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This paper explores the application of active learning strategies to adaptively learn Sobol indices for global sensitivity analysis. We demonstrate that active learning for Sobol indices poses unique challenges due to the definition of the…

Machine Learning · Computer Science 2023-08-29 Mohit Chauhan , Mariel Ojeda-Tuz , Ryan Catarelli , Kurtis Gurley , Dimitrios Tsapetis , Michael D. Shields

Large-scale blackouts that have occurred in the past few decades have necessitated the need to do extensive research in the field of grid security assessment. With the aid of synchrophasor technology, which uses phasor measurement unit…

Systems and Control · Electrical Eng. & Systems 2019-09-11 Anubhav Nath , Reetam Sen Biswas , Anamitra Pal

The development of scramjet engines is an important research area for advancing hypersonic and orbital flights. Progress toward optimal engine designs requires accurate flow simulations together with uncertainty quantification. However,…

Data Analysis, Statistics and Probability · Physics 2018-03-14 Xun Huan , Cosmin Safta , Khachik Sargsyan , Gianluca Geraci , Michael S. Eldred , Zachary P. Vane , Guilhem Lacaze , Joseph C. Oefelein , Habib N. Najm

Data dimensionality informs us about data complexity and sets limit on the structure of successful signal processing pipelines. In this work we revisit and improve the manifold-adaptive Farahmand-Szepesv\'ari-Audibert (FSA) dimension…

Shallow water equations (SWE) are fundamental nonlinear hyperbolic PDE-based models in fluid dynamics that are essential for studying a wide range of geophysical and engineering phenomena. Therefore, stable and accurate numerical methods…

Numerical Analysis · Mathematics 2024-12-24 Yekaterina Epshteyn , Akil Narayan , Yinqian Yu

Electrical resistivity tomography is a suitable technique for non-invasive monitoring of municipal solid waste landfills, but accurate sensitivity analysis is necessary to evaluate the effectiveness and reliability of geoelectrical…

Numerical Analysis · Mathematics 2024-09-17 Lorenzo Panzeri , Alessio Fumagalli , Laura Longoni , Monica Papini , Diego Arosio

Global sensitivity analysis is a set of methods aiming at quantifying the contribution of an uncertain input parameter of the model (or combination of parameters) on the variability of the response. We consider here the estimation of the…

Statistics Theory · Mathematics 2020-01-22 Viet Chi Tran , Gwenaëlle Castellan , Anthony Cousien , Chi Tran

Sensitivity analysis (SA) and uncertainty quantification (UQ) are used to assess and improve engineering models. In this study, various methods of SA and UQ are described and applied in theoretical and practical examples for use in energy…

Applications · Statistics 2022-07-07 Majdi I. Radaideh , Mohammad I. Radaideh

We propose a novel method for sensitivity analysis to unobserved confounding in causal inference. The method builds on a copula-based causal graphical normalizing flow that we term $\rho$-GNF, where $\rho \in [-1,+1]$ is the sensitivity…

Methodology · Statistics 2025-08-13 Sourabh Balgi , Marc Braun , Jose M. Peña , Adel Daoud

Traditional 2D hydraulic models face significant computational challenges that limit their applications that are time-sensitive or require many model evaluations. This study presents a physics-informed Deep Operator Network (DeepONet)…

Fluid Dynamics · Physics 2026-01-14 Xiaofeng Liu , Yong G. Lai

Sensitivity analyses of simulation ensembles determine how simulation parameters influence the simulation's outcome. Commonly, one global numerical sensitivity value is computed per simulation parameter. However, when considering 3D spatial…

Human-Computer Interaction · Computer Science 2024-08-08 Marina Evers , Simon Leistikow , Hennes Rave , Lars Linsen

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

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 measuring the relative importance of different variables or groups of variables for the variability of a quantity of interest. Among several sensitivity indices, so-called Shapley effects have recently…

Computation · Statistics 2021-04-27 Takashi Goda

Fast and reliable prediction of riverine flow velocities is important in many applications, including flood risk management. The shallow water equations (SWEs) are commonly used for prediction of the flow velocities. However, accurate and…

Machine Learning · Computer Science 2020-12-07 Mojtaba Forghani , Yizhou Qian , Jonghyun Lee , Matthew W. Farthing , Tyler Hesser , Peter K. Kitanidis , Eric F. Darve

A major challenge in next-generation industrial applications is to improve numerical analysis by quantifying uncertainties in predictions. In this work we present a formulation of a fully nonlinear and dispersive potential flow water wave…

Computational Physics · Physics 2016-04-15 Daniele Bigoni , Allan P. Engsig-Karup , Claes Eskilsson

Chaos expansions are widely used in global sensitivity analysis (GSA), as they leverage orthogonal bases of L2 spaces to efficiently compute Sobol' indices, particularly in data-scarce settings. When derivatives are available, we argue that…

Statistics Theory · Mathematics 2025-10-06 O Roustant , N Lüthen , D Heredia , B Sudret

Stochastic models are necessary for the realistic description of an increasing number of applications. The ability to identify influential parameters and variables is critical to a thorough analysis and understanding of the underlying…

Computation · Statistics 2016-11-29 Joseph L. Hart , Alen Alexanderian , Pierre A. Gremaud

Numerous codes are being developed to solve Shallow Water equations. Because they are used in hydraulics and environmental studies, their capability to simulate properly flow dynamics is essential to guarantee infrastructure and human…

This work presents a novel surface decomposition method for the sensitivity analysis of first-passage dynamic reliability of linear systems subjected to Gaussian random excitations. The method decomposes the sensitivity of first-passage…

Methodology · Statistics 2026-03-09 Jianhua Xian , Sai Hung Cheung , Cheng Su
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