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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

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

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

Many mathematical models involve input parameters, which are not precisely known. Global sensitivity analysis aims to identify the parameters whose uncertainty has the largest impact on the variability of a quantity of interest (output of…

Models with high-dimensional parameter spaces are common in many applications. Global sensitivity analyses can provide insights on how uncertain inputs and interactions influence the outputs. Many sensitivity analysis methods face…

Applications · Statistics 2023-02-27 Haochen Ye , Robert E. Nicholas , Vivek Srikrishnan , Klaus Keller

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

This study demonstrates the capabilities of several methods for analyzing the sensitivity of neural networks to perturbations of the input data and interpreting their underlying mechanisms. The investigated approaches include the Sobol…

Numerical Analysis · Mathematics 2025-04-22 Jiaxuan Miao , Sergey Matveev

Nowadays, the numerical models of real-world structures are more precise, more complex and, of course, more time-consuming. Despite the growth of a computational effort, the exploration of model behaviour remains a complex task. The…

Computational Engineering, Finance, and Science · Computer Science 2014-10-17 Eliska Janouchova , Anna Kucerova

Sensitivity analysis plays an important role in the development of computer models/simulators through identifying the contribution of each (uncertain) input factor to the model output variability. This report investigates different aspects…

Computation · Statistics 2022-06-24 Hossein Mohammadi , Peter Challenor , Clémentine Prieur

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

We argue that interpretations of machine learning (ML) models or the model-building process can be seen as a form of sensitivity analysis (SA), a general methodology used to explain complex systems in many fields such as environmental…

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…

Computational Engineering, Finance, and Science · Computer Science 2023-01-10 Barbara Wirthl , Sebastian Brandstaeter , Jonas Nitzler , Bernhard A. Schrefler , Wolfgang A. Wall

Multiscale, agent-based mathematical models of biological systems are often associated with model uncertainty and sensitivity to parameter perturbations. Here, three uncertainty and sensitivity analyses methods, that are suitable to use…

Methodology · Statistics 2020-12-24 Sara Hamis , Stanislav Stratiev , Gibin G Powathil

In the context of air quality control, our objective is to quantify the impact of uncertain inputs such as meteorological conditions and traffic parameters on pollutant dispersion maps. It is worth noting that the majority of sensitivity…

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

Many mathematical models involve input parameters, which are not precisely known. Global sensitivity analysis aims to identify the parameters whose uncertainty has the largest impact on the variability of a quantity of interest (output of…

Statistics Theory · Mathematics 2013-03-27 Alexandre Janon , Thierry Klein , Agnes Lagnoux-Renaudie , Maëlle Nodet , Clémentine Prieur

In the context of sensitivity analysis of complex phenomena in presence of uncertainty, we motivate and precise the idea of orienting the analysis towards a critical domain of the studied phenomenon. We make a brief history of related…

Methodology · Statistics 2018-04-02 Hugo Raguet , Amandine Marrel

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…

Predictions from science and engineering models depend on several input parameters. Global sensitivity analysis quantifies the importance of each input parameter, which can lead to insight into the model and reduced computational cost;…

Numerical Analysis · Mathematics 2016-07-28 Paul G. Constantine , Paul Diaz

Sensitivity analysis is an important tool used in many domains of computational science to either gain insight into the mathematical model and interaction of its parameters or study the uncertainty propagation through the input-output…

Methodology · Statistics 2023-06-02 Juraj Kardos , Wouter Edeling , Diana Suleimenova , Derek Groen , Olaf Schenk
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