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FLAIRS
2006

Sensitivity Analysis of Markovian Models

10 years 5 months ago
Sensitivity Analysis of Markovian Models
Sensitivity analysis of Markovian models amounts to computing the constants in polynomial functions of a parameter under study. To handle the computational complexity involved, we propose a method for approximate sensitivity analysis of such models. We show that theoretical properties allow us to reason for the present time using just few observations from the past with small loss in accuracy. The computational requirements of our method render sensitivity analysis practicable even for complex Markovian models. We illustrate our method by means of a sensitivity analysis of a real-life Markovian model in the field of infectious diseases.
Theodore Charitos, Linda C. van der Gaag
Added 31 Oct 2010
Updated 31 Oct 2010
Type Conference
Year 2006
Where FLAIRS
Authors Theodore Charitos, Linda C. van der Gaag
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