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Global sensitivity analysis with variance-based measures suffers from several theoretical and practical limitations, since they focus only on the variance of the output and handle multivariate variables in a limited way. In this paper, we…

Statistics Theory · Mathematics 2013-11-12 Sébastien Da Veiga

Sensitivity methods for the analysis of the outputs of discrete Bayesian networks have been extensively studied and implemented in different software packages. These methods usually focus on the study of sensitivity functions and on the…

Artificial Intelligence · Computer Science 2016-07-05 Manuele Leonelli , Christiane Görgen , Jim Q. Smith

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

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

Global sensitivity analysis (GSA) is a recommended step in the use of computer simulation models. GSA quantifies the relative importance of model inputs on outputs (Factor Ranking), identifies inputs that could be fixed, thus simplifying…

Methodology · Statistics 2025-10-27 Ken Newman , Shaini Naha , Leah Jackson-Blake , Cairistiona Topp , Miriam Glendell , Adam Butler

Network data are increasingly collected along with other variables of interest. Our motivation is drawn from neurophysiology studies measuring brain connectivity networks for a sample of individuals along with their membership to a low or…

Methodology · Statistics 2018-09-11 Daniele Durante , David B. Dunson

Scatterometry is a fast, indirect and nondestructive optical method for the quality control in the production of lithography masks. Geometry parameters of line gratings are obtained from diffracted light intensities by solving an inverse…

Data Analysis, Statistics and Probability · Physics 2019-11-01 Nando Farchmin , Martin Hammerschmidt , Philipp-Immanuel Schneider , Matthias Wurm , Bernd Bodermann , Markus Bär , Sebastian Heidenreich

In this paper, we introduce new indices adapted to outputs valued in general metric spaces. This new class of indices encompasses the classical ones; in particular, the so-called Sobol indices and the Cram{\'e}r-von-Mises indices.…

Statistics Theory · Mathematics 2021-01-21 Fabrice Gamboa , Thierry Klein , Agnès Lagnoux , Leonardo Moreno

Influence estimation aims to predict the total influence spread in social networks and has received surged attention in recent years. Most current studies focus on estimating the total number of influenced users in a social network, and…

Social and Information Networks · Computer Science 2023-08-22 Yingdan Shi , Jingya Zhou , Congcong Zhang

Following up on the success of the analysis of variance (ANOVA) decomposition and the Sobol indices (SI) for global sensitivity analysis, various related quantities of interest have been defined in the literature including the effective and…

Numerical Analysis · Computer Science 2017-12-06 Rafael Ballester-Ripoll , Enrique G. Paredes , Renato Pajarola

Global Sensitivity Analysis (GSA) is the study of the influence of any given inputs on the outputs of a model. In the context of engineering design, GSA has been widely used to understand both individual and collective contributions of…

Machine Learning · Statistics 2024-03-06 Yigitcan Comlek , Liwei Wang , Wei Chen

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

This paper presents a spatial Global Sensitivity Analysis (GSA) approach in a 2D shallow water equations based High Resolution (HR) flood model. The aim of a spatial GSA is to produce sensitivity maps which are based on Sobol index…

Applications · Statistics 2016-03-24 M Abily , N. Bertrand , O Delestre , P Gourbesville , C. -M. Duluc

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

Bayesian graphical models are powerful tools to infer complex relationships in high dimension, yet are often fraught with computational and statistical challenges. If exploited in a principled way, the increasing information collected…

Methodology · Statistics 2024-03-15 Xiaoyue Xi , Hélène Ruffieux

We consider fair network topology inference from nodal observations. Real-world networks often exhibit biased connections based on sensitive nodal attributes. Hence, different subpopulations of nodes may not share or receive information…

Signal Processing · Electrical Eng. & Systems 2024-03-26 Madeline Navarro , Samuel Rey , Andrei Buciulea , Antonio G. Marques , Santiago Segarra

The main objective of this paper is to propose a new approach for estimating the entire collection of Sobol' indices simultaneously. Our approach exploits the fact that Sobol' indices can be rewritten as solutions to an optimization problem…

Statistics Theory · Mathematics 2025-12-09 Manon Costa , Sébastien Gadat , Xavier Gendre , Thierry Klein

This paper investigates variable-selection procedures in regression that make use of global sensitivity analysis. The approach is combined with existing algorithms and it is applied to the time series regression designs proposed by Hoover…

Computation · Statistics 2014-01-23 William Becker , Paolo Paruolo , Andrea Saltelli

Sensitivity analysis is an important part of a mathematical modeller's toolbox for model analysis. In this review paper, we describe the most frequently used sensitivity techniques, discussing their advantages and limitations, before…

Quantitative Methods · Quantitative Biology 2020-01-14 George Qian , Adam Mahdi

In the quest to improve efficiency, interdependence and complexity are becoming defining characteristics of modern complex networks representing engineered and natural systems. Graph theory is a widely used framework for modeling such…

Social and Information Networks · Computer Science 2022-05-31 Sai Munikoti , Laya Das , Balasubramaniam Natarajan
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