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Much of uncertainty quantification to date has focused on determining the effect of variables modeled probabilistically, and with a known distribution, on some physical or engineering system. We develop methods to obtain information on the…

Numerical Analysis · Mathematics 2015-03-19 Kamaljit Chowdhary , Paul Dupuis

We propose and discuss sensitivity metrics for reliability analysis, which are based on the value of information. These metrics are easier to interpret than other existing sensitivity metrics in the context of a specific decision and they…

Optimization and Control · Mathematics 2021-12-03 Daniel Straub , Max Ehre , Iason Papaioannou

In dynamic discrete choice models, some parameters, such as the discount factor, are being fixed instead of being estimated. This paper proposes two sensitivity analysis procedures for dynamic discrete choice models with respect to the…

Econometrics · Economics 2024-08-30 Chun Pong Lau

Although neural networks can achieve very high predictive performance on various different tasks such as image recognition or natural language processing, they are often considered as opaque "black boxes". The difficulty of interpreting the…

Machine Learning · Statistics 2020-01-22 Enguerrand Horel , Virgile Mison , Tao Xiong , Kay Giesecke , Lidia Mangu

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

One of the fundamental challenges in drawing causal inferences from observational studies is that the assumption of no unmeasured confounding is not testable from observed data. Therefore, assessing sensitivity to this assumption's…

Methodology · Statistics 2024-06-25 Md Abdul Basit , Mahbub A. H. M. Latif , Abdus S Wahed

The adaptation and use of Machine Learning (ML) in our daily lives has led to concerns in lack of transparency, privacy, reliability, among others. As a result, we are seeing research in niche areas such as interpretability, causality, bias…

Machine Learning · Computer Science 2024-06-04 Fahimeh Fakour , Ali Mosleh , Ramin Ramezani

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

Saliency methods are widely used to interpret neural network predictions, but different variants of saliency methods often disagree even on the interpretations of the same prediction made by the same model. In these cases, how do we…

Computation and Language · Computer Science 2021-04-14 Shuoyang Ding , Philipp Koehn

Differential sensitivity measures provide valuable tools for interpreting complex computational models used in applications ranging from simulation to algorithmic prediction. Taking the derivative of the model output in direction of a model…

Computation · Statistics 2024-10-03 Silvana M. Pesenti , Pietro Millossovich , Andreas Tsanakas

As large language models (LLMs) continue to evolve, understanding and quantifying the uncertainty in their predictions is critical for enhancing application credibility. However, the existing literature relevant to LLM uncertainty…

Computation and Language · Computer Science 2024-10-22 Hsiu-Yuan Huang , Yutong Yang , Zhaoxi Zhang , Sanwoo Lee , Yunfang Wu

This work undertakes studies to evaluate Interpretability Methods for Time-Series Deep Learning. Sensitivity analysis assesses how input changes affect the output, constituting a key component of interpretation. Among the post-hoc…

Machine Learning · Computer Science 2024-01-31 Zhengguang Wang

Measuring uncertainties in the output of a deep learning method is useful in several ways, such as in assisting with interpretation of the outputs, helping build confidence with end users, and for improving the training and performance of…

Machine Learning · Computer Science 2022-09-20 Luke Whitbread , Mark Jenkinson

As neural networks become more popular, the need for accompanying uncertainty estimates increases. There are currently two main approaches to test the quality of these estimates. Most methods output a density. They can be compared by…

Machine Learning · Statistics 2024-06-05 Laurens Sluijterman , Eric Cator , Tom Heskes

In the last years there has been a considerable increase in the availability of continuous sensor measurements in a wide range of application domains, such as Location-Based Services (LBS), medical monitoring systems, manufacturing plants…

Databases · Computer Science 2015-03-20 Michele Dallachiesa , Besmira Nushi , Katsiaryna Mirylenka , Themis Palpanas

The estimation of the amount of uncertainty featured by predictive machine learning models has acquired a great momentum in recent years. Uncertainty estimation provides the user with augmented information about the model's confidence in…

Machine Learning · Computer Science 2022-10-31 Ibai Laña , Ignacio , Olabarrieta , Javier Del Ser

Traditionally, the sensitivity analysis of a Bayesian network studies the impact of individually modifying the entries of its conditional probability tables in a one-at-a-time (OAT) fashion. However, this approach fails to give a…

Artificial Intelligence · Computer Science 2024-06-11 Rafael Ballester-Ripoll , Manuele Leonelli

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

Energy systems modellers often resort to simplified system representations and deterministic model formulations (i.e., not considering uncertainty) to preserve computational tractability. However, reduced levels of detail and neglected…

Physics and Society · Physics 2022-08-18 Maria Yliruka , Stefano Moret , Nilay Shah

In recent years, probabilistic forecasts techniques were proposed in research as well as in applications to integrate volatile renewable energy resources into the electrical grid. These techniques allow decision makers to take the…

Machine Learning · Statistics 2024-10-30 Jens Schreiber , Bernhard Sick