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The data-driven discovery of interpretable models approximating the underlying dynamics of a physical system has gained attraction in the past decade. Current approaches employ pre-specified functional forms or basis functions and often…

Machine Learning · Computer Science 2025-07-30 Rahul Golder , M. M. Faruque Hasan

Structured additive distributional regression models offer a versatile framework for estimating complete conditional distributions by relating all parameters of a parametric distribution to covariates. Although these models efficiently…

Methodology · Statistics 2023-11-14 Jana Kleinemeier , Nadja Klein

Deep Learning Gaussian Processes (DL-GP) are proposed as a methodology for analyzing (approximating) computer models that produce heteroskedastic and high-dimensional output. Computer simulation models have many areas of applications,…

Applications · Statistics 2022-09-07 Laura Schultz , Vadim Sokolov

Global sensitivity analysis (GSA) is used to quantify the influence of uncertain variables in a mathematical model. Prior to performing GSA, the user must specify (or implicitly assume), a probability distribution to model the uncertainty,…

Statistics Theory · Mathematics 2018-11-22 Joseph Hart , Pierre Gremaud

Lower-dimensional subspaces that impact estimates of uncertainty are often described by Linear combinations of input variables, leading to active variables. This paper extends the derivative-based active subspace methods and…

Numerical Analysis · Mathematics 2026-01-08 Matieyendou Lamboni , Sergei Kucherenko

We consider hyper-differential sensitivity analysis (HDSA) of nonlinear Bayesian inverse problems governed by PDEs with infinite-dimensional parameters. In previous works, HDSA has been used to assess the sensitivity of the solution of…

Numerical Analysis · Mathematics 2022-02-07 Isaac Sunseri , Alen Alexanderian , Joseph Hart , Bart van Bloemen Waanders

We propose a geometric framework to assess global sensitivity in Bayesian nonparametric models for density estimation. We study sensitivity of nonparametric Bayesian models for density estimation, based on Dirichlet-type priors, to…

Methodology · Statistics 2018-10-10 Abhijoy Saha , Sebastian Kurtek

Many multivariate functions in engineering models vary primarily along a few directions in the space of input parameters. When these directions correspond to coordinate directions, one may apply global sensitivity measures to determine the…

Numerical Analysis · Mathematics 2014-07-28 Paul G. Constantine , Eric Dow , Qiqi Wang

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

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

Global sensitivity analysis with variance-based measures suffers from several theoretical and practical limitations, since they focus only on the variance of the output and handle multivariate variables in a limited way. In this paper, we…

Statistics Theory · Mathematics 2013-11-12 Sébastien Da Veiga

In this paper, we consider a regression model built on dependent variables. This regression modelizes an input output relationship. Under boundedness assumptions on the joint distribution function of the input variables, we show that a…

Statistics Theory · Mathematics 2012-03-14 Gaëlle Chastaing , Fabrice Gamboa , Clémentine Prieur

We introduce a general framework for undirected graphical models. It generalizes Gaussian graphical models to a wide range of continuous, discrete, and combinations of different types of data. The models in the framework, called exponential…

Statistics Theory · Mathematics 2019-06-18 Rui Zhuang , Noah Simon , Johannes Lederer

The sensitivity of parameters in computational science problems is difficult to assess, especially for algorithms with multiple input parameters and diverse outputs. This work seeks to explore sensitivity analysis in the visualization…

Global QCD analyses provide the primary framework for extracting hadron structure from experimental data, yet the mechanisms by which data constrain non-perturbative functions remain difficult to interpret due to the high dimensionality and…

High Energy Physics - Phenomenology · Physics 2026-05-01 Richard Whitehill

Variance-based sensitivity methods can provide insights into large computational models. We present a novel application of sensitivity analysis to the Biomass Scenario Model (BSM) a large and complex system dynamics model of the developing…

Applications · Statistics 2018-03-29 Daniel Inman , Laura J. Vimmerstedt , Brian Bush , Dana Stright , Steve Peterson

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

In this paper, we will provide an introduction to the derivative-free optimization algorithms which can be potentially applied to train deep learning models. Existing deep learning model training is mostly based on the back propagation…

Machine Learning · Computer Science 2019-04-23 Jiawei Zhang

Global sensitivity analysis (GSA) quantifies the influence of uncertain variables in a mathematical model. The Sobol' indices, a commonly used tool in GSA, seek to do this by attributing to each variable its relative contribution to the…

Computation · Statistics 2018-12-19 Joseph Hart , Pierre Gremaud

A powerful tool for the analysis of nonrandomized observational studies has been the potential outcomes model. Utilization of this framework allows analysts to estimate average treatment effects. This article considers the situation in…

Statistics Theory · Mathematics 2019-05-31 Debashis Ghosh , Efrén Cruz-Cortés