Global Sensitivity Analysis via Optimal Transport
Published Online:21 Aug 2024https://doi.org/10.1287/mnsc.2023.01796
Supplemental Material
The replication files for this article are available HERE.
- Cited by
- European Journal of Operational Research, Vol. 333, No. 2
- Aerospace Science and Technology, Vol. 176
- Reliability Engineering & System Safety, Vol. 272
- International Review of Economics & Finance, Vol. 109
- 18 April 2026 | Scientific Reports, Vol. 9
- European Journal of Operational Research, Vol. 329, No. 2
- 10 February 2026 | Climate Change Economics, Vol. 17, No. 01
- 8 April 2025 | Journal of the Royal Statistical Society Series B: Statistical Methodology, Vol. 87, No. 4
- 22 February 2025 | Risk Analysis, Vol. 45, No. 8
- 13 March 2025 | Risk Analysis, Vol. 45, No. 8
- A copula-based data augmentation strategy for the sensitivity analysis of extreme operational losses23 April 2025 | Quantitative Finance, Vol. 25, No. 5
- CRAN: Contributed Packages
- Electronic Journal of Statistics, Vol. 18, No. 2
Volume 71, Issue 5
May 2025
Pages iv-vi, 3641-4531
Article Information
Supplemental Material
Metrics
Information
- Received:June 13, 2023
- Accepted:February 18, 2024
- Published Online:August 21, 2024
Copyright © 2024, INFORMS
Cite as
Emanuele Borgonovo; , Alessio Figalli; , Elmar Plischke, Giuseppe Savaré; (2024) Global Sensitivity Analysis via Optimal Transport. Management Science 71(5):3809-3828.
https://doi.org/10.1287/mnsc.2023.01796
Keywords
The authors thank the editor Professor Baris Ata, the Associate Editor, and two anonymous reviewers for their constructive feedback and precious comments. The authors also wish to thank Barry L. Nelson and the participants of the I-Sim 2021 Symposium for their perceptive questions and comments on an earlier version of this work. The authors also thank Jason Altschuler, Promit Ghosal and Zitong Lu for their inputs and observations.
