Definition
A quantitative description of how small variations in model parameters or inputs change model outputs or solutions, often expressed by derivatives (gradients, Jacobians) for local sensitivity or by variance-based measures for global sensitivity.
Principle
Principle
Local linearization and the chain rule: for sufficiently small perturbations, output change ≈ Jacobian times parameter perturbation; global measures integrate or sample nonlinear responses over parameter ranges to capture broader effects.
Demonstration
Demonstration
In a parametric model y(θ), the Jacobian ∂y/∂θ evaluated at an estimated θ predicts which parameters most affect predicted values; in epidemiological models, small changes in transmission rate may produce large changes in peak incidence if sensitivity is high.
Misapplication
Misapplication
Interpreting a large local sensitivity as implying practical importance without considering parameter uncertainty ranges, nonlinear effects, or identifiability confuses sensitivity with real-world influence.
Consequence
Consequence
Sensitivity analysis identifies influential parameters, informs experiment design, parameter estimation priorities, and model reduction by revealing parameters that can be fixed or constrained.
Reversal
Reversal
Parameter insensitivity describes parameters whose variations produce negligible output change, indicating potential for simplification or that data cannot identify them robustly.
Boundary
Boundary
Sensitivity concerns the mapping from parameters to outputs; it does not by itself quantify stochastic uncertainty or model misspecification and depends on the scale, metric, and perturbation regime used (local vs global).
Semantic Tension
Semantic Tension
Closely related to condition numbers in linear settings but distinct: condition numbers quantify input-to-solution amplification for a problem, while parameter sensitivity targets how model outputs change with model parameters and may be local or global.
Synthesis
Synthesis
Parameter sensitivity brings gradients, Jacobians, and global variance measures into a unified view: it quantifies which parameters control outputs under specified perturbation scales and thus guides identifiability, inference, and reduction.