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In this paper we extend the parametric sensitivity analysis (SA) methodology proposed in Ref. [Y. Pantazis and M. A. Katsoulakis, J. Chem. Phys. 138, 054115 (2013)] to continuous time and continuous space Markov processes represented by…

Information Theory · Computer Science 2014-12-22 Anastasios Tsourtis , Yannis Pantazis , Markos A. Katsoulakis , Vagelis Harmandaris

The optimization of high dimensional functions is a key issue in engineering problems but it frequently comes at a cost that is not acceptable since it usually involves a complex and expensive computer code. Engineers often overcome this…

Machine Learning · Statistics 2019-06-18 Adrien Spagnol , Rodolphe Le Riche , Sebastien Da Veiga

Causal effect moderation investigates how the effect of interventions (or treatments) on outcome variables changes based on observed characteristics of individuals, known as potential effect moderators. With advances in data collection,…

Methodology · Statistics 2024-11-26 Soham Bakshi , Walter Dempsey , Snigdha Panigrahi

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,…

Astrophysics of Galaxies · Physics 2020-01-08 Piotr Oleskiewicz , Carlton M. Baugh

The paper proposes a time-varying parameter global vector autoregressive (TVP-GVAR) framework for predicting and analysing developed region economic variables. We want to provide an easily accessible approach for the economy application…

Econometrics · Economics 2022-09-14 Yukang Jiang , Xueqin Wang , Zhixi Xiong , Haisheng Yang , Ting Tian

Consider the normal linear regression setup when the number of covariates p is much larger than the sample size n, and the covariates form correlated groups. The response variable y is not related to an entire group of covariates in all or…

Methodology · Statistics 2023-09-06 Pranay Agarwal , Subhajit Dutta , Minerva Mukhopadhyay

Instrumental variables regression is a tool that is commonly used in the analysis of observational data. The instrumental variables are used to make causal inference about the effect of a certain exposure in the presence of unmeasured…

Methodology · Statistics 2023-09-07 Valentin Vancak , Arvid Sjölander

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…

This paper addresses sensitivity analysis for dynamic models, linking dependent inputs to observed outputs. The usual method to estimate Sobol indices are based on the independence of input variables. We present a method to overpass this…

Applications · Statistics 2015-09-15 Mathilde Grandjacques , Alexandre Janon , Benoit Delinchant , Olivier Adrot

Complex computer codes are widely used in science and engineering to model physical phenomena. Furthermore, it is common that they have a large number of input parameters. Global sensitivity analysis aims to identify those which have the…

Statistics Theory · Mathematics 2013-07-09 Loic Le Gratiet , Claire Cannamela , Bertrand Iooss

This paper analyzes Structural Vector Autoregressions (SVARs) where identification of structural parameters holds locally but not globally. In this case there exists a set of isolated structural parameter points that are observationally…

Econometrics · Economics 2026-03-10 Emanuele Bacchiocchi , Toru Kitagawa

The method of derivative based global sensitivity measures (DGSM) has recently become popular among practitioners. It has a strong link with the Morris screening method and Sobol' sensitivity indices and has several advantages over them.…

Statistics Theory · Mathematics 2023-12-05 Serge Kucherenko , Bertrand Iooss

In this paper we present the greedy step averaging(GSA) method, a parameter-free stochastic optimization algorithm for a variety of machine learning problems. As a gradient-based optimization method, GSA makes use of the information from…

Machine Learning · Computer Science 2016-11-14 Xiatian Zhang , Fan Yao , Yongjun Tian

Cardiac disease evaluation depends on multiple diagnostic modalities: electrocardiogram (ECG) to diagnose abnormal heart rhythms, and imaging modalities such as Magnetic Resonance Imaging (MRI), Computed Tomography (CT) and echocardiography…

Signal Processing · Electrical Eng. & Systems 2024-12-25 Evariste Njomgue Fotso , Buntheng Ly , Hubert Cochet , Maxime Sermesant

Variance-based sensitivity methods can provide insights into large computational models. We present a novel application of sensitivity analysis to the Biomass Scenario Model (BSM) a large and complex system dynamics model of the developing…

Applications · Statistics 2018-03-29 Daniel Inman , Laura J. Vimmerstedt , Brian Bush , Dana Stright , Steve Peterson

Patient-specific modeling of cardiovascular flows with high-fidelity is challenging due to its dependence on accurately estimated velocity boundary profiles, which are essential for precise simulations and directly influence wall shear…

Numerical Analysis · Mathematics 2024-11-28 Kabir Bakhshaei , Sajad Salavatidezfouli , Giovanni Stabile , Gianluigi Rozza

Computational Fluid Dynamics (CFD) is used to assist in designing artificial valves and planning procedures, focusing on local flow features. However, assessing the impact on overall cardiovascular function or predicting longer-term…

Global sensitivity analysis (GSA) of functional-output models is usually performed by combining statistical techniques, such as basis expansions, metamodeling and sampling based estimation of sensitivity indices. By neglecting truncation…

Methodology · Statistics 2025-12-22 Yuri Taglieri Sáo , Olivier Roustant , Geraldo de Freitas Maciel

The in vitro transcription (IVT) process is a critical step in RNA production. To ensure the efficiency of RNA manufacturing, it is essential to optimize and identify its key influencing factors. In this study, multiple Gaussian Process…

Quantitative Methods · Quantitative Biology 2024-11-01 Min Tao , Adithya Nair , Ioanna Kalospyrou , Robert A Milton , Mabrouka Maamra , Zoltan Kis , Joan Cordiner , Solomon F Brown

Physical phenomena are commonly modeled by numerical simulators. Such codes can take as input a high number of uncertain parameters and it is important to identify their influences via a global sensitivity analysis (GSA). However, these…

Methodology · Statistics 2014-12-04 Matthias De Lozzo , Amandine Marrel