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The objective of reliability sensitivity analysis is to determine input variables that mostly contribute to the variability of the failure probability. In this paper, we study a recently introduced method for the reliability sensitivity…

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 propose a new importance sampling framework for the estimation and analysis of Sobol' indices. We focus on the estimation of the conditional second-moment quantity underlying these indices, which is the most challenging term to estimate.…

统计理论 · 数学 2026-03-03 Haythem Boucharif , Jérôme Morio , Paul Rochet

We present the first application of a variance-based sensitivity analysis (SA) to a model that aims to predict the evolution and properties of the whole galaxy population. SA is a well-established technique in other quantitative sciences,…

星系天体物理 · 物理学 2020-01-08 Piotr Oleskiewicz , Carlton M. Baugh

Inspired by the well-established variance-based methods for global sensitivity analysis, we develop a local total sensitivity index that decomposes the global total sensitivity conditions by independent variables' values. We employ this…

统计方法学 · 统计学 2021-07-21 Brian W. Bush , Joanne Wendelberger , Rebecca Hanes

In the context of sensitivity analysis of complex phenomena in presence of uncertainty, we motivate and precise the idea of orienting the analysis towards a critical domain of the studied phenomenon. We make a brief history of related…

统计方法学 · 统计学 2018-04-02 Hugo Raguet , Amandine Marrel

Global sensitivity analysis (GSA) is frequently used to analyze the influence of uncertain parameters in mathematical models and simulations. In principle, tools from GSA may be extended to analyze the influence of parameters in statistical…

统计计算 · 统计学 2018-06-29 Joseph Hart , Julie Bessac , Emil Constantinescu

In this study, we develop a methodology for model reduction and selection informed by global sensitivity analysis (GSA) methods. We apply these techniques to a control model that takes systolic blood pressure and thoracic tissue pressure…

定量方法 · 定量生物学 2021-05-17 E. Benjamin Randall , Nicholas Z. Randolph , Alen Alexanderian , Mette S. Olufsen

In this paper, we consider the problem of parameter sensitivity in models of complex dynamical systems through the lens of information geometry. We calculate the sensitivity of model behavior to variations in parameters. In most cases,…

统计力学 · 物理学 2019-07-17 Benjamin L. Francis , Mark K. Transtrum

Sensitivity analysis is a process of computing sensitivity indices, which are certain measures of importance of parameters in influencing the outputs of mathematical models. Sensitivity indices computed in variance-based sensitivity…

统计计算 · 统计学 2013-10-04 Tomasz Badowski

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…

数值分析 · 数学 2025-04-22 Jiaxuan Miao , Sergey Matveev

Simulations are becoming ever more common as a tool for designing complex products. Sensitivity analysis techniques can be applied to these simulations to gain insight, or to reduce the complexity of the problem at hand. However, these…

其他计算机科学 · 计算机科学 2017-02-03 Tom Van Steenkiste , Joachim van der Herten , Ivo Couckuyt , Tom Dhaene

For models evaluated at a random set of independent variables, the variance-based Shapley effects range between Sobol' indices, and the corresponding total indices admit derivative-based upper-bounds. Such relationships fail when the inputs…

统计理论 · 数学 2026-05-28 Matieyendou Lamboni

In this paper, we study sensitivity indices for independent groups of variables and we look at the particular case of block-additive models. We show in this case that most of the Sobol indices are equal to zero and that Shapley effects can…

统计理论 · 数学 2018-12-12 Baptiste Broto , François Bachoc , Marine Depecker , Jean-Marc Martinez

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,…

统计理论 · 数学 2022-10-25 Julien Demange-Chryst , François Bachoc , Jérôme Morio

Global sensitivity analysis is now established as a powerful approach for determining the key random input parameters that drive the uncertainty of model output predictions. Yet the classical computation of the so-called Sobol' indices is…

统计计算 · 统计学 2016-06-16 L. Le Gratiet , S. Marelli , B. Sudret

Using mathematical models to assist in the interpretation of experiments is becoming increasingly important in research across applied mathematics, and in particular in biology and ecology. In this context, accurate parameter estimation is…

统计理论 · 数学 2025-04-29 Jie Qi , Ruth E. Baker

This paper presents an efficient surrogate modeling strategy for the uncertainty quantification and Bayesian calibration of a hydrological model. In particular, a process-based dynamical urban drainage simulator that predicts the discharge…

统计计算 · 统计学 2019-11-14 Joseph B. Nagel , Jörg Rieckermann , Bruno Sudret

Causal inference with observational studies often suffers from unmeasured confounding, yielding biased estimators based on the unconfoundedness assumption. Sensitivity analysis assesses how the causal conclusions change with respect to…

统计方法学 · 统计学 2024-04-01 Sizhu Lu , Peng Ding

We present an HSIC-based approach for global sensitivity analysis of broad classes of models with correlated and possibly function-valued inputs and outputs. To this end, we define the total HSIC sensitivity index: a bounded, interpretable,…

统计理论 · 数学 2026-03-03 Troy Larsen , Alen Alexanderian