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Global sensitivity analysis (GSA) of numerical simulators aims at studying the global impact of the input uncertainties on the output. To perform the GSA, statistical tools based on inputs/output dependence measures are commonly used. We…

Statistics Theory · Mathematics 2019-02-20 Anouar Meynaoui , Amandine Marrel , Béatrice Laurent

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

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

Global sensitivity analysis (GSA) aims to detect influential input factors that lead a model to arrive at a certain decision and is a significant approach for mitigating the computational burden of processing high dimensional data. In this…

Machine Learning · Computer Science 2024-06-26 Zahra Sadeghi , Stan Matwin

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

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

Global Sensitivity Analysis (GSA) methods are useful tools to rank input parameters uncertainties regarding their impact on result variability. In practice, such type of approach is still at an exploratory level for studies relying on 2D…

Computational Engineering, Finance, and Science · Computer Science 2016-03-28 M Abily , N Bertrand , O Delestre , P Gourbesville , Y Richet , C. -M Duluc

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

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 (SA) is a procedure for studying how sensitive are the output results of large-scale mathematical models to some uncertainties of the input data. The models are described as a system of partial differential equations.…

Numerical Analysis · Mathematics 2017-01-20 Ivan Dimov , Rayna Georgieva

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

This paper presents a spatial Global Sensitivity Analysis (GSA) approach in a 2D shallow water equations based High Resolution (HR) flood model. The aim of a spatial GSA is to produce sensitivity maps which are based on Sobol index…

Applications · Statistics 2016-03-24 M Abily , N. Bertrand , O Delestre , P Gourbesville , C. -M. Duluc

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 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

Every computer model depends on numerical input parameters that are chosen according to mostly conservative but rigorous numerical or empirical estimates. These parameters could for example be the step size for time integrators, a seed for…

Computational Physics · Physics 2020-09-11 Matthias Frey , Andreas Adelmann

Running a reliability analysis on engineering problems involving complex numerical models can be computationally very expensive, requiring advanced simulation methods to reduce the overall numerical cost. Gaussian process based active…

Machine Learning · Statistics 2020-12-01 Morgane Menz , Sylvain Dubreuil , Jérôme Morio , Christian Gogu , Nathalie Bartoli , Marie Chiron

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

Global sensitivity analysis (GSA) can provide rich information for controlling output uncertainty. In practical applications, segmented models are commonly used to describe an abrupt model change. For segmented models, the complicated…

Applications · Statistics 2025-06-12 Shi-Shun Chen , Xiao-Yang Li

We consider Global Sensitivity Analysis for Monte Carlo radiation transport applications. GSA is usually combined with Uncertainty Quantification, where the latter quantifies the variability of a model output in the presence of uncertain…

Computational Physics · Physics 2024-03-19 Kayla Clements , Gianluca Geraci , Aaron J Olson , Todd S Palmer

Motivated by risk assessment of coastal flooding, we consider time-consuming simulators with a spatial output. The aim is to perform sensitivity analysis (SA), quantifying the influence of input parameters on the output. There are three…

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