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The most efficient MC weights for the calculation of physical, canonical expectation values are not necessarily those of the canonical ensemble. The use of suitably generalized ensembles can lead to a much faster convergence of the…

Statistical Mechanics · Physics 2011-01-24 Bernd A. Berg

Variance-based sensitivity indices have established themselves as a reference among practitioners of sensitivity analysis of model outputs. A variance-based sensitivity analysis typically produces the first-order sensitivity indices $S_j$…

Applications · Statistics 2022-03-02 Samuele Lo Piano , Federico Ferretti , Arnald Puy , Daniel Albrecht , Andrea Saltelli

In several applications such as databases, planning, and sensor networks, parameters such as selectivity, load, or sensed values are known only with some associated uncertainty. The performance of such a system (as captured by some…

Data Structures and Algorithms · Computer Science 2010-01-28 Sudipto Guha , Kamesh Munagala

We propose a new approach to compute an interval over-approximation of the finite time reachable set for a large class of nonlinear systems. This approach relies on the notions of sensitivity matrices, which are the partial derivatives…

Systems and Control · Electrical Eng. & Systems 2021-04-19 Pierre-Jean Meyer , Murat Arcak

Analyzing individual emotions during group conversation is crucial in developing intelligent agents capable of natural human-machine interaction. While reliable emotion recognition techniques depend on different modalities (text, audio,…

The potential effects of conservation actions on threatened species can be predicted using ensemble ecosystem models by forecasting populations with and without intervention. These model ensembles commonly assume stable coexistence of…

Populations and Evolution · Quantitative Biology 2024-03-22 Sarah A. Vollert , Christopher Drovandi , Matthew P. Adams

Distributed model fitting refers to the process of fitting a mathematical or statistical model to the data using distributed computing resources, such that computing tasks are divided among multiple interconnected computers or nodes, often…

Computation · Statistics 2024-06-04 Xiaofei Wu , Rongmei Liang , Fabio Roli , Marcello Pelillo , Jing Yuan

Most existing motion planning algorithms assume that a map (of some quality) is fully determined prior to generating a motion plan. In many emerging applications of robotics, e.g., fast-moving agile aerial robots with constrained embedded…

Robotics · Computer Science 2018-08-03 Thomas Sayre-McCord , Sertac Karaman

Many processes of scientific and technological interest are characterized by time scales that render their simulation impossible if one uses present day simulation capabilities. To overcome this challenge a variety of enhanced simulation…

Statistical Mechanics · Physics 2019-02-26 Z. Faidon Brotzakis , Dan Mendels , Michele Parrinello

In urgent decision making applications, ensemble simulations are an important way to determine different outcome scenarios based on currently available data. In this paper, we will analyze the output of ensemble simulations by considering…

Graphics · Computer Science 2019-10-21 Max Kontak , Jules Vidal , Julien Tierny

Distributed signal processing for wireless sensor networks enables that different devices cooperate to solve different signal processing tasks. A crucial first step is to answer the question: who observes what? Recently, several distributed…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-09-08 Patricia Binder , Michael Muma , Abdelhak M. Zoubir

Recent success in developing increasingly general purpose agents based on sequence models has led to increased focus on the problem of deploying computationally limited agents within the vastly more complex real-world. A key challenge…

Machine Learning · Computer Science 2025-12-23 Geraud Nangue Tasse , Matthew Riemer , Benjamin Rosman , Tim Klinger

Training a diffusion model approximates a map from a data distribution $\rho$ to the optimal score function $s_t$ for that distribution. Can we differentiate this map? If we could, then we could predict how the score, and ultimately the…

Machine Learning · Computer Science 2025-09-30 Christopher Scarvelis , Justin Solomon

Computer experiments are becoming increasingly important in scientific investigations. In the presence of uncertainty, analysts employ probabilistic sensitivity methods to identify the key-drivers of change in the quantities of interest.…

Methodology · Statistics 2024-07-02 Isadora Antoniano-Villalobos , Emanuele Borgonovo , Xuefei Lu

The global sensitivity analysis method, used to quantify the influence of uncertain input variables on the response variability of a numerical model, is applicable to deterministic computer code (for which the same set of input variables…

Methodology · Statistics 2009-06-08 Bertrand Iooss , Mathieu Ribatet , Amandine Marrel

Matching is one of the most widely used study designs for adjusting for measured confounders in observational studies. However, unmeasured confounding may exist and cannot be removed by matching. Therefore, a sensitivity analysis is…

Methodology · Statistics 2024-01-17 Jeffrey Zhang , Dylan Small , Siyu Heng

We introduce a new method to jointly reduce the dimension of the input and output space of a function between high-dimensional spaces. Choosing a reduced input subspace influences which output subspace is relevant and vice versa.…

Machine Learning · Statistics 2025-04-01 Qiao Chen , Elise Arnaud , Ricardo Baptista , Olivier Zahm

State-of-the-art weather forecasts usually rely on ensemble prediction systems, accounting for the different sources of uncertainty. As ensembles are typically uncalibrated, they should get statistically postprocessed. Several multivariate…

Methodology · Statistics 2016-09-21 Roman Schefzik

Multivariate time series anomaly detection is a very common problem in the field of failure prevention. Fast prevention means lower repair costs and losses. The amount of sensors in novel industry systems makes the anomaly detection process…

Machine Learning · Computer Science 2021-11-24 Kamil Faber , Dominik Żurek , Marcin Pietroń , Kamil Piętak

We present efficient finite difference estimators for goal-oriented sensitivity indices with applications to the generalized Langevin equation (GLE). In particular, we apply these estimators to analyze an extended variable formulation of…

Numerical Analysis · Mathematics 2018-09-18 Eric Joseph Hall , Markos A. Katsoulakis , Luc Rey-Bellet