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Performing an additive decomposition of arbitrary functions of random elements is paramount for global sensitivity analysis and, therefore, the interpretation of black-box models. The well-known seminal work of Hoeffding characterized the…

Functional Analysis · Mathematics 2024-09-12 Marouane Il Idrissi , Nicolas Bousquet , Fabrice Gamboa , Bertrand Iooss , Jean-Michel Loubes

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

Global sensitivity analysis (GSA) aims to detect influential input factors that lead a model to arrive at a certain decision and is a significant approach for mitigating the computational burden of processing high dimensional data. In this…

Machine Learning · Computer Science 2024-06-26 Zahra Sadeghi , Stan Matwin

Global minimization is a fundamental challenge in optimization, especially in machine learning, where finding the global minimum of a function directly impacts model performance and convergence. This article introduces a novel optimization…

Machine Learning · Computer Science 2024-10-31 Seifeddine Achour

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

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…

The Trotter decomposition is a basic approach to Hamiltonian simulation (digital quantum simulation). The first-order Trotter decomposition is the simplest one, whose deviations from target dynamics are of the first order of a small…

Quantum Physics · Physics 2023-08-30 Takuya Hatomura

Simulating the dynamic evolutions of physical and molecular systems in a quantum computer is of fundamental interest in many applications. Its implementation requires efficient quantum simulation algorithms. The Lie-Trotter-Suzuki…

Quantum Physics · Physics 2022-11-15 Yue Yu , Yulin Chi , Chonghao Zhai , Jieshan Huang , Qihuang Gong , Jianwei Wang

Inspired by the well-established variance-based methods for global sensitivity analysis, we develop a local total sensitivity index that decomposes the global total sensitivity conditions by independent variables' values. We employ this…

Methodology · Statistics 2021-07-21 Brian W. Bush , Joanne Wendelberger , Rebecca Hanes

In this paper, a new computational framework based on the topology derivative concept is presented for evaluating stochastic topological sensitivities of complex systems. The proposed framework, designed for dealing with high dimensional…

Computational Engineering, Finance, and Science · Computer Science 2020-09-16 Xuchun Ren

This work introduces the use of multivariate global sensitivity analysis for assessing the impact of uncertain electric machine design parameters on efficiency maps and profiles. Contrary to the common approach of applying variance-based…

Computational Engineering, Finance, and Science · Computer Science 2026-04-29 Aylar Partovizadeh , Sebastian Schöps , Dimitrios Loukrezis

This paper presents a framework for the analysis of discretization methods based on the decomposition into local and global problems. We apply the framework to provide a comprehensive error analysis for the embedded Trefftz discontinuous…

Numerical Analysis · Mathematics 2025-12-02 Philip L. Lederer , Christoph Lehrenfeld , Paul Stocker , Igor Voulis

We present an HSIC-based approach for global sensitivity analysis of broad classes of models with correlated and possibly function-valued inputs and outputs. To this end, we define the total HSIC sensitivity index: a bounded, interpretable,…

Statistics Theory · Mathematics 2026-03-03 Troy Larsen , Alen Alexanderian

By precisely writing down the matrix element of the local Boltzmann operator, we have proposed a new path integral formulation for quantum field theory and developed a corresponding Monte Carlo algorithm. With current formula, the…

Strongly Correlated Electrons · Physics 2022-03-08 J. Wang , W. Pan , D. Y. Sun

To tackle the curse of dimensionality and multicollinearity problems of polynomial chaos expansion for analyzing global sensitivity and reliability of models with high stochastic dimensions, this paper proposes a novel non-intrusive…

Numerical Analysis · Mathematics 2024-12-20 Ling-Ze Bu , Wei Zhao , Wei Wang

We present quantum algorithms for the simulation of quantum systems in one spatial dimension, which result in quantum speedups that range from superpolynomial to polynomial. We first describe a method to simulate the evolution of the…

Quantum Physics · Physics 2016-08-09 Rolando D. Somma

In this paper we develop elements of the global calculus of Fourier integral operators in $R^n$ under minimal decay assumptions on phases and amplitudes. We also establish global weighted Sobolev $L^2$ estimates for a class of Fourier…

Analysis of PDEs · Mathematics 2011-08-11 Michael Ruzhansky , Mitsuru Sugimoto

Numerical simulators are widely used to model physical phenomena and global sensitivity analysis (GSA) aims at studying the global impact of the input uncertainties on the simulator output. To perform GSA, statistical tools based on…

Methodology · Statistics 2026-05-29 Anouar Meynaoui , Amandine Marrel , Béatrice Laurent

We propose a novel modular debiasing technique applicable to any discrete random source, addressing the fundamental challenge of reliably extracting high-quality randomness from inherently imperfect physical processes. The method involves…

Data Analysis, Statistics and Probability · Physics 2025-05-12 Eduardo Gueron

Solving statistical learning problems often involves nonconvex optimization. Despite the empirical success of nonconvex statistical optimization methods, their global dynamics, especially convergence to the desirable local minima, remain…

Machine Learning · Statistics 2018-08-30 Chris Junchi Li , Zhaoran Wang , Han Liu