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A novel theoretical and numerical framework for the estimation of Sobol sensitivity indices for models in which inputs are confined to a non-rectangular domain (e.g., in presence of inequality constraints) is developed. Two numerical…

Statistics Theory · Mathematics 2016-05-18 S. Kucherenko , O. V. Klymenko , N. Shah

Global sensitivity analysis is a set of methods aiming at quantifying the contribution of an uncertain input parameter of the model (or combination of parameters) on the variability of the response. We consider here the estimation of the…

Statistics Theory · Mathematics 2020-01-22 Viet Chi Tran , Gwenaëlle Castellan , Anthony Cousien , Chi Tran

The global sensitivity analysis method, used to quantify the influence of uncertain input variables on the response variability of a numerical model, is applicable to deterministic computer code (for which the same set of input variables…

Methodology · Statistics 2009-06-08 Bertrand Iooss , Mathieu Ribatet , Amandine Marrel

The variance-based method of global sensitivity indices based on Sobol sensitivity indices became very popular among practitioners due to its easiness of interpretation. For complex practical problems computation of Sobol indices generally…

Numerical Analysis · Mathematics 2016-06-03 Sergei Kucherenko , Shufang Song

We introduce a new method to jointly reduce the dimension of the input and output space of a function between high-dimensional spaces. Choosing a reduced input subspace influences which output subspace is relevant and vice versa.…

Machine Learning · Statistics 2025-04-01 Qiao Chen , Elise Arnaud , Ricardo Baptista , Olivier Zahm

Exposure assessment is fundamental to air pollution cohort studies. The objective is to predict air pollution exposures for study subjects at locations without data in order to optimize our ability to learn about health effects of air…

Applications · Statistics 2024-06-05 Si Cheng , Magali N. Blanco , Lianne Sheppard , Ali Shojaie , Adam Szpiro

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. One of the…

Probability · Mathematics 2018-11-21 Pierre Etoré , Clémentine Prieur , Dang Khoi Pham , Long Li

Results from global sensitivity analysis (GSA) often guide the understanding of complicated input-output systems. Kernel-based GSA methods have recently been proposed for their capability of treating a broad scope of complex systems. In…

Methodology · Statistics 2022-08-09 John Barr , Herschel Rabitz

We present an approach for forming sensitivity maps (or sensitivites) using ensembles. The method is an alternative to using an adjoint, which can be very challenging to formulate and also computationally expensive to solve. The main…

Computational Engineering, Finance, and Science · Computer Science 2018-09-21 C. E. Heaney , P. Salinas , F. Fang , C. C. Pain , I. M. Navon

The sensitivity of parameters in computational science problems is difficult to assess, especially for algorithms with multiple input parameters and diverse outputs. This work seeks to explore sensitivity analysis in the visualization…

People are increasingly concerned with understanding their personal environment, including possible exposure to harmful air pollutants. In order to make informed decisions on their day-to-day activities, they are interested in real-time…

Existing work in data fusion has covered identification of causal estimands when integrating data from heterogeneous sources. These results typically require additional assumptions to make valid estimation and inference. However, there is…

Methodology · Statistics 2023-01-10 Ngoc Q. Duong , Amy J. Pitts , Soohyun Kim , Caleb H. Miles

Sensitivity analysis is concerned with understanding how the model output depends on uncertainties (variances) in inputs and then identifies which inputs are important in contributing to the prediction imprecision. Uncertainty determination…

Physics and Society · Physics 2017-01-04 Yueying Zhu , Qiuping Alexandre Wang , Wei Li , Xu Cai

In recent years, the world has become increasingly concerned with air pollution. Particularly in the global north, countries are implementing systems to monitor air pollution on a large scale to aid decision-making. Such efforts are…

Physics and Society · Physics 2024-02-20 Liam J Berrisford , Eraldo Ribeiro , Ronaldo Menezes

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

Reliability-oriented sensitivity analysis methods have been developed for understanding the influence of model inputs relative to events which characterize the failure of a system (e.g., a threshold exceedance of the model output). In this…

Statistics Theory · Mathematics 2025-07-04 Marouane Il Idrissi , Vincent Chabridon , Bertrand Iooss

Complex models are often used to understand interactions and drivers of human-induced and/or natural phenomena. It is worth identifying the input variables that drive the model output(s) in a given domain and/or govern specific model…

Methodology · Statistics 2023-11-07 Matieyendou Lamboni

Global sensitivity analysis is the main quantitative technique for identifying the most influential input variables in a numerical simulation model. In particular when the inputs are independent, Sobol' sensitivity indices attribute a…

Statistics Theory · Mathematics 2021-01-15 Sébastien da Veiga

Biomechanical models often need to describe very complex systems, organs or diseases, and hence also include a large number of parameters. One of the attractive features of physics-based models is that in those models (most) parameters have…

Computational Engineering, Finance, and Science · Computer Science 2023-01-10 Barbara Wirthl , Sebastian Brandstaeter , Jonas Nitzler , Bernhard A. Schrefler , Wolfgang A. Wall

Inferring air quality from a limited number of observations is an essential task for monitoring and controlling air pollution. Existing inference methods typically use low spatial resolution data collected by fixed monitoring stations and…

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