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When individuals participating in a randomized trial differ with respect to the distribution of effect modifiers compared compared with the target population where the trial results will be used, treatment effect estimates from the trial…

A functional risk curve gives the probability of an undesirable event as a function of the value of a critical parameter of a considered physical system. In several applicative situations, this curve is built using phenomenological…

Statistics Theory · Mathematics 2017-07-26 Bertrand Iooss , Loïc Le Gratiet

Complex computer codes are widely used in science to model physical systems. Sensitivity analysis aims to measure the contributions of the inputs on the code output variability. An efficient tool to perform such analysis are the…

Statistics Theory · Mathematics 2013-10-15 Gaëlle Chastaing , Loic Le Gratiet

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

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

Mechanistic simulation models are inverted against observations in order to gain inference on modeled processes. However, with the increasing ability to collect high resolution observations, these observations represent more patterns of…

Computation · Statistics 2018-12-20 Thomas Wutzler

This work introduces the use of multivariate global sensitivity analysis for assessing the impact of uncertain electric machine design parameters on efficiency maps and profiles. Contrary to the common approach of applying variance-based…

Computational Engineering, Finance, and Science · Computer Science 2026-04-29 Aylar Partovizadeh , Sebastian Schöps , Dimitrios Loukrezis

The ability to interpret machine learning models has become increasingly important as their usage in data science continues to rise. Most current interpretability methods are optimized to work on either (\textit{i}) a global scale, where…

Methodology · Statistics 2023-08-11 Emily T. Winn-Nuñez , Maryclare Griffin , Lorin Crawford

Within the past two decades, Gaussian process regression has been increasingly used for modeling dynamical systems due to some beneficial properties such as the bias variance trade-off and the strong connection to Bayesian mathematics. As…

Systems and Control · Electrical Eng. & Systems 2021-02-11 Thomas Beckers

Many real-world processes and phenomena are modeled using systems of ordinary differential equations with parameters. Given such a system, we say that a parameter is globally identifiable if it can be uniquely recovered from input and…

Classical Analysis and ODEs · Mathematics 2023-05-24 Hoon Hong , Alexey Ovchinnikov , Gleb Pogudin , Chee Yap

Global sensitivity analysis of complex numerical simulators is often limited by the small number of model evaluations that can be afforded. In such settings, surrogate models built from a limited set of simulations can substantially reduce…

Machine Learning · Statistics 2026-01-21 Guerlain Lambert , Céline Helbert , Claire Lauvernet

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

Unobserved confounding is common in many applications, making causal inference from observational data challenging. As a remedy, causal sensitivity analysis is an important tool to draw causal conclusions under unobserved confounding with…

Machine Learning · Computer Science 2024-04-10 Dennis Frauen , Fergus Imrie , Alicia Curth , Valentyn Melnychuk , Stefan Feuerriegel , Mihaela van der Schaar

In dynamic discrete choice models, some parameters, such as the discount factor, are being fixed instead of being estimated. This paper proposes two sensitivity analysis procedures for dynamic discrete choice models with respect to the…

Econometrics · Economics 2024-08-30 Chun Pong Lau

Parameter sensitivity analysis is a powerful tool in the building and analysis of biochemical network models. For stochastic simulations, parameter sensitivity analysis can be computationally expensive, requiring multiple simulations for…

Computational Physics · Physics 2015-06-04 Patrick B. Warren , Rosalind J. Allen

Estimating causal effects in quasi-experiments with spatio-temporal panel data often requires adjusting for unmeasured confounding that varies across space and time. Gaussian Processes (GPs) offer a flexible, nonparametric modeling approach…

Methodology · Statistics 2025-07-08 Sofia L. Vega , Rachel C. Nethery

Modern science and industry rely on computational models for simulation, prediction, and data analysis. Spatial blind source separation (SBSS) is a model used to analyze spatial data. Designed explicitly for spatial data analysis, it is…

Human-Computer Interaction · Computer Science 2024-04-12 Nikolaus Piccolotto , Markus Bögl , Christoph Muehlmann , Klaus Nordhausen , Peter Filzmoser , Johanna Schmidt , Silvia Miksch

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

Some scenarios require the computation of a predictive distribution of a new value evaluated on an objective function conditioned on previous observations. We are interested on using a model that makes valid assumptions on the objective…

Machine Learning · Computer Science 2021-01-21 Lucia Asencio-Martín , Eduardo C. Garrido-Merchán

Probabilistic sensitivity analysis identifies the influential uncertain input to guide decision-making. We propose a general sensitivity framework with respect to the input distribution parameters that unifies a wide range of sensitivity…

Methodology · Statistics 2023-02-10 Jiannan Yang