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In the framework of risk assessment in nuclear accident analysis, best-estimatecomputer codes, associated to a probabilistic modeling of the uncertain input variables,are used to estimate safety margins. A first step in such uncertainty…

Computational Engineering, Finance, and Science · Computer Science 2021-08-30 A. Marrel , Bertrand Iooss , V Chabridon

Parameter identification is crucial in virtual engineering processes, yet determining appropriate system excitations for identifying specific parameters remains challenging. In practice, extensive experimental programs often fail to…

Optimization and Control · Mathematics 2026-05-07 Kevin Schmidt , Nicola Henkelmann , Christoph Mark , Johannes von Keler

The insensitive parameter in support vector regression determines the set of support vectors that greatly impacts the prediction. A data-driven approach is proposed to determine an approximate value for this insensitive parameter by…

Machine Learning · Computer Science 2020-03-10 Jinran Wu , You-Gan Wang

Estimating parameters of dynamic models from experimental data is a challenging, and often computationally-demanding task. It requires a large number of model simulations and objective function gradient computations, if gradient-based…

Quantitative Methods · Quantitative Biology 2024-05-28 Polina Lakrisenko , Dilan Pathirana , Daniel Weindl , Jan Hasenauer

The global sensitivity analysis of a numerical model aims to quantify, by means of sensitivity indices estimate, the contributions of each uncertain input variable to the model output uncertainty. The so-called Sobol' indices, which are…

Statistics Theory · Mathematics 2019-11-26 Bertrand Iooss , Clémentine Prieur

In this study, we develop a methodology for model reduction and selection informed by global sensitivity analysis (GSA) methods. We apply these techniques to a control model that takes systolic blood pressure and thoracic tissue pressure…

Quantitative Methods · Quantitative Biology 2021-05-17 E. Benjamin Randall , Nicholas Z. Randolph , Alen Alexanderian , Mette S. Olufsen

Estimation of model parameters of computer simulators, also known as calibration, is an important topic in many engineering applications. In this paper, we consider the calibration of computer model parameters with the help of engineering…

Applications · Statistics 2020-01-01 Yan Wang , Xiaowei Yue , Rui Tuo , Jeffrey H. Hunt , Jianjun Shi

Global sensitivity analysis is a powerful set of ideas and heuristics for understanding the importance and interplay between uncertain parameters in a computational model. Such a model is characterized by a set of input parameters and an…

Numerical Analysis · Mathematics 2020-12-23 Chun Yui Wong , Pranay Seshadri , Geoffrey T. Parks

Interpreting data with mathematical models is an important aspect of real-world industrial and applied mathematical modeling. Often we are interested to understand the extent to which a particular set of data informs and constrains model…

Methodology · Statistics 2025-03-06 Matthew J Simpson , Ruth E Baker

Sobol' sensitivity indices allow to quantify the respective effects of random input variables and their combinations on the variance of mathematical model output. We focus on the problem of Sobol' indices estimation via a metamodeling…

Statistics Theory · Mathematics 2021-01-07 Ivan I. Panin

Fabrication process variations are a major source of yield degradation in the nano-scale design of integrated circuits (IC), microelectromechanical systems (MEMS) and photonic circuits. Stochastic spectral methods are a promising technique…

Computational Engineering, Finance, and Science · Computer Science 2016-11-08 Zheng Zhang , Tsui-Wei Weng , Luca Daniel

Sensitivity indices are commonly used to quantity the relative inuence of any specic group of input variables on the output of a computer code. In this paper, we focus both on computer codes the output of which is a cumulative distribution…

Statistics Theory · Mathematics 2020-07-27 Jean-Claude Fort , Thierry Klein , Agnès Lagnoux

Our paper deals with inferring simulator-based statistical models given some observed data. A simulator-based model is a parametrized mechanism which specifies how data are generated. It is thus also referred to as generative model. We…

Machine Learning · Statistics 2016-01-01 Michael U. Gutmann , Jukka Corander

Cosmic-ray acceleration processes in astrophysical plasmas are often investigated with fully-kinetic or hybrid kinetic numerical simulations, which enable us to describe a detailed microphysics of particle energization mechanisms. Tracing…

High Energy Astrophysical Phenomena · Physics 2025-02-12 Gabriel Torralba Paz , Artem Bohdan , Jacek Niemiec

It is well-known that Sobol indices, which count among the most popular sensitivity indices, are based on the Sobol decomposition. Here we challenge this construction by redefining Sobol indices without the Sobol decomposition. In fact, we…

Machine Learning · Statistics 2026-03-23 Gildas Mazo

Sensitivity analysis is a classical and fundamental tool to evaluate the role of a given parameter in a given system characteristic. Because the phase response curve is a fundamental input--output characteristic of oscillators, we developed…

Dynamical Systems · Mathematics 2024-05-03 Pierre Sacré , Rodolphe Sepulchre

In uncertainty quantification, evaluating sensitivity measures under specific conditions (i.e., conditional Sobol' indices) is essential for systems with parameterized responses, such as spatial fields or varying operating conditions.…

Machine Learning · Statistics 2026-04-22 Shijie Zhong , Jiangfeng Fu

Particle accelerator modeling is an important field of research and development, essential to investigating, designing and operating some of the most complex scientific devices ever built. Kinetic simulations of relativistic, charged…

Accelerator Physics · Physics 2024-05-02 Ryan T. Sandberg , Remi Lehe , Chad E. Mitchell , Marco Garten , Andrew Myers , Ji Qiang , Jean-Luc Vay , Axel Huebl

A novel theoretical and numerical framework for the estimation of Sobol sensitivity indices for models in which inputs are confined to a non-rectangular domain (e.g., in presence of inequality constraints) is developed. Two numerical…

Statistics Theory · Mathematics 2016-05-18 S. Kucherenko , O. V. Klymenko , N. Shah

Recent efforts for the improvement of the accuracy of physics data libraries used in particle transport are summarized. Results are reported about a large scale validation analysis of atomic parameters used by major Monte Carlo systems…

Computational Physics · Physics 2015-06-11 M. Batic , M. Han , S. Hauf , G. Hoff , C. H. Kim , M. Kuster , M. G. Pia , P. Saracco , H. Seo
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