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We propose a new statistical estimation framework for a large family of global sensitivity analysis methods. Our approach is based on rank statistics and uses an empirical correlation coefficient recently introduced by Sourav Chatterjee. We…

Statistics Theory · Mathematics 2023-06-29 Fabrice Gamboa , Pierre Gremaud , Thierry Klein , Agnès Lagnoux

When drawing causal inference from observational data, there is always concern about unmeasured confounding. One way to tackle this is to conduct a sensitivity analysis. One widely-used sensitivity analysis framework hypothesizes the…

Methodology · Statistics 2022-06-22 Bo Zhang , Eric J. Tchetgen Tchetgen

To estimate direct and indirect effects of an exposure on an outcome from observed data strong assumptions about unconfoundedness are required. Since these assumptions cannot be tested using the observed data, a mediation analysis should…

Statistics Theory · Mathematics 2018-03-29 Anita Lindmark , Xavier de Luna , Marie Eriksson

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

Establishing cause-effect relationships from observational data often relies on untestable assumptions. It is crucial to know whether, and to what extent, the conclusions drawn from non-experimental studies are robust to potential…

Causal inference relies on the untestable assumption of no unmeasured confounding. Sensitivity analysis can be used to quantify the impact of unmeasured confounding on causal estimates. Among sensitivity analysis methods proposed in the…

Methodology · Statistics 2026-03-12 Yushu Zou , Liangyuan Hu , Amanda Ricciuto , Mark Deneau , Kuan Liu

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

Quantifying cause and effect relationships is an important problem in many domains. The gold standard solution is to conduct a randomised controlled trial. However, in many situations such trials cannot be performed. In the absence of such…

Methodology · Statistics 2023-01-19 Jakob Zeitler , Athanasios Vlontzos , Ciaran M. Gilligan-Lee

For models evaluated at a random set of independent variables, the variance-based Shapley effects range between Sobol' indices, and the corresponding total indices admit derivative-based upper-bounds. Such relationships fail when the inputs…

Statistics Theory · Mathematics 2026-05-28 Matieyendou Lamboni

A fundamental challenge in observational causal inference is that assumptions about unconfoundedness are not testable from data. Assessing sensitivity to such assumptions is therefore important in practice. Unfortunately, some existing…

Methodology · Statistics 2019-01-15 Alexander Franks , Alexander D'Amour , Avi Feller

The study of causality or causal inference - how much a given treatment causally affects a given outcome in a population - goes way beyond correlation or association analysis of variables, and is critical in making sound data driven…

Databases · Computer Science 2017-08-09 Sudeepa Roy , Babak Salimi

There exist many methods for sensitivity analysis readily available to the practitioner. While each seeks to help the modeler answer the same general question -- How do sources of uncertainty or changes in the model inputs relate to…

Methodology · Statistics 2025-06-16 Devin Francom , Abigael Nachtsheim

Sensitivity analysis is an important concept to analyze the influences of parameters in a system, an equation or a collection of data. The methods used for sensitivity analysis are divided into deterministic and statistical techniques.…

Other Statistics · Statistics 2019-12-25 Eduardo Vasconcelos , Adriano Souza , Kelvin Dias

Biomechanical models often need to describe very complex systems, organs or diseases, and hence also include a large number of parameters. One of the attractive features of physics-based models is that in those models (most) parameters have…

Computational Engineering, Finance, and Science · Computer Science 2023-01-10 Barbara Wirthl , Sebastian Brandstaeter , Jonas Nitzler , Bernhard A. Schrefler , Wolfgang A. Wall

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

The estimation of causal effects using quasiexperiments often relies on the use of unusual or serendipitous sources of exogenous variation. When the goal is estimating the same causal effects across many different settings, the same unusual…

Econometrics · Economics 2026-05-26 Nick Huntington-Klein

Measuring and testing dependence between complex objects is of great importance in modern statistics. Most existing work relied on the distance between random variables, which inevitably required the moment conditions to guarantee the…

Methodology · Statistics 2023-04-19 Yilin Zhang , Songshan Yang

We propose a holistic framework for constructing sensitivity measures for any elicitable functional $T$ of a response variable. The sensitivity measures, termed score-based sensitivities, are constructed via scoring functions that are…

Applications · Statistics 2023-02-03 Tobias Fissler , Silvana M. Pesenti

This paper develops a novel nonparametric significance test based on a tailored nonparametric-type projected weighting function that exhibits appealing theoretical and numerical properties. We derive the asymptotic properties of the…

Econometrics · Economics 2026-02-18 Xiaojun Song , Jichao Yuan

In this paper, we derive copula-based and empirical dependency models (DMs) for simulating non-independent variables, and then propose a new way for determining the distribution of the model outputs conditional on every subset of inputs.…

Statistics Theory · Mathematics 2022-09-12 Matieyendou Lamboni