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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

Using both observational and experimental data, a causal discovery process can identify the causal relationships between variables. A unique adaptive intervention design paradigm is presented in this work, where causal directed acyclic…

Machine Learning · Computer Science 2025-05-12 Abdelmonem Elrefaey , Rong Pan

Machine learning continues to grow in popularity in academia, in industry, and is increasingly used in other fields. However, most of the common metrics used to evaluate even simple binary classification models have shortcomings that are…

Machine Learning · Computer Science 2024-12-25 David H. Brown , Davide Chicco

In uncertainty quantification, evaluating sensitivity measures under specific conditions (i.e., conditional Sobol' indices) is essential for systems with parameterized responses, such as spatial fields or varying operating conditions.…

Machine Learning · Statistics 2026-04-22 Shijie Zhong , Jiangfeng Fu

Reliability sensitivity analysis is concerned with measuring the influence of a system's uncertain input parameters on its probability of failure. Statistically dependent inputs present a challenge in both computing and interpreting these…

Applications · Statistics 2023-06-21 Max Ehre , Iason Papaioannou , Daniel Straub

The Shapley Additive Global Importance (SAGE) value is a theoretically appealing interpretability method that fairly attributes global importance to a model's features. However, its exact calculation requires the computation of the…

Machine Learning · Statistics 2023-04-07 Christoph Luther , Gunnar König , Moritz Grosse-Wentrup

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

Inverse problems constrained by partial differential equations (PDEs) play a critical role in model development and calibration. In many applications, there are multiple uncertain parameters in a model which must be estimated. Although the…

Estimating the probability of failures or accidents with aerospace systems is often necessary when new concepts or designs are introduced, as it is being done for Autonomous Aircraft. If the design is safe, as it is supposed to be, accident…

Applications · Statistics 2018-08-10 Ítalo Romani de Oliveira , Jeffery Musiak

Global feature effects such as partial dependence (PD) and accumulated local effects (ALE) plots are widely used to interpret black-box models. However, they are only estimates of true underlying effects, and their reliability depends on…

Machine Learning · Statistics 2026-03-18 Timo Heiß , Coco Bögel , Bernd Bischl , Giuseppe Casalicchio

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

This paper addresses sensitivity analysis for dynamic models, linking dependent inputs to observed outputs. The usual method to estimate Sobol indices are based on the independence of input variables. We present a method to overpass this…

Applications · Statistics 2015-09-15 Mathilde Grandjacques , Alexandre Janon , Benoit Delinchant , Olivier Adrot

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

Learning predictive world models from unlabelled video is a foundational challenge in artificial intelligence. While Joint Embedding Predictive Architectures (JEPA) have set new benchmarks in semantic classification, they often remain…

Computer Vision and Pattern Recognition · Computer Science 2026-05-18 Santosh Kumar Paidi

The velocity field and the height at the surface of a dynamic ice sheet are observed. The ice sheets are modeled by the full Stokes equations and shallow shelf/shelfy stream approximations. Time dependence is introduced by a kinematic free…

Computational Physics · Physics 2020-01-27 Gong Cheng , Per Lötstedt

Solving partial differential equations (PDEs) by learning the solution operators has emerged as an attractive alternative to traditional numerical methods. However, implementing such architectures presents two main challenges: flexibility…

Machine Learning · Computer Science 2023-12-19 Seungjun Lee , Taeil Oh

Scatterometry is a fast, indirect and nondestructive optical method for the quality control in the production of lithography masks. Geometry parameters of line gratings are obtained from diffracted light intensities by solving an inverse…

Data Analysis, Statistics and Probability · Physics 2019-11-01 Nando Farchmin , Martin Hammerschmidt , Philipp-Immanuel Schneider , Matthias Wurm , Bernd Bodermann , Markus Bär , Sebastian Heidenreich

In this letter, we compare three polynomial chaos expansion (PCE)-based methods for ANCOVA (ANalysis of COVAriance) indices based global sensitivity analysis for correlated random inputs in two power system applications. Surprisingly, the…

Signal Processing · Electrical Eng. & Systems 2023-07-17 Xiaoting Wang , Rong-Peng Liu , Xiaozhe Wang , François Bouffard

Measuring the interaction between cities is an important research topic in many disciplines, such as sociology, geography, economics and transportation science. The traditional and most widely used spatial interaction model is the gravity…

Physics and Society · Physics 2021-03-25 Xiang-Yu Jia , Er-Jian Liu , Chun-Yan Chen , Xiao-Yong Yan

Global sensitivity analysis aims at measuring the relative importance of different variables or groups of variables for the variability of a quantity of interest. Among several sensitivity indices, so-called Shapley effects have recently…

Computation · Statistics 2021-04-27 Takashi Goda