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Global sensitivity analysis is the main quantitative technique for identifying the most influential input variables in a numerical simulation model. In particular when the inputs are independent, Sobol' sensitivity indices attribute a…
Global sensitivity analysis of complex numerical models can be performed by calculating variance-based importance measures of the input variables, such as the Sobol indices. However, these techniques, requiring a large number of model…
The main objective of this paper is to estimate optimally Sobol' indices at any order when a unique input/output i.i.d.\ sample is available. Our approach stands on three main ingredients: semi-parametric estimation theory, high-order…
From an operational and planning perspective, it is important to quantify the impact of increasing penetration of photovoltaics on the distribution system. Most existing impact assessment studies are scenario-based where derived results are…
Stochastic models are necessary for the realistic description of an increasing number of applications. The ability to identify influential parameters and variables is critical to a thorough analysis and understanding of the underlying…
The influence model is a discrete-time stochastic model that succinctly captures the interactions of a network of Markov chains. The model produces a reduced-order representation of the stochastic network, and can be used to describe and…
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…
The challenges for non-intrusive methods for Polynomial Chaos modeling lie in the computational efficiency and accuracy under a limited number of model simulations. These challenges can be addressed by enforcing sparsity in the series…
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…
In a diffusion process on a network, how many nodes are expected to be influenced by a set of initial spreaders? This natural problem, often referred to as influence estimation, boils down to computing the marginal probability that a given…
In the context of global sensitivity analysis, the Sobol' indices constitute a powerful tool for assessing the relative significance of the uncertain input parameters of a model. We herein introduce a novel approach for evaluating these…
Sensitivity analyses reveal the influence of various modeling choices on the outcomes of statistical analyses. While theoretically appealing, they are overwhelmingly inefficient for complex Bayesian models. In this work, we propose…
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…
This paper presents an efficient surrogate modeling strategy for the uncertainty quantification and Bayesian calibration of a hydrological model. In particular, a process-based dynamical urban drainage simulator that predicts the discharge…
We present the first application of a variance-based sensitivity analysis (SA) to a model that aims to predict the evolution and properties of the whole galaxy population. SA is a well-established technique in other quantitative sciences,…
In predictive modeling with simulation or machine learning, it is critical to accurately assess the quality of estimated values through output analysis. In recent decades output analysis has become enriched with methods that quantify the…
Reliability-oriented sensitivity analysis aims at combining both reliability and sensitivity analyses by quantifying the influence of each input variable of a numerical model on a quantity of interest related to its failure. In particular,…
Drawing parallels with the way biological networks are studied, we adapt the treatment--control paradigm to explainable artificial intelligence research and enrich it through multi-parametric input alterations. In this study, we propose a…
The sensitivity analysis of biological system models can significantly contribute to identifying and explaining influences of internal or external changes on model and its elements. We propose here a comprehensive framework to study…
In this letter, we compare three polynomial chaos expansion (PCE)-based methods for ANCOVA (ANalysis of COVAriance) indices based global sensitivity analysis for correlated random inputs in two power system applications. Surprisingly, the…