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In this paper, we derive copula-based and empirical dependency models (DMs) for simulating non-independent variables, and then propose a new way for determining the distribution of the model outputs conditional on every subset of inputs.…

Statistics Theory · Mathematics 2022-09-12 Matieyendou Lamboni

We propose a novel approach to model selection for simulator-based statistical models. The proposed approach defines a mixture of candidate models, and then iteratively updates the weight coefficients for those models as well as the…

Machine Learning · Statistics 2019-02-08 Takafumi Kajihara , Motonobu Kanagawa , Yuuki Nakaguchi , Kanishka Khandelwal , Kenji Fukumiziu

Around a solution of an optimization problem, an "identifiable" subset of the feasible region is one containing all nearby solutions after small perturbations to the problem. A quest for only the most essential ingredients of sensitivity…

Optimization and Control · Mathematics 2012-07-30 Dmitriy Drusvyatskiy , Adrian S. Lewis

This paper addresses sensitivity analysis for dynamic models, linking dependent inputs to observed outputs. The usual method to estimate Sobol indices are based on the independence of input variables. We present a method to overpass this…

Applications · Statistics 2015-09-15 Mathilde Grandjacques , Alexandre Janon , Benoit Delinchant , Olivier Adrot

The level set approach has proven widely successful in the study of inverse problems for interfaces, since its systematic development in the 1990s. Recently it has been employed in the context of Bayesian inversion, allowing for the…

Probability · Mathematics 2016-09-13 Matthew M. Dunlop , Marco A. Iglesias , Andrew M. Stuart

Although neural networks can achieve very high predictive performance on various different tasks such as image recognition or natural language processing, they are often considered as opaque "black boxes". The difficulty of interpreting the…

Machine Learning · Statistics 2020-01-22 Enguerrand Horel , Virgile Mison , Tao Xiong , Kay Giesecke , Lidia Mangu

We introduce a novel kernel-based framework for learning differential equations and their solution maps that is efficient in data requirements, in terms of solution examples and amount of measurements from each example, and computational…

Machine Learning · Statistics 2025-04-07 Yasamin Jalalian , Juan Felipe Osorio Ramirez , Alexander Hsu , Bamdad Hosseini , Houman Owhadi

Matching is one of the most widely used study designs for adjusting for measured confounders in observational studies. However, unmeasured confounding may exist and cannot be removed by matching. Therefore, a sensitivity analysis is…

Methodology · Statistics 2024-01-17 Jeffrey Zhang , Dylan Small , Siyu Heng

We consider the problem of conditional independence (CI) testing and adopt a kernel-based approach. Kernel-based CI tests embed variables in reproducing kernel Hilbert spaces, regress their embeddings on the conditioning variables, and test…

Machine Learning · Statistics 2026-04-07 Luca Bergen , Dino Sejdinovic , Vanessa Didelez

Many real-world data mining applications need varying cost for different types of classification errors and thus call for cost-sensitive classification algorithms. Existing algorithms for cost-sensitive classification are successful in…

Machine Learning · Computer Science 2017-10-27 Te-Kang Jan , Da-Wei Wang , Chi-Hung Lin , Hsuan-Tien Lin

Decision circuits have been developed to perform efficient evaluation of influence diagrams [Bhattacharjya and Shachter, 2007], building on the advances in arithmetic circuits for belief network inference [Darwiche,2003]. In the process of…

Artificial Intelligence · Computer Science 2012-06-18 Debarun Bhattacharjya , Ross D. Shachter

Seismic noise cross correlations are used to image crustal structure and heterogeneity. Typically, seismic networks are only anisotropically illuminated by seismic noise, a consequence of the non-uniform distribution of sources. Here, we…

Earth and Planetary Astrophysics · Physics 2015-06-17 Shravan M. Hanasoge

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

In a clustered observational study, treatment is assigned to groups and all units within the group are exposed to the treatment. Here, we use a clustered observational study (COS) design to estimate the effectiveness of Magnet Nursing…

Methodology · Statistics 2025-05-01 Melody Huang , Eli Ben-Michael , Matthew McHugh , Luke Keele

Variance based global sensitivity analysis measures the relevance of inputs to a single output using Sobol' indices. This paper extends the definition in a natural way to multiple outputs, directly measuring the relevance of inputs to the…

Statistics Theory · Mathematics 2025-03-25 Robert A. Milton , Solomon F. Brown

We present an exact approach to analyze and quantify the sensitivity of higher moments of probabilistic loops with symbolic parameters, polynomial arithmetic and potentially uncountable state spaces. Our approach integrates methods from…

Programming Languages · Computer Science 2023-09-06 Marcel Moosbrugger , Julian Müllner , Laura Kovács

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

Engineering risk is concerned with the likelihood of failure and the scenarios when it occurs. The sensitivity of failure probability to change in system parameters is relevant to risk-informed decision making. Computing sensitivity is at…

Methodology · Statistics 2025-12-19 Siu-Kui Au , Zi-Jun Cao

We introduce the loss kernel, an interpretability method for measuring similarity between data points according to a trained neural network. The kernel is the covariance matrix of per-sample losses computed under a distribution of…

Machine Learning · Computer Science 2025-10-01 Maxwell Adam , Zach Furman , Jesse Hoogland

Causal graphs may inform covariate adjustment for estimating causal effects and improve estimation efficiency by exploiting the graphical structure. In many applications, however, the target causal parameter may not be point-identified due…

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