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The global sensitivity analysis of a numerical model aims to quantify, by means of sensitivity indices estimate, the contributions of each uncertain input variable to the model output uncertainty. The so-called Sobol' indices, which are…

Statistics Theory · Mathematics 2019-11-26 Bertrand Iooss , Clémentine Prieur

We propose a greedy strategy to spectrally train a deep network for multi-class classification. Each layer is defined as a composition of linear weights with the feature map of a Gaussian kernel acting as the activation function. At each…

Machine Learning · Computer Science 2020-11-11 Chieh Wu , Aria Masoomi , Arthur Gretton , Jennifer Dy

The problem of establishing out-of-sample bounds for the values of an unkonwn ground-truth function is considered. Kernels and their associated Hilbert spaces are the main formalism employed herein along with an observational model where…

Machine Learning · Computer Science 2022-09-13 Paul Scharnhorst , Emilio T. Maddalena , Yuning Jiang , Colin N. Jones

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

We apply a global sensitivity method, the Hilbert-Schmidt independence criterion (HSIC), to the reparameterization of a Zn/S/H ReaxFF force field to identify the most appropriate parameters for reparameterization. Parameter selection…

Chemical Physics · Physics 2023-04-12 Michael Freitas Gustavo , Matti Hellström , Toon Verstraelen

Non-conservative uncertainty bounds are key for both assessing an estimation algorithm's accuracy and in view of downstream tasks, such as its deployment in safety-critical contexts. In this paper, we derive a tight, non-asymptotic…

Machine Learning · Computer Science 2026-01-16 Amon Lahr , Johannes Köhler , Anna Scampicchio , Melanie N. Zeilinger

Representing, comparing, and measuring the distance between probability distributions is a key task in computational statistics and machine learning. The choice of representation and the associated distance determine properties of the…

Machine Learning · Statistics 2026-02-26 Masha Naslidnyk

We provide an approach to exploratory data analysis in matched observational studies with a single intervention and multiple endpoints. In such settings, the researcher would like to explore evidence for actual treatment effects among these…

Methodology · Statistics 2025-12-10 Mengqi Lin , Colin Fogarty

Scalable kernel methods, including kernel ridge regression, often rely on low-rank matrix approximations using the Nystrom method, which involves selecting landmark points from large data sets. The existing approaches to selecting landmarks…

Machine Learning · Computer Science 2020-09-22 Farhad Pourkamali-Anaraki , Mohammad Amin Hariri-Ardebili , Lydia Morawiec

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

This paper proposes some novel one-sided omnibus tests for independence between two multivariate stationary time series. These new tests apply the Hilbert-Schmidt independence criterion (HSIC) to test the independence between the…

Methodology · Statistics 2018-04-27 Guochang Wang , Wai Keung Li , Ke Zhu

We introduce the Kernel Calibration Conditional Stein Discrepancy test (KCCSD test), a non-parametric, kernel-based test for assessing the calibration of probabilistic models with well-defined scores. In contrast to previous methods, our…

Machine Learning · Statistics 2025-10-17 Pierre Glaser , David Widmann , Fredrik Lindsten , Arthur Gretton

We introduce kernel integrated $R^2$, a new measure of statistical dependence that combines the local normalization principle of the recently introduced integrated $R^2$ with the flexibility of reproducing kernel Hilbert spaces (RKHSs). The…

Machine Learning · Statistics 2026-02-27 Pouya Roudaki , Shakeel Gavioli-Akilagun , Florian Kalinke , Mona Azadkia , Zoltán Szabó

We propose Kernel Predictive Control (KPC), a learning-based predictive control strategy that enjoys deterministic guarantees of safety. Noise-corrupted samples of the unknown system dynamics are used to learn several models through the…

Systems and Control · Electrical Eng. & Systems 2020-11-24 Emilio T. Maddalena , Paul Scharnhorst , Yuning Jiang , Colin N. Jones

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…

This study demonstrates the capabilities of several methods for analyzing the sensitivity of neural networks to perturbations of the input data and interpreting their underlying mechanisms. The investigated approaches include the Sobol…

Numerical Analysis · Mathematics 2025-04-22 Jiaxuan Miao , Sergey Matveev

Prior sensitivity examination plays an important role in applied Bayesian analyses. This is especially true for Bayesian hierarchical models, where interpretability of the parameters within deeper layers in the hierarchy becomes…

Methodology · Statistics 2013-12-18 Malgorzata Roos , Thiago G. Martins , Leonhard Held , Havard Rue

When eliciting probability models from experts, knowledge engineers may compare the results of the model with expert judgment on test scenarios, then adjust model parameters to bring the behavior of the model more in line with the expert's…

Artificial Intelligence · Computer Science 2013-03-08 Kathryn Blackmond Laskey

We introduce a novel sensitivity analysis framework for large scale classification problems that can be used when a small number of instances are incrementally added or removed. For quickly updating the classifier in such a situation,…

Machine Learning · Statistics 2015-04-14 Shota Okumura , Yoshiki Suzuki , Ichiro Takeuchi

Score-based methods have demonstrated their effectiveness in discovering causal relationships by scoring different causal structures based on their goodness of fit to the data. Recently, Huang et al. proposed a generalized score function…

Machine Learning · Computer Science 2024-07-16 Wenjie Wang , Biwei Huang , Feng Liu , Xinge You , Tongliang Liu , Kun Zhang , Mingming Gong