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For nonlinear supervised learning models, assessing the importance of predictor variables or their interactions is not straightforward because it can vary in the domain of the variables. Importance can be assessed locally with sensitivity…

Methodology · Statistics 2021-12-14 Topi Paananen , Michael Riis Andersen , Aki Vehtari

We propose and discuss sensitivity metrics for reliability analysis, which are based on the value of information. These metrics are easier to interpret than other existing sensitivity metrics in the context of a specific decision and they…

Optimization and Control · Mathematics 2021-12-03 Daniel Straub , Max Ehre , Iason Papaioannou

Sensitivity analysis is a process of computing sensitivity indices, which are certain measures of importance of parameters in influencing the outputs of mathematical models. Sensitivity indices computed in variance-based sensitivity…

Computation · Statistics 2013-10-04 Tomasz Badowski

Sensitivity analysis plays an important role in the understanding of complex models. It helps to identify influence of input parameters in relation to the outputs. It can be also a tool to understand the behavior of the model and then can…

Computational Engineering, Finance, and Science · Computer Science 2013-01-01 David Garcia Sanchez , Bruno Lacarrière , Marjorie Musy , Bernard Bourges

Causal conclusions from observational studies may be sensitive to unmeasured confounding. In such cases, a sensitivity analysis is often conducted, which tries to infer the minimum amount of hidden biases or the minimum strength of…

Methodology · Statistics 2025-01-03 Dongxiao Wu , Xinran Li

Traditionally, the sensitivity analysis of a Bayesian network studies the impact of individually modifying the entries of its conditional probability tables in a one-at-a-time (OAT) fashion. However, this approach fails to give a…

Artificial Intelligence · Computer Science 2024-06-11 Rafael Ballester-Ripoll , Manuele Leonelli

Uncertainty quantification is a primary challenge for reliable modeling and simulation of complex stochastic dynamics. Such problems are typically plagued with incomplete information that may enter as uncertainty in the model parameters, or…

Probability · Mathematics 2015-07-15 Paul Dupuis , Markos A. Katsoulakis , Yannis Pantazis , Petr Plechac

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

We consider the problem where a modeller conducts sensitivity analysis of a model consisting of random input factors, a corresponding random output of interest, and a baseline probability measure. The modeller seeks to understand how the…

Risk Management · Quantitative Finance 2022-06-01 Silvana M. Pesenti

Decision tree ensembles are widely used in critical domains, making robustness and sensitivity analysis essential to their trustworthiness. We study the feature sensitivity problem, which asks whether an ensemble is sensitive to a specified…

Machine Learning · Computer Science 2026-02-10 Namrita Varshney , Ashutosh Gupta , Arhaan Ahmad , Tanay V. Tayal , S. Akshay

In this study, we introduce a sensitivity analysis methodology for stochastic systems in chemistry, where dynamics are often governed by random processes. Our approach is based on gradient estimation via finite differences, averaging…

Quantitative Methods · Quantitative Biology 2026-01-12 Erika M. Herrera Machado , Jakob L. Andersen , Rolf Fagerberg , Daniel Merkle

An important task for many if not all the scientific domains is efficient knowledge integration, testing and codification. It is often solved with model construction in a controllable computational environment. In spite of that, the…

Molecular Networks · Quantitative Biology 2018-11-06 Emilia M. Wysocka , Valery Dzutsati , Tirthankar Bandyopadhyay , Laura Condon , Sahil Garg

Previous work on sensitivity analysis in Bayesian networks has focused on single parameters, where the goal is to understand the sensitivity of queries to single parameter changes, and to identify single parameter changes that would enforce…

Artificial Intelligence · Computer Science 2012-07-19 Hei Chan , Adnan Darwiche

Sensitivity analysis is an effective tool for systematically identifying specific perturbations in parameters that have significant effects on the behavior of a given biosystem, at the scale investigated. In this work, using a…

Quantitative Methods · Quantitative Biology 2007-12-04 Zhihui Wang , Christina M. Birch , Thomas S. Deisboeck

In causal inference, sensitivity analysis is important to assess the robustness of study conclusions to key assumptions. We perform sensitivity analysis of the assumption that missing outcomes are missing completely at random. We follow a…

Statistics Theory · Mathematics 2023-05-12 Bart Eggen , Stéphanie L. van der Pas , Aad W. van der Vaart

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 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

Sensitivity Analysis is a framework to assess how conclusions drawn from missing outcome data may be vulnerable to departures from untestable underlying assumptions. We extend the E-value, a popular metric for quantifying robustness of…

Methodology · Statistics 2021-08-31 Wu Xue , Abbas Zaidi

Detailed dynamical systems' models used in the life sciences may include hundreds of state variables and many input parameters, often with physical meaning. Therefore, efficient and unique input parameter identification, from experimental…

Quantitative Methods · Quantitative Biology 2023-06-29 Harry Saxton , Xu Xu , Ian Halliday , Torsten Schenkel

Model complexity in amplitude analyses is often a priori under-constrained since the underlying theory permits a large number of possible amplitudes to contribute to most physical processes. The use of an overly complex model results in…

Data Analysis, Statistics and Probability · Physics 2015-09-30 Baptiste Guegan , John Hardin , Justin Stevens , Mike Williams