Related papers: Sensitivity Analysis Using a Fixed Point Interval …

While sensitivity analysis improves the transparency and reliability of mathematical models, its uptake by modelers is still scarce. This is partially explained by its technical requirements, which may be hard to understand and implement by…

Results from global sensitivity analysis (GSA) often guide the understanding of complicated input-output systems. Kernel-based GSA methods have recently been proposed for their capability of treating a broad scope of complex systems. In…

A restrictive assumption in change point analysis is "stationarity under the null hypothesis of no change-point", which is crucial for asymptotic theory but not very realistic from a practical point of view. For example, if change point…

For arbitrary linear time-invariant systems, the existence of a strong functional observer is investigated. Such observer determines, from the available measurement on the plant, an estimate of a function of the state and the input. This…

We discuss the stability theory and numerical analysis of the Helmholtz equation with variable and possibly non-smooth or oscillatory coefficients. Using the unique continuation principle and the Fredholm alternative, we first give an…

A sensitivity analysis in an observational study assesses the robustness of significant findings to unmeasured confounding. While sensitivity analyses in matched observational studies have been well addressed when there is a single outcome…

We consider linear models with scalar responses and covariates from a separable Hilbert space. The aim is to detect change points in the error distribution, based on sequential residual empirical distribution functions. Expansions for those…

We propose a new approach to compute an interval over-approximation of the finite time reachable set for a large class of nonlinear systems. This approach relies on the notions of sensitivity matrices, which are the partial derivatives…

Previous work on sensitivity analysis in Bayesian networks has focused on single parameters, where the goal is to understand the sensitivity of queries to single parameter changes, and to identify single parameter changes that would enforce…

This paper conducts sensitivity analysis of random constraint and variational systems related to stochastic optimization and variational inequalities. We establish efficient conditions for well-posedness, in the sense of robust Lipschitzian…

Sensitivity analysis is concerned with understanding how the model output depends on uncertainties (variances) in inputs and then identifies which inputs are important in contributing to the prediction imprecision. Uncertainty determination…

Static analysis by abstract interpretation aims at automatically proving properties of computer programs. To do this, an over-approximation of program semantics, defined as the least fixpoint of a system of semantic equations, must be…

This paper considers the problem of testing whether there exists a non-negative solution to a possibly under-determined system of linear equations with known coefficients. This hypothesis testing problem arises naturally in a number of…

A change point detection procedure using the method of moment estimators is proposed. The test statistics is based on a suitable $Z$-process. The asymptotic behavior of this process is established under both the null and the alternative…

In this paper, we present perturbed law-based sensitivity indices and how to adapt them for quantile-oriented sensitivity analysis. We exhibit a simple way to compute these indices in practice using an importance sampling estimator for…

Verification of temporal logic properties plays a crucial role in proving the desired behaviors of continuous systems. In this paper, we propose an interval method that verifies the properties described by a bounded signal temporal logic.…

In the context of sensitivity analysis of complex phenomena in presence of uncertainty, we motivate and precise the idea of orienting the analysis towards a critical domain of the studied phenomenon. We make a brief history of related…

Most analyses of randomised trials with incomplete outcomes make untestable assumptions and should therefore be subjected to sensitivity analyses. However, methods for sensitivity analyses are not widely used. We propose a mean score…

This paper considers the problem of testing whether there exists a solution satisfying certain non-negativity constraints to a linear system of equations. Importantly and in contrast to some prior work, we allow all parameters in the system…

This paper proposes a generalized passivity sensitivity analysis for power system stability studies. The method uncovers the most effective instability mitigation actions for both device-level and system-level investigations. The particular…