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We propose a holistic framework for constructing sensitivity measures for any elicitable functional $T$ of a response variable. The sensitivity measures, termed score-based sensitivities, are constructed via scoring functions that are…

Applications · Statistics 2023-02-03 Tobias Fissler , Silvana M. Pesenti

Given a probability measure $\mu$ supported on a convex subset $\Omega$ of Euclidean space $(\mathbb{R}^d,g_0)$, we are interested in obtaining Poincar\'e and log-Sobolev type inequalities on $(\Omega,g_0,\mu)$. To this end, we change the…

Functional Analysis · Mathematics 2016-07-01 Alexander V. Kolesnikov , Emanuel Milman

Causal inference is only valid when its underlying assumptions are satisfied, one of the most central being the ignorability or unconfoundedness assumption. However, this hypothesis is often unrealistic in observational studies, as some…

Principal component analysis (PCA) is arguably the most widely used approach for large-dimensional factor analysis. While it is effective when the factors are sufficiently strong, it can be inconsistent when the factors are weak and/or the…

Methodology · Statistics 2025-08-22 Zhongyuan Lyu , Ming Yuan

We establish a general scale-dependent Poincar\'{e}-Hardy type identity involving a vector field on the hyperbolic space. By choosing suitable parameter, potential and vector field in this identity, we can recover, as well as derive new…

Analysis of PDEs · Mathematics 2025-04-28 Anh Xuan Do , Debdip Ganguly , Nguyen Lam , Guozhen Lu

Causal graphs may inform covariate adjustment for estimating causal effects and improve estimation efficiency by exploiting the graphical structure. In many applications, however, the target causal parameter may not be point-identified due…

Integrating advanced communication protocols in production has accelerated the adoption of data-driven predictive quality methods, notably machine learning (ML) models. However, ML models in image classification often face significant…

Machine Learning · Computer Science 2026-02-04 Lukas Bahr , Lucas Poßner , Konstantin Weise , Sophie Gröger , Rüdiger Daub

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…

We prove trace theorems for weighted mixed norm Sobolev spaces in the upper-half space where the weight is a power function of the vertical variable. The results show the differentiability order of the trace functions depends only on the…

Analysis of PDEs · Mathematics 2022-05-11 Tuoc Phan

In this paper we investigate the sensitivity analysis of parameterized nonlinear variational inequalities of second kind in a Hilbert space. The challenge of the present work is to take into account a perturbation on all the data of the…

Optimization and Control · Mathematics 2018-02-27 Samir Adly , Loïc Bourdin

We study weighted Poincar\'e and Poincar\'e-Sobolev type inequalities with an explicit analysis on the dependence on the $A_p$ constants of the involved weights. We obtain inequalities of the form $$ \left…

Classical Analysis and ODEs · Mathematics 2019-03-05 Carlos Pérez , Ezequiel Rela

Sensitivity analysis is an important tool used in many domains of computational science to either gain insight into the mathematical model and interaction of its parameters or study the uncertainty propagation through the input-output…

Methodology · Statistics 2023-06-02 Juraj Kardos , Wouter Edeling , Diana Suleimenova , Derek Groen , Olaf Schenk

We study semiparametric factor models in high-dimensional panels where the factor loadings consist of a nonparametric component explained by observed covariates and an idiosyncratic component capturing unobserved heterogeneity. A key…

Methodology · Statistics 2025-12-09 Sijie Zheng

Robust optimization aims to find optimum points from the collection of points that are feasible for every possible scenario of a given uncertain set. An optimum solution to a robust optimization problem is commonly found by the min-max…

Optimization and Control · Mathematics 2024-10-07 Nand Kishor , Debdas Ghosh , Xiaopeng Zhao

In the framework of nonparametric multivariate function estimation we are interested in structural adaptation. We assume that the function to be estimated possesses the single-index structure where neither the link function nor the index…

Statistics Theory · Mathematics 2013-04-26 Oleg Lepski , Nora Serdyukova

Building on the inequalities for homogeneous tetrahedral polynomials in independent Gaussian variables due to R. Lata{\l}a we provide a concentration inequality for non-necessarily Lipschitz functions $f\colon \R^n \to \R$ with bounded…

Probability · Mathematics 2013-04-09 Radosław Adamczak , Paweł Wolff

Theories with General Relativity as a sub-sector exhibit enhanced symmetries upon dimensional reduction, which is suggestive of ``exotic dualities''. Upon inclusion of time-like directions in the reductions one can dualize to theories in…

High Energy Physics - Theory · Physics 2008-11-26 Arjan Keurentjes

Studying causal effects of continuous treatments is important for gaining a deeper understanding of many interventions, policies, or medications, yet researchers are often left with observational studies for doing so. In the observational…

Methodology · Statistics 2023-06-16 Jared D. Huling , Noah Greifer , Guanhua Chen

Apart from the high accuracy of machine learning models, what interests many researchers in real-life problems (e.g., fraud detection, credit scoring) is to find hidden patterns in data; particularly when dealing with their challenging…

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