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Numerical simulators are widely used to model physical phenomena and global sensitivity analysis (GSA) aims at studying the global impact of the input uncertainties on the simulator output. To perform GSA, statistical tools based on…

Methodology · Statistics 2026-05-29 Anouar Meynaoui , Amandine Marrel , Béatrice Laurent

Physical phenomena are commonly modeled by numerical simulators. Such codes can take as input a high number of uncertain parameters and it is important to identify their influences via a global sensitivity analysis (GSA). However, these…

Methodology · Statistics 2014-12-04 Matthias De Lozzo , Amandine Marrel

Global sensitivity analysis aims at quantifying the impact of input variability onto the variation of the response of a computational model. It has been widely applied to deterministic simulators, for which a set of input parameters has a…

Computation · Statistics 2021-06-01 X. Zhu , B. Sudret

Global sensitivity analysis (GSA) aims to detect influential input factors that lead a model to arrive at a certain decision and is a significant approach for mitigating the computational burden of processing high dimensional data. In this…

Machine Learning · Computer Science 2024-06-26 Zahra Sadeghi , Stan Matwin

Global sensitivity analysis (GSA) is frequently used to analyze the influence of uncertain parameters in mathematical models and simulations. In principle, tools from GSA may be extended to analyze the influence of parameters in statistical…

Computation · Statistics 2018-06-29 Joseph Hart , Julie Bessac , Emil Constantinescu

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

Results from global sensitivity analysis (GSA) often guide the understanding of complicated input-output systems. Kernel-based GSA methods have recently been proposed for their capability of treating a broad scope of complex systems. In…

Methodology · Statistics 2022-08-09 John Barr , Herschel Rabitz

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

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

Global sensitivity analysis (GSA) is a recommended step in the use of computer simulation models. GSA quantifies the relative importance of model inputs on outputs (Factor Ranking), identifies inputs that could be fixed, thus simplifying…

Methodology · Statistics 2025-10-27 Ken Newman , Shaini Naha , Leah Jackson-Blake , Cairistiona Topp , Miriam Glendell , Adam Butler

This paper presents a spatial Global Sensitivity Analysis (GSA) approach in a 2D shallow water equations based High Resolution (HR) flood model. The aim of a spatial GSA is to produce sensitivity maps which are based on Sobol index…

Applications · Statistics 2016-03-24 M Abily , N. Bertrand , O Delestre , P Gourbesville , C. -M. Duluc

The complexity and size of state-of-the-art cell models have significantly increased in part due to the requirement that these models possess complex cellular functions which are thought--but not necessarily proven--to be important. Modern…

Neurons and Cognition · Quantitative Biology 2018-11-22 J. L. Hart , P. A. Gremaud , T. David

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 study, we develop a methodology for model reduction and selection informed by global sensitivity analysis (GSA) methods. We apply these techniques to a control model that takes systolic blood pressure and thoracic tissue pressure…

Quantitative Methods · Quantitative Biology 2021-05-17 E. Benjamin Randall , Nicholas Z. Randolph , Alen Alexanderian , Mette S. Olufsen

Global Sensitivity Analysis (GSA) is the study of the influence of any given inputs on the outputs of a model. In the context of engineering design, GSA has been widely used to understand both individual and collective contributions of…

Machine Learning · Statistics 2024-03-06 Yigitcan Comlek , Liwei Wang , Wei Chen

This chapter makes a review, in a complete methodological framework, of various global sensitivity analysis methods of model output. Numerous statistical and probabilistic tools (regression, smoothing, tests, statistical learning, Monte…

Statistics Theory · Mathematics 2014-04-10 Bertrand Iooss , Paul Lemaître

In this paper, we aim to perform sensitivity analysis of set-valued models and, in particular, to quantify the impact of uncertain inputs on feasible sets, which are key elements in solving a robust optimization problem under constraints.…

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

Sensitivity analysis (SA) is a procedure for studying how sensitive are the output results of large-scale mathematical models to some uncertainties of the input data. The models are described as a system of partial differential equations.…

Numerical Analysis · Mathematics 2017-01-20 Ivan Dimov , Rayna Georgieva

Stochastic simulators such as Monte-Carlo estimators are widely used in science and engineering to study physical systems through their probabilistic representation. Global sensitivity analysis aims to identify the input parameters which…

Statistics Theory · Mathematics 2013-06-03 Loic Le Gratiet
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