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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

The global sensitivity analysis of a complex numerical model often calls for the estimation of variance-based importance measures, named Sobol' indices. Metamodel-based techniques have been developed in order to replace the cpu…

Computation · Statistics 2011-04-22 Amandine Marrel , Bertrand Iooss , Michel Jullien , Beatrice Laurent , Elena Volkova

Sensitivity indices are commonly used to quantify the relative influence of any specific group of input variables on the output of a computer code. One crucial question is then to decide whether a given set of variables has a significant…

Statistics Theory · Mathematics 2022-04-05 Thierry Klein , Nicolas Peteilh , Paul Rochet

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

In this paper, we aim to perform sensitivity analysis of set-valued models and, in particular, to quantify the impact of uncertain inputs on feasible sets, which are key elements in solving a robust optimization problem under constraints.…

Traditionally, the sensitivity analysis of a Bayesian network studies the impact of individually modifying the entries of its conditional probability tables in a one-at-a-time (OAT) fashion. However, this approach fails to give a…

Artificial Intelligence · Computer Science 2024-06-11 Rafael Ballester-Ripoll , Manuele Leonelli

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

Global sensitivity analysis aims at quantifying respective effects of input random variables (or combinations thereof) onto variance of a physical or mathematical model response. Among the abundant literature on sensitivity measures, Sobol'…

Computation · Statistics 2017-05-12 E. Burnaev , I. Panin , B. Sudret

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

In this paper, sensitivity analysis of the efficient sets in parametric convex vector optimization is considered. Namely, the perturbation, weak perturbation, and proper perturbation maps are defined as set-valued maps. We establish the…

Optimization and Control · Mathematics 2023-06-13 Duong Thi Viet An , Le Thanh Tung

Urban air quality is a major concern today. Concentrations of pollutants, such as nitrogen dioxide, must be monitored to ensure that they do not exceed hazardous thresholds. For this reason, scarse reference stations, which are generally…

Applications · Statistics 2026-03-30 Emma Thulliez , Camille Coron

In the context of sensitivity analysis of complex phenomena in presence of uncertainty, we motivate and precise the idea of orienting the analysis towards a critical domain of the studied phenomenon. We make a brief history of related…

Methodology · Statistics 2018-04-02 Hugo Raguet , Amandine Marrel

In the context of global sensitivity analysis, the Sobol' indices constitute a powerful tool for assessing the relative significance of the uncertain input parameters of a model. We herein introduce a novel approach for evaluating these…

Computation · Statistics 2016-05-31 K. Konakli , B. Sudret

Integrating advanced communication protocols in production has accelerated the adoption of data-driven predictive quality methods, notably machine learning (ML) models. However, ML models in image classification often face significant…

Machine Learning · Computer Science 2026-02-04 Lukas Bahr , Lucas Poßner , Konstantin Weise , Sophie Gröger , Rüdiger Daub

It is well-known that Sobol indices, which count among the most popular sensitivity indices, are based on the Sobol decomposition. Here we challenge this construction by redefining Sobol indices without the Sobol decomposition. In fact, we…

Machine Learning · Statistics 2026-03-23 Gildas Mazo

We describe a novel attribution method which is grounded in Sensitivity Analysis and uses Sobol indices. Beyond modeling the individual contributions of image regions, Sobol indices provide an efficient way to capture higher-order…

Computer Vision and Pattern Recognition · Computer Science 2022-02-17 Thomas Fel , Remi Cadene , Mathieu Chalvidal , Matthieu Cord , David Vigouroux , Thomas Serre

Sensitivity analysis is an important part of a mathematical modeller's toolbox for model analysis. In this review paper, we describe the most frequently used sensitivity techniques, discussing their advantages and limitations, before…

Quantitative Methods · Quantitative Biology 2020-01-14 George Qian , Adam Mahdi

Air quality monitoring requires to produce accurate estimation of nitrogen dioxide or fine particulate matter concentration maps, at different moments. A typical strategy is to combine different types of data. On the one hand, concentration…

Applications · Statistics 2025-02-13 Benjamin Auder , Camille Coron , Jean-Michel Poggi , Emma Thulliez

The main objective of this paper is to estimate optimally Sobol' indices at any order when a unique input/output i.i.d.\ sample is available. Our approach stands on three main ingredients: semi-parametric estimation theory, high-order…

Statistics Theory · Mathematics 2025-11-10 Sébastien Da Veiga , Fabrice Gamboa , Thierry Klein , Agnès Lagnoux , Clémentine Prieur

Global sensitivity analysis of a numerical code, more specifically estimation of Sobol indices associated with input variables, generally requires a large number of model runs. When those demand too much computation time, it is necessary to…

Analysis of PDEs · Mathematics 2012-01-16 Alexandre Janon , Maëlle Nodet , Clémentine Prieur
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