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In uncertainty quantification, a stochastic modelling is often applied, where parameters are substituted by random variables. We investigate linear dynamical systems of ordinary differential equations with a quantity of interest as output.…

Numerical Analysis · Mathematics 2019-09-23 Roland Pulch , Akil Narayan

Data-driven methods for personalizing treatment assignment have garnered much attention from clinicians and researchers. Dynamic treatment regimes formalize this through a sequence of decision rules that map individual patient…

Methodology · Statistics 2022-02-22 Eric J. Rose , Erica E. M. Moodie , Susan Shortreed

We provide a novel method for sensitivity analysis of parametric robust Markov chains. These models incorporate parameters and sets of probability distributions to alleviate the often unrealistic assumption that precise probabilities are…

Machine Learning · Computer Science 2023-05-03 Thom Badings , Sebastian Junges , Ahmadreza Marandi , Ufuk Topcu , Nils Jansen

The phase field theory of crystal nucleation described in [L. Granasy, T. Borzsonyi, T. Pusztai, Phys. Rev. Lett. 88, 206105 (2002)] is applied for nucleation in hard--sphere liquids. The exact thermodynamics from molecular dynamics is…

Statistical Mechanics · Physics 2009-11-10 Laszlo Granasy , Tamas Pusztai , Zoltan Jurek , Massimo Conti , Bjorn Kvamme

We consider the important problem of estimating parameter sensitivities for stochastic models of reaction networks that describe the dynamics as a continuous-time Markov process over a discrete lattice. These sensitivity values are useful…

Probability · Mathematics 2018-01-12 Ankit Gupta , Muruhan Rathinam , Mustafa Khammash

The quest towards expansion of the MAX design space has been accelerated with the recent discovery of several solid solution and ordered phases involving at least two MAX end members. Going beyond the nominal MAX compounds enables not only…

Materials Science · Physics 2017-04-11 Thien C. Duong , Anjana Talapatra , Woongrak Son , Miladin Radovic , Raymundo Arroyave

A quantum theory of multiphase estimation is crucial for quantum-enhanced sensing and imaging and may link quantum metrology to more complex quantum computation and communication protocols. In this letter we tackle one of the key…

Probabilistic prediction of sequences from images and other high-dimensional data is a key challenge, particularly in risk-sensitive applications. In these settings, it is often desirable to quantify the uncertainty associated with the…

Machine Learning · Computer Science 2024-10-31 Qidong Yang , Weicheng Zhu , Joseph Keslin , Laure Zanna , Tim G. J. Rudner , Carlos Fernandez-Granda

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

Observational studies provide invaluable opportunities to draw causal inference, but they may suffer from biases due to pretreatment difference between treated and control units. Matching is a popular approach to reduce observed covariate…

Methodology · Statistics 2025-09-17 Xinran Li

Conventional Bayesian estimation requires an accurate stochastic model of a system. However, this requirement is not always met in many practical cases where the system is not completely known or may differ from the assumed model. For such…

Signal Processing · Electrical Eng. & Systems 2023-04-05 Ranjeet Kumar Tiwari , Shovan Bhaumik

Computational models of the cardiovascular system are increasingly used for the diagnosis, treatment, and prevention of cardiovascular disease. Before being used for translational applications, the predictive abilities of these models need…

Applications · Statistics 2024-01-11 Friederike Schäfer , Daniele E. Schiavazzi , Leif Rune Hellevik , Jacob Sturdy

Recently, it has been demonstrated experimentally that adaptive estimation of a continuously varying optical phase provides superior accuracy in the phase estimate compared to static estimation. Here, we show that the mean-square error in…

Quantum Physics · Physics 2012-12-12 Shibdas Roy , Ian R. Petersen , Elanor H. Huntington

Multivariate meta-analysis of test accuracy studies when tests are evaluated in terms of sensitivity and specificity at more than one threshold represents an effective way to synthesize results by fully exploiting the data, if compared to…

Methodology · Statistics 2019-01-29 Annamaria Guolo , Duc Khanh To

We use first-order perturbation theory to provide a local linear relation between the circuit parameters and the poles of an RLC network. The sensitivity matrix, which defines this relationship, is obtained from the systems eigenvectors and…

Other Computer Science · Computer Science 2015-06-03 Olivier Buu

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 work presents a detailed covariance and correlation matrix analysis for experimentally measured cross sections obtained using the activation technique. Both statistical and systematic contributions to the covariance matrix were…

Nuclear Theory · Physics 2026-04-01 Tanmoy Bar

This paper introduces the $f$-sensitivity model, a new sensitivity model that characterizes the violation of unconfoundedness in causal inference. It assumes the selection bias due to unmeasured confounding is bounded "on average"; compared…

Methodology · Statistics 2022-09-07 Ying Jin , Zhimei Ren , Zhengyuan Zhou

Through the Bayesian lens of data assimilation, uncertainty on model parameters is traditionally quantified through the posterior covariance matrix. However, in modern settings involving high-dimensional and computationally expensive…

Computation · Statistics 2023-11-16 Michael Stanley , Mikael Kuusela , Brendan Byrne , Junjie Liu

We provide an efficient method to approximate the covariance between decision variables and uncertain parameters in solutions to a general class of stochastic nonlinear complementarity problems. We also develop a sensitivity metric to…

Optimization and Control · Mathematics 2018-10-10 Sriram Sankaranarayanan , Felipe Feijoo , Sauleh Siddiqui