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Causal inference, especially in observational studies, relies on untestable assumptions about the true data-generating process. Sensitivity analysis helps us determine how robust our conclusions are when we alter these underlying…

Machine Learning · Computer Science 2026-05-11 Nikita Dhawan , Daniel Shen , Leonardo Cotta , Chris J. Maddison

Global sensitivity analysis is a powerful set of ideas and heuristics for understanding the importance and interplay between uncertain parameters in a computational model. Such a model is characterized by a set of input parameters and an…

Numerical Analysis · Mathematics 2020-12-23 Chun Yui Wong , Pranay Seshadri , Geoffrey T. Parks

The paper introduces a novel approach to global sensitivity analysis, grounded in the variance-covariance structure of random variables derived from random measures. The proposed methodology facilitates the application of…

Methodology · Statistics 2025-10-20 Caleb Deen Bastian , Herschel Rabitz , Grzegorz A Rempala

Following up on the success of the analysis of variance (ANOVA) decomposition and the Sobol indices (SI) for global sensitivity analysis, various related quantities of interest have been defined in the literature including the effective and…

Numerical Analysis · Computer Science 2017-12-06 Rafael Ballester-Ripoll , Enrique G. Paredes , Renato Pajarola

The structure of a Bayesian network includes a great deal of information about the probability distribution of the data, which is uniquely identified given some general distributional assumptions. Therefore it's important to study its…

Methodology · Statistics 2011-12-07 Marco Scutari

Computer experiments are becoming increasingly important in scientific investigations. In the presence of uncertainty, analysts employ probabilistic sensitivity methods to identify the key-drivers of change in the quantities of interest.…

Methodology · Statistics 2024-07-02 Isadora Antoniano-Villalobos , Emanuele Borgonovo , Xuefei Lu

This paper considers the problem of variable selection allowing for parameter instability. It distinguishes between signal and pseudo-signal variables that are correlated with the target variable, and noise variables that are not, and…

Econometrics · Economics 2024-07-17 Alexander Chudik , M. Hashem Pesaran , Mahrad Sharifvaghefi

We study the problem of efficiently estimating the effect of an intervention on a single variable (atomic interventions) using observational samples in a causal Bayesian network. Our goal is to give algorithms that are efficient in both…

Machine Learning · Computer Science 2020-08-07 Arnab Bhattacharyya , Sutanu Gayen , Saravanan Kandasamy , Ashwin Maran , N. V. Vinodchandran

In many applications of causal inference, the treatment received by one unit may influence the outcome of another, a phenomenon referred to as interference. Although there are several frameworks for conducting causal inference in the…

Methodology · Statistics 2025-11-27 Matvey Ortyashov , AmirEmad Ghassami

Bayesian inference is often utilized for uncertainty quantification tasks. A recent analysis by Xu and Raginsky 2022 rigorously decomposed the predictive uncertainty in Bayesian inference into two uncertainties, called aleatoric and…

Machine Learning · Statistics 2023-07-25 Futoshi Futami , Tomoharu Iwata

In global sensitivity analysis, the well known Sobol' sensitivity indices aim to quantify how the variance in the output of a mathematical model can be apportioned to the different variances of its input random variables. These indices are…

Statistics Theory · Mathematics 2018-01-11 Nazih Benoumechiara , Kevin Elie-Dit-Cosaque

Stochastic simulators such as Monte-Carlo estimators are widely used in science and engineering to study physical systems through their probabilistic representation. Global sensitivity analysis aims to identify the input parameters which…

Statistics Theory · Mathematics 2013-06-03 Loic Le Gratiet

In Hezaveh et al. 2017 we showed that deep learning can be used for model parameter estimation and trained convolutional neural networks to determine the parameters of strong gravitational lensing systems. Here we demonstrate a method for…

Cosmology and Nongalactic Astrophysics · Physics 2017-11-29 Laurence Perreault Levasseur , Yashar D. Hezaveh , Risa H. Wechsler

Computational models of the cardiovascular system are increasingly used for the diagnosis, treatment, and prevention of cardiovascular disease. Before being used for translational applications, the predictive abilities of these models need…

Applications · Statistics 2024-01-11 Friederike Schäfer , Daniele E. Schiavazzi , Leif Rune Hellevik , Jacob Sturdy

In recent times, neural networks have become a powerful tool for the analysis of complex and abstract data models. However, their introduction intrinsically increases our uncertainty about which features of the analysis are model-related…

Machine Learning · Statistics 2020-11-09 Tom Charnock , Laurence Perreault-Levasseur , François Lanusse

This paper presents a method for performing Uncertainty Quantification in high-dimensional uncertain spaces by combining arbitrary polynomial chaos with a recently proposed scheme for sensitivity enhancement (1). Including available…

Numerical Analysis · Mathematics 2024-02-09 Nick Pepper , Francesco Montomoli , Kyriakos Kantarakias

In this study, we develop a methodology for model reduction and selection informed by global sensitivity analysis (GSA) methods. We apply these techniques to a control model that takes systolic blood pressure and thoracic tissue pressure…

Quantitative Methods · Quantitative Biology 2021-05-17 E. Benjamin Randall , Nicholas Z. Randolph , Alen Alexanderian , Mette S. Olufsen

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

Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…

Machine Learning · Statistics 2025-12-22 Yuli Slavutsky , David M. Blei

In pharmaceutical research and development decision-making related to drug candidate selection, efficacy and safety is commonly supported through modelling and simulation (M\&S). Among others, physiologically-based pharmacokinetic models…

Applications · Statistics 2020-12-07 Nicola Melillo , Adam S. Darwich
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