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In a model of the form $Y=h(X_1,\ldots,X_d)$ where the goal is to estimate a parameter of the probability distribution of $Y$, we define new sensitivity indices which quantify the importance of each variable $X_i$ with respect to this…

Methodology · Statistics 2013-05-13 Jean-Claude Fort , Thierry Klein , Nabil Rachdi

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

Constructing high resolution air pollution maps at lower cost is crucial for sustainable city management and public health risk assessment. However, traditional fixed-site monitoring lacks spatial coverage, while mobile low-cost sensors…

Machine Learning · Computer Science 2025-03-18 Rui Xu , Dawen Yao , Yuzhuang Pian , Ruhui Cao , Yixin Fu , Xinru Yang , Ting Gan , Yonghong Liu

Global sensitivity analysis aims at determining which uncertain input parameters of a computational model primarily drives the variance of the output quantities of interest. Sobol' indices are now routinely applied in this context when the…

Computation · Statistics 2017-05-30 R. Schöbi , B. Sudret

Air pollution constitutes a global problem of paramount importance that affects not only human health, but also the environment. The existence of spatial and temporal data regarding the concentrations of pollutants is crucial for performing…

Machine Learning · Computer Science 2024-02-13 Teresa Bernardino , Maria Alexandra Oliveira , João Nuno Silva

Global sensitivity analysis of complex numerical models can be performed by calculating variance-based importance measures of the input variables, such as the Sobol indices. However, these techniques, requiring a large number of model…

Methodology · Statistics 2008-02-08 Amandine Marrel , Bertrand Iooss , Beatrice Laurent , Olivier Roustant

We formulate an optimization problem to estimate probability densities in the context of multidimensional problems that are sampled with uneven probability. It considers detector sensitivity as an heterogeneous density and takes advantage…

Machine Learning · Computer Science 2025-06-04 Aleix Boquet-Pujadas , Pol del Aguila Pla , Michael Unser

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

Air pollution poses a significant threat to public health and well-being, particularly in urban areas. This study introduces a series of machine-learning models that integrate data from the Sentinel-5P satellite, meteorological conditions,…

Machine Learning · Computer Science 2024-05-31 Giacomo Blanco , Luca Barco , Lorenzo Innocenti , Claudio Rossi

This paper presents a simple noise correction method for Sobol' indices estimation. Sobol' indices, especially total Sobol' indices are quite sensitive to the noise in the output and tend to be severly biased (overestimated) if no noise…

Computation · Statistics 2018-04-04 Pavel Prikhodko , Nikita Kotlyarov

Many mathematical models involve input parameters, which are not precisely known. Global sensitivity analysis aims to identify the parameters whose uncertainty has the largest impact on the variability of a quantity of interest (output of…

Statistics Theory · Mathematics 2013-03-26 Alexandre Janon

Predictions from science and engineering models depend on several input parameters. Global sensitivity analysis quantifies the importance of each input parameter, which can lead to insight into the model and reduced computational cost;…

Numerical Analysis · Mathematics 2016-07-28 Paul G. Constantine , Paul Diaz

Training a diffusion model approximates a map from a data distribution $\rho$ to the optimal score function $s_t$ for that distribution. Can we differentiate this map? If we could, then we could predict how the score, and ultimately the…

Machine Learning · Computer Science 2025-09-30 Christopher Scarvelis , Justin Solomon

The Sobol' indices are a recognized tool in global sensitivity analysis. When the uncertain variables in a model are statistically independent, the Sobol' indices may be easily interpreted and utilized. However, their interpretation and…

Data Analysis, Statistics and Probability · Physics 2018-08-17 Joseph Hart , Pierre Gremaud

Bayesian Additive Regression Trees (BART) are non-parametric models that can capture complex exogenous variable effects. In any regression problem, it is often of interest to learn which variables are most active. Variable activity in BART…

Methodology · Statistics 2020-09-16 Akira Horiguchi , Matthew T. Pratola , Thomas J. Santner

In the context of computer code experiments, sensitivity analysis of a complicated input-output system is often performed by ranking the so-called Sobol indices. One reason of the popularity of Sobol's approach relies on the simplicity of…

Statistics Theory · Mathematics 2018-10-30 R. Fraiman , F. Gamboa , L. Moreno

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

In uncertainty quantification, evaluating sensitivity measures under specific conditions (i.e., conditional Sobol' indices) is essential for systems with parameterized responses, such as spatial fields or varying operating conditions.…

Machine Learning · Statistics 2026-04-22 Shijie Zhong , Jiangfeng Fu

Air pollutant exposure exhibits significant spatial and temporal variability, with localized hotspots, particularly in traffic microenvironments, posing health risks to commuters. Although widely used for air quality assessment, fixed-site…

Signal Processing · Electrical Eng. & Systems 2025-06-04 Hui Zhong , Hongliang Lu , Ting Gan , Yonghong Liu , Xinhu Zheng

In the past decade, Sobol's variance decomposition have been used as a tool - among others - in risk management. We show some links between global sensitivity analysis and stochastic ordering theories. This gives an argument in favor of…

Statistics Theory · Mathematics 2014-07-22 Areski Cousin , Alexandre Janon , Véronique Maume-Deschamps , Ibrahima Niang