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Sensitivity analysis of a numerical model, for instance simulating physical phenomena, is useful to quantify the influence of the inputs on the model responses. This paper proposes a new sensitivity index, based upon the modification of the…

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…

Reliability-oriented sensitivity analysis methods have been developed for understanding the influence of model inputs relative to events which characterize the failure of a system (e.g., a threshold exceedance of the model output). In this…

Statistics Theory · Mathematics 2025-07-04 Marouane Il Idrissi , Vincent Chabridon , Bertrand Iooss

Sensitivity analysis is an important tool used in many domains of computational science to either gain insight into the mathematical model and interaction of its parameters or study the uncertainty propagation through the input-output…

Methodology · Statistics 2023-06-02 Juraj Kardos , Wouter Edeling , Diana Suleimenova , Derek Groen , Olaf Schenk

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

This paper proposes a framework to analyze the effects of counterfactual policies on the unconditional quantiles of an outcome variable. For a given counterfactual policy, we obtain identified sets for the effect of both marginal and global…

Econometrics · Economics 2026-01-07 Julian Martinez-Iriarte

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…

Physics and Society · Physics 2017-01-04 Yueying Zhu , Qiuping Alexandre Wang , Wei Li , Xu Cai

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…

Methodology · Statistics 2018-04-02 Hugo Raguet , Amandine Marrel

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

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

Reliability sensitivity analysis is concerned with measuring the influence of a system's uncertain input parameters on its probability of failure. Statistically dependent inputs present a challenge in both computing and interpreting these…

Applications · Statistics 2023-06-21 Max Ehre , Iason Papaioannou , Daniel Straub

We present an exact approach to analyze and quantify the sensitivity of higher moments of probabilistic loops with symbolic parameters, polynomial arithmetic and potentially uncountable state spaces. Our approach integrates methods from…

Programming Languages · Computer Science 2023-09-06 Marcel Moosbrugger , Julian Müllner , Laura Kovács

Nowadays, the numerical models of real-world structures are more precise, more complex and, of course, more time-consuming. Despite the growth of a computational effort, the exploration of model behaviour remains a complex task. The…

Computational Engineering, Finance, and Science · Computer Science 2014-10-17 Eliska Janouchova , Anna Kucerova

The paper concerns quantile oriented sensitivity analysis. We rewrite the corresponding indices using the Conditional Tail Expectation risk measure. Then, we use this new expression to built estimators.

Statistics Theory · Mathematics 2017-02-06 Véronique Maume-Deschamps , Ibrahima Niang

Sensitivity analysis is a process of computing sensitivity indices, which are certain measures of importance of parameters in influencing the outputs of mathematical models. Sensitivity indices computed in variance-based sensitivity…

Computation · Statistics 2013-10-04 Tomasz Badowski

This work undertakes studies to evaluate Interpretability Methods for Time-Series Deep Learning. Sensitivity analysis assesses how input changes affect the output, constituting a key component of interpretation. Among the post-hoc…

Machine Learning · Computer Science 2024-01-31 Zhengguang Wang

One of the fundamental challenges in drawing causal inferences from observational studies is that the assumption of no unmeasured confounding is not testable from observed data. Therefore, assessing sensitivity to this assumption's…

Methodology · Statistics 2024-06-25 Md Abdul Basit , Mahbub A. H. M. Latif , Abdus S Wahed

Global sensitivity analysis is used to quantify the influence of uncertain input parameters on the response variability of a numerical model. The common quantitative methods are applicable to computer codes with scalar input variables. This…

Applications · Statistics 2008-06-09 Bertrand Iooss , Mathieu Ribatet

Reliability-oriented sensitivity analysis aims at combining both reliability and sensitivity analyses by quantifying the influence of each input variable of a numerical model on a quantity of interest related to its failure. In particular,…

Statistics Theory · Mathematics 2022-10-25 Julien Demange-Chryst , François Bachoc , Jérôme Morio

Causal inference necessarily relies upon untestable assumptions; hence, it is crucial to assess the robustness of obtained results to violations of identification assumptions. However, such sensitivity analysis is only occasionally…

Methodology · Statistics 2025-05-19 Tobias Freidling , Qingyuan Zhao
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