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In the following article we provide an exposition of exact computational methods to perform parameter inference from partially observed network models. In particular, we consider the duplication attachment (DA) model which has a likelihood…
Sparse networks can be found in a wide range of applications, such as biological and communication networks. Inference of such networks from data has been receiving considerable attention lately, mainly driven by the need to understand and…
Study samples often differ from the target populations of inference and policy decisions in non-random ways. Researchers typically believe that such departures from random sampling -- due to changes in the population over time and space, or…
We propose a new importance sampling framework for the estimation and analysis of Sobol' indices. We focus on the estimation of the conditional second-moment quantity underlying these indices, which is the most challenging term to estimate.…
Global sensitivity analysis of a numerical code, more specifically estimation of Sobol indices associated with input variables, generally requires a large number of model runs. When those demand too much computation time, it is necessary to…
Factor importance measures the impact of each feature on output prediction accuracy. Many existing works focus on the model-based importance, but an important feature in one learning algorithm may hold little significance in another model.…
It is well-known that linearized perturbation methods for sensitivity analysis, such as tangent or adjoint equation-based, finite difference and automatic differentiation are not suitable for turbulent flows. The reason is that turbulent…
We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…
Global sensitivity analysis (GSA) of numerical simulators aims at studying the global impact of the input uncertainties on the output. To perform the GSA, statistical tools based on inputs/output dependence measures are commonly used. We…
Sensitivity analysis is an important part of a mathematical modeller's toolbox for model analysis. In this review paper, we describe the most frequently used sensitivity techniques, discussing their advantages and limitations, before…
Complex computer codes are widely used in science to model physical systems. Sensitivity analysis aims to measure the contributions of the inputs on the code output variability. An efficient tool to perform such analysis are the…
The Sobol' indices are a recognized tool in global sensitivity analysis. When the uncertain variables in a model are statistically independent, the Sobol' indices may be easily interpreted and utilized. However, their interpretation and…
The PAWN index is gaining traction among the modelling community as a sensitivity measure. However, the robustness to its design parameters has not yet been scrutinized: the size ($N$) and sampling ($\varepsilon$) of the model output, the…
Causal graphs may inform covariate adjustment for estimating causal effects and improve estimation efficiency by exploiting the graphical structure. In many applications, however, the target causal parameter may not be point-identified due…
This paper proposes a new pathwise sensitivity estimator for chaotic SDEs. By introducing a spring term between the original and perturbated SDEs, we derive a new estimator by importance sampling. The variance of the new estimator increases…
Given its vast application on online social networks, Influence Maximization (IM) has garnered considerable attention over the last couple of decades. Due to the intricacy of IM, most current research concentrates on estimating the…
Reliability analysis typically relies on deterministic simulators, which yield repeatable outputs for identical inputs. However, many real-world systems display intrinsic randomness, requiring stochastic simulators whose outputs are random…
We consider the problem of inferring the functional connectivity of a large-scale computer network from sparse time series of events emitted by its nodes. We do so under the following three domain-specific constraints: (a) non-stationarity…
We consider a causal inference model in which individuals interact in a social network and they may not comply with the assigned treatments. In particular, we suppose that the form of network interference is unknown to researchers. To…
The rapid influx of data-driven models into the industrial sector has been facilitated by the proliferation of sensor technology, enabling the collection of vast quantities of data. However, leveraging these models for failure detection and…