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There exist many methods for sensitivity analysis readily available to the practitioner. While each seeks to help the modeler answer the same general question -- How do sources of uncertainty or changes in the model inputs relate to…

Methodology · Statistics 2025-06-16 Devin Francom , Abigael Nachtsheim

We explore the application of uncertainty quantification methods to agent-based models (ABMs) using a simple sheep and wolf predator-prey model. This work serves as a tutorial on how techniques like emulation can be powerful tools in this…

Other Statistics · Statistics 2024-09-26 Louise Kimpton , Peter Challenor , James Salter

Sensitivity analysis (SA) has much to offer for a very large class of applications, such as model selection, calibration, optimization, quality assurance and many others. Sensitivity analysis offers crucial contextual information regarding…

Sensitivity analysis is concerned with understanding how the model output depends on uncertainties (variances) in inputs and then identifies which inputs are important in contributing to the prediction imprecision. Uncertainty determination…

Physics and Society · Physics 2017-01-04 Yueying Zhu , Qiuping Alexandre Wang , Wei Li , Xu Cai

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…

Quantitative Methods · Quantitative Biology 2020-01-14 George Qian , Adam Mahdi

Agent-based modeling is a computational dynamic modeling technique that may be less familiar to some readers. Agent-based modeling seeks to understand the behaviour of complex systems by situating agents in an environment and studying the…

Multiagent Systems · Computer Science 2023-04-19 G. Wade McDonald , Nathaniel D. Osgood

Von Neuman's work on universal machines and the hardware development have allowed the simulation of dynamical systems through a large set of interacting agents. This is a bottom-up approach which tries to derive global properties of a…

Graphics · Computer Science 2007-05-23 Gilson A. Giraldi , Luis C. da Costa , Adilson V. Xavier , Paulo S. Rodrigues

In their book Uncertainty and Quality of Science for Policy (1990), Funtowicz and Ravetz argued the need to extend traditional methods and techniques of quality assurance in policy-related science. Since then, these ideas have been…

Applying LLM-based multi-agent software systems in safety-critical domains such as lifespan echocardiography introduces system-level risks that cannot be addressed by improving model accuracy alone. During system operation, beyond…

Software Engineering · Computer Science 2026-02-27 Man Zhang , Tao Yue , Yihua He

We introduce several methods for assessing sensitivity to unmeasured confounding in marginal structural models; importantly we allow treatments to be discrete or continuous, static or time-varying. We consider three sensitivity models: a…

Methodology · Statistics 2022-10-12 Matteo Bonvini , Edward Kennedy , Valerie Ventura , Larry Wasserman

We propose an uncertainty propagation study and a sensitivity analysis with the Ocular Mathematical Virtual Simulator, a computational and mathematical model that predicts the hemodynamics and biomechanics within the human eye. In this…

Numerical Analysis · Mathematics 2023-01-24 Christophe Prud'Homme , Lorenzo Sala , Marcela Szopos

Agent-Based Models (ABM) are computational scenario-generators, which can be used to predict the possible future outcomes of the complex system they represent. To better understand the robustness of these predictions, it is necessary to…

General Economics · Economics 2022-08-08 Karl Naumann-Woleske , Max Sina Knicker , Michael Benzaquen , Jean-Philippe Bouchaud

Parameter inference and uncertainty quantification are important steps when relating mathematical models to real-world observations, and when estimating uncertainty in model predictions. However, methods for doing this can be…

Quantitative Methods · Quantitative Biology 2025-08-27 Michael J. Plank , Matthew J. Simpson

In computational materials science, mechanical properties are typically extracted from simulations by means of analysis routines that seek to mimic their experimental counterparts. However, simulated data often exhibit uncertainties that…

Data Analysis, Statistics and Probability · Physics 2017-12-07 Paul N. Patrone , Anthony J. Kearsley , Andrew M. Dienstfrey

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

Modelling and computational methods have been essential in advancing quantitative science, especially in the past two decades with the availability of vast amount of complex, voluminous, and heterogeneous data. In particular, there has been…

Multiagent Systems · Computer Science 2020-07-09 Affan Shoukat , Seyed M. Moghadas

In this paper, the sensitivity analysis of a single scale model is employed in order to reduce the input dimensionality of the related multiscale model, in this way, improving the efficiency of its uncertainty estimation. The approach is…

Computation · Statistics 2019-11-12 Anna Nikishova , Giovanni E. Comi , Alfons G. Hoekstra

We derive a novel sensitivity analysis of input variables for predictive epistemic and aleatoric uncertainty. We use Bayesian neural networks with latent variables as a model class and illustrate the usefulness of our sensitivity analysis…

Machine Learning · Statistics 2017-12-12 Stefan Depeweg , José Miguel Hernández-Lobato , Steffen Udluft , Thomas Runkler

We consider control strategies for large-scale interacting agent systems under uncertainty. The particular focus is on the design of robust controls that allow to bound the variance of the controlled system over time. To this end we…

Optimization and Control · Mathematics 2022-10-06 Giacomo Albi , Michael Herty , Chiara Segala

Agent-based models have been employed to describe numerous processes in immunology. Simulations based on these types of models have been used to enhance our understanding of immunology and disease pathology. We review various agent-based…

Cell Behavior · Quantitative Biology 2017-12-05 Amy L. Bauer , Catherine A. A. Beauchemin , Alan S. Perelson
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