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We derive the general analytical expressions for the statistical uncertainties of cumulants up to fourth order including an efficiency correction. The analytical expressions have been tested with a toy Monte Carlo model analysis. An…

Nuclear Theory · Physics 2022-03-25 Fan Si , Yifei Zhang

Uncertainty quantification is a primary challenge for reliable modeling and simulation of complex stochastic dynamics. Such problems are typically plagued with incomplete information that may enter as uncertainty in the model parameters, or…

Probability · Mathematics 2015-07-15 Paul Dupuis , Markos A. Katsoulakis , Yannis Pantazis , Petr Plechac

We derive a novel sensitivity analysis of input variables for predictive epistemic and aleatoric uncertainty. We use Bayesian neural networks with latent variables as a model class and illustrate the usefulness of our sensitivity analysis…

Machine Learning · Statistics 2017-12-12 Stefan Depeweg , José Miguel Hernández-Lobato , Steffen Udluft , Thomas Runkler

We study the robustness of system estimation to parametric perturbations in system dynamics and initial conditions. We define the problem of sensitivity-based parametric uncertainty quantification in dynamical system estimation. The main…

Systems and Control · Electrical Eng. & Systems 2025-09-09 Ayush Pandey

Instrumental variables regression is a tool that is commonly used in the analysis of observational data. The instrumental variables are used to make causal inference about the effect of a certain exposure in the presence of unmeasured…

Methodology · Statistics 2023-09-07 Valentin Vancak , Arvid Sjölander

We consider the estimation of measures of model performance in a target population when covariate and outcome data are available on a sample from some source population and covariate data, but not outcome data, are available on a simple…

Methodology · Statistics 2023-06-16 Jon A. Steingrimsson , Sarah E. Robertson , Issa J. Dahabreh

Sensitivity analysis plays an important role in the understanding of complex models. It helps to identify influence of input parameters in relation to the outputs. It can be also a tool to understand the behavior of the model and then can…

Computational Engineering, Finance, and Science · Computer Science 2013-01-01 David Garcia Sanchez , Bruno Lacarrière , Marjorie Musy , Bernard Bourges

We present a general framework for uncertainty quantification that is a mosaic of interconnected models. We define global first and second order structural and correlative sensitivity analyses for random counting measures acting on risk…

Probability · Mathematics 2021-01-05 Caleb Deen Bastian , Herschel Rabitz

Model-form uncertainty (MFU) in assumptions made during physics-based model development is widely considered a significant source of uncertainty; however, there are limited approaches that can quantify MFU in predictions extrapolating…

Computational Engineering, Finance, and Science · Computer Science 2025-09-16 Teresa Portone , Rebekah D. White , Joseph L. Hart

In this study, we introduce a sensitivity analysis methodology for stochastic systems in chemistry, where dynamics are often governed by random processes. Our approach is based on gradient estimation via finite differences, averaging…

Quantitative Methods · Quantitative Biology 2026-01-12 Erika M. Herrera Machado , Jakob L. Andersen , Rolf Fagerberg , Daniel Merkle

Sensitivity analysis informs causal inference by assessing the sensitivity of conclusions to departures from assumptions. The consistency assumption states that there are no hidden versions of treatment and that the outcome arising…

Methodology · Statistics 2025-12-29 Brian Knaeble , Qinyun Lin , Erich Kummerfeld , Kenneth A. Frank

Sensitivity Analysis is a framework to assess how conclusions drawn from missing outcome data may be vulnerable to departures from untestable underlying assumptions. We extend the E-value, a popular metric for quantifying robustness of…

Methodology · Statistics 2021-08-31 Wu Xue , Abbas Zaidi

Multiscale, agent-based mathematical models of biological systems are often associated with model uncertainty and sensitivity to parameter perturbations. Here, three uncertainty and sensitivity analyses methods, that are suitable to use…

Methodology · Statistics 2020-12-24 Sara Hamis , Stanislav Stratiev , Gibin G Powathil

Stochastic simulation has been widely used to analyze the performance of complex stochastic systems and facilitate decision making in those systems. Stochastic simulation is driven by the input model, which is a collection of probability…

Risk Management · Quantitative Finance 2020-02-14 Tianyi Liu , Enlu Zhou

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…

Methodology · Statistics 2015-11-05 Colin B. Fogarty , Dylan S. Small

Techniques for understanding the functioning of complex machine learning models are becoming increasingly popular, not only to improve the validation process, but also to extract new insights about the data via exploratory analysis. Though…

Machine Learning · Statistics 2018-11-02 Jayaraman J. Thiagarajan , Irene Kim , Rushil Anirudh , Peer-Timo Bremer

In this paper, the sensitivity analysis of a single scale model is employed in order to reduce the input dimensionality of the related multiscale model, in this way, improving the efficiency of its uncertainty estimation. The approach is…

Computation · Statistics 2019-11-12 Anna Nikishova , Giovanni E. Comi , Alfons G. Hoekstra

Functional data analysis is proved to be useful in many scientific applications. The physical process is observed as curves and often there are several curves observed due to multiple subjects, providing the replicates in statistical sense.…

Methodology · Statistics 2018-01-30 Tapabrata Maiti , Abolfazl Safikhani , Ping-Shou Zhong

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

A wide array of graphical models can be parametrised to have atomic probabilities represented by monomial functions. Such monomial structure has proven very useful when studying robustness under the assumption of a multilinear model where…

Statistics Theory · Mathematics 2019-01-09 Manuele Leonelli