Pierce in 1884. [ 2] Its value ...
SimDec, or Simulation decomposition, is a hybrid uncertainty and sensitivity analysis method, for visually examining the relationships between the output and input variables of a computational model. SimDec maps multivariable scenarios onto the distribution of the model output. [1] This visual analytics approach exposes the underlying nature of ...
In evidence-based medicine, likelihood ratios are used for assessing the value of performing a diagnostic test. They use the sensitivity and specificity of the test to determine whether a test result usefully changes the probability that a condition (such as a disease state) exists. The first description of the use of likelihood ratios for ...