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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

Complex computer codes are widely used in science to model physical systems. Sensitivity analysis aims to measure the contributions of the inputs on the code output variability. An efficient tool to perform such analysis are the…

Statistics Theory · Mathematics 2013-10-15 Gaëlle Chastaing , Loic Le Gratiet

Integrating advanced communication protocols in production has accelerated the adoption of data-driven predictive quality methods, notably machine learning (ML) models. However, ML models in image classification often face significant…

Machine Learning · Computer Science 2026-02-04 Lukas Bahr , Lucas Poßner , Konstantin Weise , Sophie Gröger , Rüdiger Daub

Global sensitivity analysis aims at quantifying respective effects of input random variables (or combinations thereof) onto variance of a physical or mathematical model response. Among the abundant literature on sensitivity measures, Sobol'…

Computation · Statistics 2017-05-12 E. Burnaev , I. Panin , B. Sudret

In global sensitivity analysis, the well known Sobol' sensitivity indices aim to quantify how the variance in the output of a mathematical model can be apportioned to the different variances of its input random variables. These indices are…

Statistics Theory · Mathematics 2018-01-11 Nazih Benoumechiara , Kevin Elie-Dit-Cosaque

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

In this paper, we consider a regression model built on dependent variables. This regression modelizes an input output relationship. Under boundedness assumptions on the joint distribution function of the input variables, we show that a…

Statistics Theory · Mathematics 2012-03-14 Gaëlle Chastaing , Fabrice Gamboa , Clémentine Prieur

The Sobol' indices are a recognized tool in global sensitivity analysis. When the uncertain variables in a model are statistically independent, the Sobol' indices may be easily interpreted and utilized. However, their interpretation and…

Data Analysis, Statistics and Probability · Physics 2018-08-17 Joseph Hart , Pierre Gremaud

Global sensitivity analysis is the main quantitative technique for identifying the most influential input variables in a numerical simulation model. In particular when the inputs are independent, Sobol' sensitivity indices attribute a…

Statistics Theory · Mathematics 2021-01-15 Sébastien da Veiga

This paper presents an efficient surrogate modeling strategy for the uncertainty quantification and Bayesian calibration of a hydrological model. In particular, a process-based dynamical urban drainage simulator that predicts the discharge…

Computation · Statistics 2019-11-14 Joseph B. Nagel , Jörg Rieckermann , Bruno Sudret

The Doyle-Fuller-Newman model is arguably the most ubiquitous electrochemical model in lithium-ion battery research. Since it is a highly nonlinear model, its input-output relations are still poorly understood. Researchers therefore often…

In the context of sensitivity analysis of complex phenomena in presence of uncertainty, we motivate and precise the idea of orienting the analysis towards a critical domain of the studied phenomenon. We make a brief history of related…

Methodology · Statistics 2018-04-02 Hugo Raguet , Amandine Marrel

Variance-based global sensitivity analysis (GSA) can provide a wealth of information when applied to complex models. A well-known Achilles' heel of this approach is its computational cost which often renders it unfeasible in practice. An…

Numerical Analysis · Mathematics 2026-01-08 John Darges , Alen Alexanderian , Pierre Gremaud

Global sensitivity analysis is a powerful set of ideas and heuristics for understanding the importance and interplay between uncertain parameters in a computational model. Such a model is characterized by a set of input parameters and an…

Numerical Analysis · Mathematics 2020-12-23 Chun Yui Wong , Pranay Seshadri , Geoffrey T. Parks

We describe a novel attribution method which is grounded in Sensitivity Analysis and uses Sobol indices. Beyond modeling the individual contributions of image regions, Sobol indices provide an efficient way to capture higher-order…

Computer Vision and Pattern Recognition · Computer Science 2022-02-17 Thomas Fel , Remi Cadene , Mathieu Chalvidal , Matthieu Cord , David Vigouroux , Thomas Serre

In real case applications within the virtual prototyping process, it is not always possible to reduce the complexity of the physical models and to obtain numerical models which can be solved quickly. Usually, every single numerical…

Methodology · Statistics 2024-08-08 Thomas Most , Johannes Will

The ability to interpret machine learning models has become increasingly important as their usage in data science continues to rise. Most current interpretability methods are optimized to work on either (\textit{i}) a global scale, where…

Methodology · Statistics 2023-08-11 Emily T. Winn-Nuñez , Maryclare Griffin , Lorin Crawford

Variance-based Sobol' sensitivity is one of the most well-known measures in global sensitivity analysis (GSA). However, uncertainties with certain distributions, such as highly skewed distributions or those with a heavy tail, cannot be…

Numerical Analysis · Mathematics 2025-02-12 Jiannan Yang

New global sensitivity measures based on quantiles of the output are introduced. Such measures can be used for global sensitivity analysis of problems in which quantiles are explicitly the functions of interest and for identification of…

Applications · Statistics 2016-08-09 Sergei Kucherenko , Shufang Song

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