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Global sensitivity analysis with variance-based measures suffers from several theoretical and practical limitations, since they focus only on the variance of the output and handle multivariate variables in a limited way. In this paper, we…

Statistics Theory · Mathematics 2013-11-12 Sébastien Da Veiga

The global sensitivity analysis of a complex numerical model often calls for the estimation of variance-based importance measures, named Sobol' indices. Metamodel-based techniques have been developed in order to replace the cpu…

Computation · Statistics 2011-04-22 Amandine Marrel , Bertrand Iooss , Michel Jullien , Beatrice Laurent , Elena Volkova

In the field of computer experiments sensitivity analysis aims at quantifying the relative importance of each input parameter (or combinations thereof) of a computational model with respect to the model output uncertainty. Variance…

Computation · Statistics 2014-05-23 Bruno Sudret , Chu Van Mai

Loss functions play a crucial role in deep metric learning thus a variety of them have been proposed. Some supervise the learning process by pairwise or tripletwise similarity constraints while others take advantage of structured similarity…

Machine Learning · Computer Science 2019-11-25 Xinshao Wang , Elyor Kodirov , Yang Hua , Neil Robertson

Concerns have been raised about possible cancer risks after exposure to computed tomography (CT) scans in childhood. The health effects of ionizing radiation are then estimated from the absorbed dose to the organs of interest which is…

Applications · Statistics 2023-06-05 Anais Foucault , Marouane Il Idrissi , Bertrand Iooss , Sophie Ancelet

We address the problem of robot guided assembly tasks, by using a learning-based approach to identify contact model parameters for known and novel parts. First, a Variational Autoencoder (VAE) is used to extract geometric features of…

Robotics · Computer Science 2024-12-12 Constantin Schempp , Christian Friedrich

This paper analyzes how interaction effects can be consistently estimated under economically plausible assumptions in linear panel models with a fixed $T$-dimension. We advocate for a \emph{correlated interaction term estimator} (CITE) and…

Econometrics · Economics 2025-03-18 Chris Muris , Konstantin Wacker

We develop new econometric methods for estimation and inference in high-dimensional panel data models with interactive fixed effects. Our approach can be regarded as a non-trivial extension of the very popular common correlated effects…

Econometrics · Economics 2025-08-11 Maximilian Ruecker , Michael Vogt , Oliver Linton , Christopher Walsh

The rapid adoption of complex Artificial Intelligence (AI) and Machine Learning (ML) models has led to their characterization as black boxes due to the difficulty of explaining their internal decision-making processes. This lack of…

Machine Learning · Computer Science 2026-01-13 Silvia Ruiz-España , Laura Arnal , François Signol , Juan-Carlos Perez-Cortes , Joaquim Arlandis

Global feature effect methods, such as partial dependence plots, provide an intelligible visualization of the expected marginal feature effect. However, such global feature effect methods can be misleading, as they do not represent local…

Machine Learning · Statistics 2024-12-18 Julia Herbinger , Marvin N. Wright , Thomas Nagler , Bernd Bischl , Giuseppe Casalicchio

Causal effects may vary among individuals and can even be of opposite signs. When significant effect heterogeneity exists, the population average causal effect might be uninformative for an individual. Due to the fundamental problem of…

Methodology · Statistics 2022-12-12 Richard Post , Zhuozhao Zhan , Edwin van den Heuvel

Shapley effects are attracting increasing attention as sensitivity measures. When the value function is the conditional variance, they account for the individual and higher order effects of a model input. They are also well defined under…

Computation · Statistics 2021-10-13 Elmar Plischke , Giovanni Rabitti , Emanuele Borgonovo

This study explores the applicability of a graph-based interaction-aware trajectory prediction model, originally developed for the transportation domain, to forecast particle trajectories in three-dimensional discrete element simulations.…

Computational Physics · Physics 2025-03-07 Abhishek Setty , Lukas Morand , Poojitha Ramachandra , Claas Bierwisch

Reliability-oriented sensitivity analysis aims at combining both reliability and sensitivity analyses by quantifying the influence of each input variable of a numerical model on a quantity of interest related to its failure. In particular,…

Statistics Theory · Mathematics 2022-10-25 Julien Demange-Chryst , François Bachoc , Jérôme Morio

Explaining artificial intelligence or machine learning models is increasingly important. To use such data-driven systems wisely we must understand how they interact with the world, including how they depend causally on data inputs. In this…

Machine Learning · Computer Science 2023-07-06 Joshua R. Loftus , Lucius E. J. Bynum , Sakina Hansen

Many existing interpretation methods are based on Partial Dependence (PD) functions that, for a pre-trained machine learning model, capture how a subset of the features affects the predictions by averaging over the remaining features.…

Machine Learning · Computer Science 2025-06-05 Jinyang Liu , Tessa Steensgaard , Marvin N. Wright , Niklas Pfister , Munir Hiabu

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

Partial differential equation (PDE) models are widely used in engineering and natural sciences to describe spatio-temporal processes. The parameters of the considered processes are often unknown and have to be estimated from experimental…

Numerical Analysis · Mathematics 2016-12-21 Romana Boiger , Jan Hasenauer , Sabrina Hross , Barbara Kaltenbacher

PredDiff is a model-agnostic, local attribution method that is firmly rooted in probability theory. Its simple intuition is to measure prediction changes while marginalizing features. In this work, we clarify properties of PredDiff and its…

Machine Learning · Computer Science 2023-07-12 Stefan Blücher , Johanna Vielhaben , Nils Strodthoff

We introduce a new Shapley value approach for global sensitivity analysis and machine learning explainability. The method is based on the first-order partial derivatives of the underlying function. The computational complexity of the method…

Machine Learning · Computer Science 2023-03-28 Hui Duan , Giray Ökten