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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

Sensitivity methods for the analysis of the outputs of discrete Bayesian networks have been extensively studied and implemented in different software packages. These methods usually focus on the study of sensitivity functions and on the…

Artificial Intelligence · Computer Science 2016-07-05 Manuele Leonelli , Christiane Görgen , Jim Q. Smith

Global sensitivity analysis (GSA) is frequently used to analyze the influence of uncertain parameters in mathematical models and simulations. In principle, tools from GSA may be extended to analyze the influence of parameters in statistical…

Computation · Statistics 2018-06-29 Joseph Hart , Julie Bessac , Emil Constantinescu

Global sensitivity analysis aims at quantifying the impact of input variability onto the variation of the response of a computational model. It has been widely applied to deterministic simulators, for which a set of input parameters has a…

Computation · Statistics 2021-06-01 X. Zhu , B. Sudret

The presence of uncertainties are inevitable in engineering design and analysis, where failure in understanding their effects might lead to the structural or functional failure of the systems. The role of global sensitivity analysis in this…

Computation · Statistics 2017-10-24 Pramudita Satria Palar , Lavi Rizki Zuhal , Koji Shimoyama , Takeshi Tsuchiya

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

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

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

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

Stochastic models are necessary for the realistic description of an increasing number of applications. The ability to identify influential parameters and variables is critical to a thorough analysis and understanding of the underlying…

Computation · Statistics 2016-11-29 Joseph L. Hart , Alen Alexanderian , Pierre A. Gremaud

In the context of air quality control, our objective is to quantify the impact of uncertain inputs such as meteorological conditions and traffic parameters on pollutant dispersion maps. It is worth noting that the majority of sensitivity…

Sensitivity analysis (SA) is an important aspect of process automation. It often aims to identify the process inputs that influence the process output's variance significantly. Existing SA approaches typically consider the input-output…

Methodology · Statistics 2020-06-09 Zhanlin Liu , Ashis G. Banerjee , Youngjun Choe

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

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

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…

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

Variance-based Sobol' sensitivity is one of the most well-known measures in global sensitivity analysis (GSA). However, uncertainties with certain distributions, such as highly skewed distributions or those with a heavy tail, cannot be…

Numerical Analysis · Mathematics 2025-02-12 Jiannan Yang

We consider the problem of estimating parameter sensitivity for Markovian models of reaction networks. Sensitivity values measure the responsiveness of an output to the model parameters. They help in analyzing the network, understanding its…

Probability · Mathematics 2014-04-18 Ankit Gupta , Mustafa Khammash

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

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