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Global sensitivity analysis of complex numerical models can be performed by calculating variance-based importance measures of the input variables, such as the Sobol indices. However, these techniques, requiring a large number of model…

Methodology · Statistics 2008-02-08 Amandine Marrel , Bertrand Iooss , Beatrice Laurent , Olivier Roustant

Global sensitivity analysis is used to quantify the influence of uncertain input parameters on the response variability of a numerical model. The common quantitative methods are applicable to computer codes with scalar input variables. This…

Applications · Statistics 2008-06-09 Bertrand Iooss , Mathieu Ribatet

The global sensitivity analysis of a complex numerical model often calls for the estimation of variance-based importance measures, named Sobol' indices. Metamodel-based techniques have been developed in order to replace the cpu…

Computation · Statistics 2011-04-22 Amandine Marrel , Bertrand Iooss , Michel Jullien , Beatrice Laurent , Elena Volkova

Traditionally, the sensitivity analysis of a Bayesian network studies the impact of individually modifying the entries of its conditional probability tables in a one-at-a-time (OAT) fashion. However, this approach fails to give a…

Artificial Intelligence · Computer Science 2024-06-11 Rafael Ballester-Ripoll , Manuele Leonelli

The complexity and size of state-of-the-art cell models have significantly increased in part due to the requirement that these models possess complex cellular functions which are thought--but not necessarily proven--to be important. Modern…

Neurons and Cognition · Quantitative Biology 2018-11-22 J. L. Hart , P. A. Gremaud , T. David

Global sensitivity analysis (GSA) is frequently used to analyze the influence of uncertain parameters in mathematical models and simulations. In principle, tools from GSA may be extended to analyze the influence of parameters in statistical…

Computation · Statistics 2018-06-29 Joseph Hart , Julie Bessac , Emil Constantinescu

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

Global sensitivity analysis is now established as a powerful approach for determining the key random input parameters that drive the uncertainty of model output predictions. Yet the classical computation of the so-called Sobol' indices is…

Computation · Statistics 2016-06-16 L. Le Gratiet , S. Marelli , B. Sudret

Stochastic simulators such as Monte-Carlo estimators are widely used in science and engineering to study physical systems through their probabilistic representation. Global sensitivity analysis aims to identify the input parameters which…

Statistics Theory · Mathematics 2013-06-03 Loic Le Gratiet

Global sensitivity analysis is a set of methods aiming at quantifying the contribution of an uncertain input parameter of the model (or combination of parameters) on the variability of the response. We consider here the estimation of the…

Statistics Theory · Mathematics 2020-01-22 Viet Chi Tran , Gwenaëlle Castellan , Anthony Cousien , Chi Tran

Global sensitivity analysis (GSA) quantifies the influence of uncertain variables in a mathematical model. The Sobol' indices, a commonly used tool in GSA, seek to do this by attributing to each variable its relative contribution to the…

Computation · Statistics 2018-12-19 Joseph Hart , Pierre Gremaud

We show how to apply Sobol's method of global sensitivity analysis to measure the influence exerted by a set of nodes' evidence on a quantity of interest expressed by a Bayesian network. Our method exploits the network structure so as to…

Machine Learning · Statistics 2021-10-11 Rafael Ballester-Ripoll , Manuele Leonelli

Global sensitivity analysis (GSA) is used to quantify the influence of uncertain variables in a mathematical model. Prior to performing GSA, the user must specify (or implicitly assume), a probability distribution to model the uncertainty,…

Statistics Theory · Mathematics 2018-11-22 Joseph Hart , Pierre Gremaud

Many mathematical models involve input parameters, which are not precisely known. Global sensitivity analysis aims to identify the parameters whose uncertainty has the largest impact on the variability of a quantity of interest (output of…

Statistics Theory · Mathematics 2013-03-26 Alexandre Janon

Many mathematical models involve input parameters, which are not precisely known. Global sensitivity analysis aims to identify the parameters whose uncertainty has the largest impact on the variability of a quantity of interest. One of the…

Probability · Mathematics 2018-11-21 Pierre Etoré , Clémentine Prieur , Dang Khoi Pham , Long Li

Stochastic models are necessary for the realistic description of an increasing number of applications. The ability to identify influential parameters and variables is critical to a thorough analysis and understanding of the underlying…

Computation · Statistics 2016-11-29 Joseph L. Hart , Alen Alexanderian , Pierre A. Gremaud

In the context of global sensitivity analysis, the Sobol' indices constitute a powerful tool for assessing the relative significance of the uncertain input parameters of a model. We herein introduce a novel approach for evaluating these…

Computation · Statistics 2016-05-31 K. Konakli , B. Sudret

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 global sensitivity analysis method, used to quantify the influence of uncertain input variables on the response variability of a numerical model, is applicable to deterministic computer code (for which the same set of input variables…

Methodology · Statistics 2009-06-08 Bertrand Iooss , Mathieu Ribatet , Amandine Marrel

Global sensitivity analysis aims at quantifying the impact of input variability onto the variation of the response of a computational model. It has been widely applied to deterministic simulators, for which a set of input parameters has a…

Computation · Statistics 2021-06-01 X. Zhu , B. Sudret
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