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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

This chapter makes a review, in a complete methodological framework, of various global sensitivity analysis methods of model output. Numerous statistical and probabilistic tools (regression, smoothing, tests, statistical learning, Monte…

Statistics Theory · Mathematics 2014-04-10 Bertrand Iooss , Paul Lemaître

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

Distribution shifts between sites can seriously degrade model performance since models are prone to exploiting unstable correlations. Thus, many methods try to find features that are stable across sites and discard unstable features.…

Machine Learning · Computer Science 2024-09-11 Minh Nguyen , Alan Q. Wang , Heejong Kim , Mert R. Sabuncu

We present the first application of a variance-based sensitivity analysis (SA) to a model that aims to predict the evolution and properties of the whole galaxy population. SA is a well-established technique in other quantitative sciences,…

Astrophysics of Galaxies · Physics 2020-01-08 Piotr Oleskiewicz , Carlton M. Baugh

We present a framework for derivative-based global sensitivity analysis (GSA) for models with high-dimensional input parameters and functional outputs. We combine ideas from derivative-based GSA, random field representation via…

Computation · Statistics 2019-08-19 Helen L. Cleaves , Alen Alexanderian , Hayley Guy , Ralph C. Smith , Meilin Yu

The estimation of variance-based importance measures (called Sobol' indices) of the input variables of a numerical model can require a large number of model evaluations. It turns to be unacceptable for high-dimensional model involving a…

Statistics Theory · Mathematics 2013-05-28 Matieyendou Lamboni , Bertrand Iooss , Anne-Laure Popelin , Fabrice Gamboa

Uncertainties exist in both physics-based and data-driven models. Variance-based sensitivity analysis characterizes how the variance of a model output is propagated from the model inputs. The Sobol index is one of the most widely used…

Methodology · Statistics 2020-06-09 Zhanlin Liu , Youngjun Choe

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

Sensitivity analysis (SA) and uncertainty quantification (UQ) are used to assess and improve engineering models. In this study, various methods of SA and UQ are described and applied in theoretical and practical examples for use in energy…

Applications · Statistics 2022-07-07 Majdi I. Radaideh , Mohammad I. Radaideh

Every computer model depends on numerical input parameters that are chosen according to mostly conservative but rigorous numerical or empirical estimates. These parameters could for example be the step size for time integrators, a seed for…

Computational Physics · Physics 2020-09-11 Matthias Frey , Andreas Adelmann

One-dimensional Poincare inequalities are used in Global Sensitivity Analysis (GSA) to provide derivative-based upper bounds and approximations of Sobol indices. We add new perspectives by investigating weighted Poincare inequalities. Our…

Probability · Mathematics 2024-12-09 David Heredia , Aldéric Joulin , Olivier Roustant

Performing (variance-based) global sensitivity analysis (GSA) with dependent inputs has recently benefited from cooperative game theory concepts.By using this theory, despite the potential correlation between the inputs, meaningful…

Statistics Theory · Mathematics 2022-10-25 Margot Herin , Marouane Il Idrissi , Vincent Chabridon , Bertrand Iooss

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

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

Motivated by risk assessment of coastal flooding, we consider time-consuming simulators with a spatial output. The aim is to perform sensitivity analysis (SA), quantifying the influence of input parameters on the output. There are three…

Variance-based global sensitivity analysis (GSA) can provide a wealth of information when applied to complex models. A well-known Achilles' heel of this approach is its computational cost which often renders it unfeasible in practice. An…

Numerical Analysis · Mathematics 2026-01-08 John Darges , Alen Alexanderian , Pierre Gremaud

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

Sensitivity analysis plays an important role in the development of computer models/simulators through identifying the contribution of each (uncertain) input factor to the model output variability. This report investigates different aspects…

Computation · Statistics 2022-06-24 Hossein Mohammadi , Peter Challenor , Clémentine Prieur