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Humans and other animals base their decisions on noisy sensory input. Much work has therefore been devoted to understanding the computations that underly such decisions. The problem has been studied in a variety of tasks and with stimuli of…

Neurons and Cognition · Quantitative Biology 2015-03-05 Manisha Bhardwaj , Sam Carroll , Wei Ji Ma , Kresimir Josic

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

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

We describe a novel attribution method which is grounded in Sensitivity Analysis and uses Sobol indices. Beyond modeling the individual contributions of image regions, Sobol indices provide an efficient way to capture higher-order…

Computer Vision and Pattern Recognition · Computer Science 2022-02-17 Thomas Fel , Remi Cadene , Mathieu Chalvidal , Matthieu Cord , David Vigouroux , Thomas Serre

In this paper, we consider a regression model built on dependent variables. This regression modelizes an input output relationship. Under boundedness assumptions on the joint distribution function of the input variables, we show that a…

Statistics Theory · Mathematics 2012-03-14 Gaëlle Chastaing , Fabrice Gamboa , Clémentine Prieur

In a model of the form $Y=h(X_1,\ldots,X_d)$ where the goal is to estimate a parameter of the probability distribution of $Y$, we define new sensitivity indices which quantify the importance of each variable $X_i$ with respect to this…

Methodology · Statistics 2013-05-13 Jean-Claude Fort , Thierry Klein , Nabil Rachdi

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

Lower-dimensional subspaces that impact estimates of uncertainty are often described by Linear combinations of input variables, leading to active variables. This paper extends the derivative-based active subspace methods and…

Numerical Analysis · Mathematics 2026-01-08 Matieyendou Lamboni , Sergei Kucherenko

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

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 complexity and size of state-of-the-art cell models have significantly increased in part due to the requirement that these models possess complex cellular functions which are thought--but not necessarily proven--to be important. Modern…

Neurons and Cognition · Quantitative Biology 2018-11-22 J. L. Hart , P. A. Gremaud , T. David

The main objective of this paper is to estimate optimally Sobol' indices at any order when a unique input/output i.i.d.\ sample is available. Our approach stands on three main ingredients: semi-parametric estimation theory, high-order…

Statistics Theory · Mathematics 2025-11-10 Sébastien Da Veiga , Fabrice Gamboa , Thierry Klein , Agnès Lagnoux , Clémentine Prieur

The brain modifies its synaptic strengths during learning in order to better adapt to its environment. However, the underlying plasticity rules that govern learning are unknown. Many proposals have been suggested, including Hebbian…

Neurons and Cognition · Quantitative Biology 2020-12-09 Aran Nayebi , Sanjana Srivastava , Surya Ganguli , Daniel L. K. Yamins

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

Let $X:=(X_1, \ldots, X_p)$ be random objects (the inputs), defined on some probability space $(\Omega,{\mathcal{F}}, \mathbb P)$ and valued in some measurable space $E=E_1\times\ldots \times E_p$. Further, let $Y:=Y = f(X_1, \ldots, X_p)$…

Applications · Statistics 2013-11-15 Fabrice Gamboa , Alexandre Janon , Thierry Klein , Agnès Lagnoux

Complex computer codes are widely used in science and engineering to model physical phenomena. Furthermore, it is common that they have a large number of input parameters. Global sensitivity analysis aims to identify those which have the…

Statistics Theory · Mathematics 2013-07-09 Loic Le Gratiet , Claire Cannamela , Bertrand Iooss

Project managers need to manage risks throughout the project lifecycle and, thus, need to know how changes in activity durations influence project duration and risk. We propose a new indicator (the Activity Risk Index, ARI) that measures…

Risk Management · Quantitative Finance 2024-06-04 Fernando Acebes , Javier Pajares , Jose M Gonzalez-Varona , Adolfo Lopez-Paredes

Models with high-dimensional parameter spaces are common in many applications. Global sensitivity analyses can provide insights on how uncertain inputs and interactions influence the outputs. Many sensitivity analysis methods face…

Applications · Statistics 2023-02-27 Haochen Ye , Robert E. Nicholas , Vivek Srikrishnan , Klaus Keller

In the past decade, Sobol's variance decomposition have been used as a tool - among others - in risk management. We show some links between global sensitivity analysis and stochastic ordering theories. This gives an argument in favor of…

Statistics Theory · Mathematics 2014-07-22 Areski Cousin , Alexandre Janon , Véronique Maume-Deschamps , Ibrahima Niang

The optimization of high dimensional functions is a key issue in engineering problems but it frequently comes at a cost that is not acceptable since it usually involves a complex and expensive computer code. Engineers often overcome this…

Machine Learning · Statistics 2019-06-18 Adrien Spagnol , Rodolphe Le Riche , Sebastien Da Veiga