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This paper presents a spatial Global Sensitivity Analysis (GSA) approach in a 2D shallow water equations based High Resolution (HR) flood model. The aim of a spatial GSA is to produce sensitivity maps which are based on Sobol index…

Applications · Statistics 2016-03-24 M Abily , N. Bertrand , O Delestre , P Gourbesville , C. -M. Duluc

Global sensitivity analysis is the main quantitative technique for identifying the most influential input variables in a numerical simulation model. In particular when the inputs are independent, Sobol' sensitivity indices attribute a…

Statistics Theory · Mathematics 2021-01-15 Sébastien da Veiga

Global sensitivity analysis (GSA) is used to quantify the influence of uncertain variables in a mathematical model. Prior to performing GSA, the user must specify (or implicitly assume), a probability distribution to model the uncertainty,…

Statistics Theory · Mathematics 2018-11-22 Joseph Hart , Pierre Gremaud

Uncertainties exist in both physics-based and data-driven models. Variance-based sensitivity analysis characterizes how the variance of a model output is propagated from the model inputs. The Sobol index is one of the most widely used…

Methodology · Statistics 2020-06-09 Zhanlin Liu , Youngjun Choe

Global sensitivity analysis aims at quantifying respective effects of input random variables (or combinations thereof) onto variance of a physical or mathematical model response. Among the abundant literature on sensitivity measures, Sobol'…

Computation · Statistics 2017-05-12 E. Burnaev , I. Panin , B. Sudret

Global sensitivity analysis is a powerful set of ideas and heuristics for understanding the importance and interplay between uncertain parameters in a computational model. Such a model is characterized by a set of input parameters and an…

Numerical Analysis · Mathematics 2020-12-23 Chun Yui Wong , Pranay Seshadri , Geoffrey T. Parks

In the context of air quality control, our objective is to quantify the impact of uncertain inputs such as meteorological conditions and traffic parameters on pollutant dispersion maps. It is worth noting that the majority of sensitivity…

Global sensitivity analysis (GSA) aims at quantifying the contribution of input variables over the variability of model outputs. In the frame of functional outputs, a common goal is to compute sensitivity maps (SM), i.e sensitivity indices…

Statistics Theory · Mathematics 2024-12-12 Yuri Sao , Olivier Roustant , Geraldo de Freitas Maciel

Stochastic simulators such as Monte-Carlo estimators are widely used in science and engineering to study physical systems through their probabilistic representation. Global sensitivity analysis aims to identify the input parameters which…

Statistics Theory · Mathematics 2013-06-03 Loic Le Gratiet

Global sensitivity analysis aims at quantifying the impact of input variability onto the variation of the response of a computational model. It has been widely applied to deterministic simulators, for which a set of input parameters has a…

Computation · Statistics 2021-06-01 X. Zhu , B. Sudret

We describe a novel attribution method which is grounded in Sensitivity Analysis and uses Sobol indices. Beyond modeling the individual contributions of image regions, Sobol indices provide an efficient way to capture higher-order…

Computer Vision and Pattern Recognition · Computer Science 2022-02-17 Thomas Fel , Remi Cadene , Mathieu Chalvidal , Matthieu Cord , David Vigouroux , Thomas Serre

The variance-based method of Sobol sensitivity indices is very popular among practitioners due to its efficiency and easiness of interpretation. However, for high-dimensional models the direct application of this method can be very time…

Statistics Theory · Mathematics 2016-05-26 S. Kucherenko , S. Song

The presence of uncertainties are inevitable in engineering design and analysis, where failure in understanding their effects might lead to the structural or functional failure of the systems. The role of global sensitivity analysis in this…

Computation · Statistics 2017-10-24 Pramudita Satria Palar , Lavi Rizki Zuhal , Koji Shimoyama , Takeshi Tsuchiya

The estimation of variance-based importance measures (called Sobol' indices) of the input variables of a numerical model can require a large number of model evaluations. It turns to be unacceptable for high-dimensional model involving a…

Statistics Theory · Mathematics 2013-05-28 Matieyendou Lamboni , Bertrand Iooss , Anne-Laure Popelin , Fabrice Gamboa

Models with high-dimensional parameter spaces are common in many applications. Global sensitivity analyses can provide insights on how uncertain inputs and interactions influence the outputs. Many sensitivity analysis methods face…

Applications · Statistics 2023-02-27 Haochen Ye , Robert E. Nicholas , Vivek Srikrishnan , Klaus Keller

In this paper we propose an extension of the classical Sobol' estimator for the estimation of variance based sensitivity indices. The approach assumes a linear correlation model between the input variables which is used to decompose the…

Methodology · Statistics 2024-08-12 Thomas Most

This paper addresses sensitivity analysis for dynamic models, linking dependent inputs to observed outputs. The usual method to estimate Sobol indices are based on the independence of input variables. We present a method to overpass this…

Applications · Statistics 2015-09-15 Mathilde Grandjacques , Alexandre Janon , Benoit Delinchant , Olivier Adrot

Traditionally, the sensitivity analysis of a Bayesian network studies the impact of individually modifying the entries of its conditional probability tables in a one-at-a-time (OAT) fashion. However, this approach fails to give a…

Artificial Intelligence · Computer Science 2024-06-11 Rafael Ballester-Ripoll , Manuele Leonelli

It is well-known that Sobol indices, which count among the most popular sensitivity indices, are based on the Sobol decomposition. Here we challenge this construction by redefining Sobol indices without the Sobol decomposition. In fact, we…

Machine Learning · Statistics 2026-03-23 Gildas Mazo

The global sensitivity analysis method, used to quantify the influence of uncertain input variables on the response variability of a numerical model, is applicable to deterministic computer code (for which the same set of input variables…

Methodology · Statistics 2009-06-08 Bertrand Iooss , Mathieu Ribatet , Amandine Marrel