English
Related papers

Related papers: Variance-based global sensitivity analysis of nume…

200 papers

Variance-based global sensitivity analysis, in particular Sobol' analysis, is widely used for determining the importance of input variables to a computational model. Sobol' indices can be computed cheaply based on spectral methods like…

A software package has been developed to bridge the R analysis model with the conceptual analysis environment typical of radiation physics experiments. The new package has been used in the context of a project for the validation of…

Computational Physics · Physics 2013-11-25 Andreas Pfeiffer , Maria Grazia Pia

Causal conclusions from observational studies may be sensitive to unmeasured confounding. In such cases, a sensitivity analysis is often conducted, which tries to infer the minimum amount of hidden biases or the minimum strength of…

Methodology · Statistics 2025-01-03 Dongxiao Wu , Xinran Li

In recent years, probabilistic forecasts techniques were proposed in research as well as in applications to integrate volatile renewable energy resources into the electrical grid. These techniques allow decision makers to take the…

Machine Learning · Statistics 2024-10-30 Jens Schreiber , Bernhard Sick

This work presents a guide for the use of some of the functions of the R package "multiColl" for the detection of near multicollinearity. The main contribution, in comparison to other existing packages in R or other econometric software, is…

Computation · Statistics 2019-11-01 Román Salmerón , Catalina García , José García

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

In the context of computer code experiments, sensitivity analysis of a complicated input-output system is often performed by ranking the so-called Sobol indices. One reason of the popularity of Sobol's approach relies on the simplicity of…

Statistics Theory · Mathematics 2018-10-30 R. Fraiman , F. Gamboa , L. Moreno

Integrating multiple observational studies for meta-analysis has sparked much interest. The presented R package WMAP (Weighted Meta-Analysis with Pseudo-Population) addresses a critical gap in the implementation of integrative weighting…

Methodology · Statistics 2025-07-01 Subharup Guha , Mengqi Xu , Kashish Priyam , Yi Li

Determining whether perceptual properties are processed independently is an important goal in perceptual science, and tools to test independence should be widely available to experimental researchers. The best analytical tools to test for…

Neurons and Cognition · Quantitative Biology 2016-10-12 Fabian A. Soto , Emily Zheng , Johnny Fonseca , F. Greg Ashby

Model-based approaches have become increasingly popular in the domain of automated driving. This includes runtime algorithms, such as Model Predictive Control, as well as formal and simulative approaches for the verification of automated…

Systems and Control · Electrical Eng. & Systems 2020-05-12 Marcus Nolte , Richard Schubert , Cordula Reisch , Markus Maurer

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

The variance-based method of global sensitivity indices based on Sobol sensitivity indices became very popular among practitioners due to its easiness of interpretation. For complex practical problems computation of Sobol indices generally…

Numerical Analysis · Mathematics 2016-06-03 Sergei Kucherenko , Shufang Song

We consider the problem where a modeller conducts sensitivity analysis of a model consisting of random input factors, a corresponding random output of interest, and a baseline probability measure. The modeller seeks to understand how the…

Risk Management · Quantitative Finance 2022-06-01 Silvana M. Pesenti

Randomized controlled trials (RCT's) allow researchers to estimate causal effects in an experimental sample with minimal identifying assumptions. However, to generalize or transport a causal effect from an RCT to a target population,…

Methodology · Statistics 2022-02-08 Melody Huang

Computational models of the cardiovascular system are increasingly used for the diagnosis, treatment, and prevention of cardiovascular disease. Before being used for translational applications, the predictive abilities of these models need…

Applications · Statistics 2024-01-11 Friederike Schäfer , Daniele E. Schiavazzi , Leif Rune Hellevik , Jacob Sturdy

Analyzing machine learning model performance stratified by patient and recording properties is becoming the accepted norm and often yields crucial insights about important model failure modes. Performing such analyses in a statistically…

Machine Learning · Computer Science 2025-12-22 Dishantkumar Sutariya , Eike Petersen

Sensitivity analysis of a numerical model, for instance simulating physical phenomena, is useful to quantify the influence of the inputs on the model responses. This paper proposes a new sensitivity index, based upon the modification of the…

In molecular biology, advances in high-throughput technologies have made it possible to study complex multivariate phenotypes and their simultaneous associations with high-dimensional genomic and other omics data, a problem that can be…

Methodology · Statistics 2021-12-02 Zhi Zhao , Marco Banterle , Leonardo Bottolo , Sylvia Richardson , Alex Lewin , Manuela Zucknick

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

Spatial statistics is a growing discipline providing important analytical techniques in a wide range of disciplines in the natural and social sciences. In the R package GWmodel, we introduce techniques from a particular branch of spatial…

Applications · Statistics 2014-03-18 Isabella Gollini , Binbin Lu , Martin Charlton , Christopher Brunsdon , Paul Harris