  In a variety of contexts, physicists study complex, nonlinear models with
many unknown or tunable parameters to explain experimental data. We explain why
such systems so often are sloppy; the system behavior depends only on a few
`stiff' combinations of the parameters and is unchanged as other `sloppy'
parameter combinations vary by orders of magnitude. We contrast examples of
sloppy models (from systems biology, variational quantum Monte Carlo, and
common data fitting) with systems which are not sloppy (multidimensional linear
regression, random matrix ensembles). We observe that the eigenvalue spectra
for the sensitivity of sloppy models have a striking, characteristic form, with
a density of logarithms of eigenvalues which is roughly constant over a large
range. We suggest that the common features of sloppy models indicate that they
may belong to a common universality class. In particular, we motivate focusing
on a Vandermonde ensemble of multiparameter nonlinear models and show in one
limit that they exhibit the universal features of sloppy models.

Statistical Mechanics;Data Analysis, Statistics and Probability;Molecular Networks