English
Related papers

Related papers: Discrepancy measures for sensitivity analysis

200 papers

Modeling complex physical systems such as they arise in civil engineering applications requires finding a trade-off between physical fidelity and practicality. Consequently, deviations of simulation from measurements are ubiquitous even…

Computational Engineering, Finance, and Science · Computer Science 2026-03-18 Paolo Villani , Daniel Andrés Arcones , Jörg F. Unger , Martin Weiser

In dynamic discrete choice models, some parameters, such as the discount factor, are being fixed instead of being estimated. This paper proposes two sensitivity analysis procedures for dynamic discrete choice models with respect to the…

Econometrics · Economics 2024-08-30 Chun Pong Lau

Random-effects meta-analyses of observational studies can produce biased estimates if the synthesized studies are subject to unmeasured confounding. We propose sensitivity analyses quantifying the extent to which unmeasured confounding of…

Methodology · Statistics 2017-10-10 Maya B. Mathur , Tyler J. VanderWeele

In causal inference, sensitivity analysis is important to assess the robustness of study conclusions to key assumptions. We perform sensitivity analysis of the assumption that missing outcomes are missing completely at random. We follow a…

Statistics Theory · Mathematics 2023-05-12 Bart Eggen , Stéphanie L. van der Pas , Aad W. van der Vaart

We propose a novel sensitivity analysis framework for linear estimators with identification failures that can be viewed as seeing the wrong outcome distribution. Our approach measures the degree of identification failure through the change…

Econometrics · Economics 2024-04-30 Jacob Dorn , Luther Yap

Managers, employers, policymakers, and others often seek to understand whether decisions are biased against certain groups. One popular analytic strategy is to estimate disparities after adjusting for observed covariates, typically with a…

Applications · Statistics 2024-01-29 Jongbin Jung , Sam Corbett-Davies , Johann D. Gaebler , Ravi Shroff , Sharad Goel

Randomized clinical trials are the gold standard when estimating the average treatment effect. However, they are usually not a random sample from the real-world population because of the inclusion/exclusion rules. Meanwhile, observational…

Methodology · Statistics 2024-12-11 Kuan Jiang , Wenjie Hu , Shu Yang , Xinxing Lai , Xiaohua Zhou

The identification of causal effects in observational studies typically relies on two standard assumptions: unconfoundedness and overlap. However, both assumptions are often questionable in practice: unconfoundedness is inherently…

Methodology · Statistics 2025-09-17 Han Cui , Xinran Li

Divergence estimators based on direct approximation of density-ratios without going through separate approximation of numerator and denominator densities have been successfully applied to machine learning tasks that involve distribution…

Machine Learning · Statistics 2011-06-24 Makoto Yamada , Taiji Suzuki , Takafumi Kanamori , Hirotaka Hachiya , Masashi Sugiyama

An observational study may be biased for estimating causal effects by failing to control for unmeasured confounders. This paper proposes a new quantity called the "sensitivity value", which is defined as the minimum strength of unmeasured…

Methodology · Statistics 2017-05-24 Qingyuan Zhao

In this paper, the sensitivity analysis of a single scale model is employed in order to reduce the input dimensionality of the related multiscale model, in this way, improving the efficiency of its uncertainty estimation. The approach is…

Computation · Statistics 2019-11-12 Anna Nikishova , Giovanni E. Comi , Alfons G. Hoekstra

In this paper we propose a Bayesian answer to testing problems when the hypotheses are not well separated. The idea of the method is to study the posterior distribution of a discrepancy measure between the parameter and the model we want to…

Statistics Theory · Mathematics 2017-06-28 Jean-Bernard Salomond

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

Measuring divergence between two distributions is essential in machine learning and statistics and has various applications including binary classification, change point detection, and two-sample test. Furthermore, in the era of big data,…

Prototypal analysis is introduced to overcome two shortcomings of archetypal analysis: its sensitivity to outliers and its non-locality, which reduces its applicability as a learning tool. Same as archetypal analysis, prototypal analysis…

Machine Learning · Statistics 2017-08-24 Chenyue Wu , Esteban G. Tabak

For nonlinear supervised learning models, assessing the importance of predictor variables or their interactions is not straightforward because it can vary in the domain of the variables. Importance can be assessed locally with sensitivity…

Methodology · Statistics 2021-12-14 Topi Paananen , Michael Riis Andersen , Aki Vehtari

Sensitivity to unmeasured confounding is not typically a primary consideration in designing treated-control comparisons in observational studies. We introduce a framework allowing researchers to optimize robustness to omitted variable bias…

Methodology · Statistics 2024-07-19 Melody Huang , Dan Soriano , Samuel D. Pimentel

With the advance of efficient analytical methods for sensitivity analysis ofprobabilistic networks, the interest in the sensitivities revealed by real-life networks is rekindled. As the amount of data resulting from a sensitivity analysis…

Artificial Intelligence · Computer Science 2013-01-14 Linda C. van der Gaag , Silja Renooij

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

Reliability-oriented sensitivity analysis aims at combining both reliability and sensitivity analyses by quantifying the influence of each input variable of a numerical model on a quantity of interest related to its failure. In particular,…

Statistics Theory · Mathematics 2022-10-25 Julien Demange-Chryst , François Bachoc , Jérôme Morio