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The R package "sensobol" provides several functions to conduct variance-based uncertainty and sensitivity analysis, from the estimation of sensitivity indices to the visual representation of the results. It implements several…

Computation · Statistics 2021-12-06 Arnald Puy , Samuele Lo Piano , Andrea Saltelli , Simon A. Levin

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

Sensitivity analysis is an important concept to analyze the influences of parameters in a system, an equation or a collection of data. The methods used for sensitivity analysis are divided into deterministic and statistical techniques.…

Other Statistics · Statistics 2019-12-25 Eduardo Vasconcelos , Adriano Souza , Kelvin Dias

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

This chapter makes a review, in a complete methodological framework, of various global sensitivity analysis methods of model output. Numerous statistical and probabilistic tools (regression, smoothing, tests, statistical learning, Monte…

Statistics Theory · Mathematics 2014-04-10 Bertrand Iooss , Paul Lemaître

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

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

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

Neural networks are important tools for data-intensive analysis and are commonly applied to model non-linear relationships between dependent and independent variables. However, neural networks are usually seen as "black boxes" that offer…

Machine Learning · Computer Science 2023-05-05 J. Pizarroso , J. Portela , A. Muñoz

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

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

There exist many methods for sensitivity analysis readily available to the practitioner. While each seeks to help the modeler answer the same general question -- How do sources of uncertainty or changes in the model inputs relate to…

Methodology · Statistics 2025-06-16 Devin Francom , Abigael Nachtsheim

Biomechanical models often need to describe very complex systems, organs or diseases, and hence also include a large number of parameters. One of the attractive features of physics-based models is that in those models (most) parameters have…

Computational Engineering, Finance, and Science · Computer Science 2023-01-10 Barbara Wirthl , Sebastian Brandstaeter , Jonas Nitzler , Bernhard A. Schrefler , Wolfgang A. Wall

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

Simulations are becoming ever more common as a tool for designing complex products. Sensitivity analysis techniques can be applied to these simulations to gain insight, or to reduce the complexity of the problem at hand. However, these…

Other Computer Science · Computer Science 2017-02-03 Tom Van Steenkiste , Joachim van der Herten , Ivo Couckuyt , Tom Dhaene

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…

Uncertainties exist in both physics-based and data-driven models. Variance-based sensitivity analysis characterizes how the variance of a model output is propagated from the model inputs. The Sobol index is one of the most widely used…

Methodology · Statistics 2020-06-09 Zhanlin Liu , Youngjun Choe

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 2013-03-27 Alexandre Janon , Thierry Klein , Agnes Lagnoux-Renaudie , Maëlle Nodet , Clémentine Prieur

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

The presence of uncertainties are inevitable in engineering design and analysis, where failure in understanding their effects might lead to the structural or functional failure of the systems. The role of global sensitivity analysis in this…

Computation · Statistics 2017-10-24 Pramudita Satria Palar , Lavi Rizki Zuhal , Koji Shimoyama , Takeshi Tsuchiya
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