Prof. Emanuele Borgonovo
Biographical note
Full Professor and Director of the Department of Decision Sciences at Bocconi University.
Co-editor-in-Chief of the European Journal of Operational Research, President 2020-2022 of the Decision Analysis Society of INFORMS, member of the Scientific Committee of the Silvio Tronchetti Provera Foundation.
PhD at the Massachusetts Institute of Technology. MSc in Nuclear Engineering with core in Mathematics and Physics from Politecnico di Milano.
Recipient of several national and international awards, my research is at the basis of new methods for sensitivity analysis in fields ranging from Machine Learning to risk assessment.
Research interests
His research focuses on methods and models for informing a decision-making process. He has developed the Differential Importance Measures, inserted since 2002 in the “NASA Probabilistic Risk Assessment Procedures Guide for NASA Managers and Practitioners”, the d-importance measure, the finite change sensitivity indices and other methods aimed at improving the palette of tools for the sensitivity analysis of computer codes. He is working on new notions such as information density, on new feature importance measures for applications in machine learning, on mathematical methods for trend analysis and interaction quantification. For input-output mappings with multivariate responses, he is studying the extension of probabilistic sensitivity measures through the combination with optimal transport theory, a connection that leads to a novel and elegant framework. The applications of his methods range from business plans, to risk assessment models used for space risk analysis at NASA, to image datasets of artificial intelligence, to simulators used in hydrology for precipitation forecasting.
Selected publications
Borgonovo E., Figalli A., Plischke E. and Savarè G.
Global Sensitivity Analysis via Optimal Transport
MANAGEMENT SCIENCE, 2024
Hazen, Gordon; Borgonovo, Emanuele; Lu, Xuefei
Information density in decision analysis
DECISION ANALYSIS, 2023
Hazen, Gordon; Borgonovo, Emanuele; Lu, Xuefei
Information density in decision analysis
DECISION ANALYSIS, 2023
Borgonovo, Emanuele; Pangallo, Marco; Rivkin, Jan; Rizzo, Leonardo; Siggelkow, Nicolaj
Sensitivity analysis of agent-based models: a new protocol
COMPUTATIONAL AND MATHEMATICAL ORGANIZATION THEORY, 2022
Borgonovo, Emanuele; Plischke, Elmar
Sensitivity analysis: a review of recent advances
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2016
Borgonovo, Emanuele; S. Tarantola; E. Plischke; M. D. Morris
Transformations and Invariance in the Sensitivity Analysis of Computer Experiments
JOURNAL OF THE ROYAL STATISTICAL SOCIETY. SERIES B, STATISTICAL METHODOLOGY, 2014
M. Baucells; Borgonovo, Emanuele
Invariant Probabilistic Sensitivity Analysis
MANAGEMENT SCIENCE, 2013
Xuefei Lu; Alessandro Rudi; Emanuele Borgonovo; Lorenzo Rosasco
Faster kriging: facing high-dimensional simulators
OPERATIONS RESEARCH, 2020
Puy, Arnald; Borgonovo, Emanuele; Lo Piano, Samuele; Levin, Simon A.; Saltelli, Andrea
Irrigated areas drive irrigation water withdrawals
NATURE COMMUNICATIONS, 2021
Borgonovo, Emanuele; S. Tarantola; E. Plischke; M. D. Morris
Transformations and Invariance in the Sensitivity Analysis of Computer Experiments
JOURNAL OF THE ROYAL STATISTICAL SOCIETY. SERIES B, STATISTICAL METHODOLOGY, 2014
B. Anderson; Borgonovo, Emanuele; Galeotti, Marzio Domenico; Roson, Roberto
Uncertainty in climate change modelling: can Global Sensitivity Analysis be of help
RISK ANALYSIS, 2014
Borgonovo, Emanuele; C. L. Smith
A Study of Interactions in the Risk Assessment of Complex Engineering Systems: an Application to Space PSA
OPERATIONS RESEARCH, 2011
Borgonovo, E; Apostolakis, GE
A new importance measure for risk-informed decision making
RELIABILITY ENGINEERING & SYSTEM SAFETY, 2001