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The variance-based method of Sobol sensitivity indices is very popular among practitioners due to its efficiency and easiness of interpretation. However, for high-dimensional models the direct application of this method can be very time…

统计理论 · 数学 2016-05-26 S. Kucherenko , S. Song

Phononic crystals have been widely employed in many engineering fields, which is due to their unique feature of frequency band gaps. For example, their capability to filter out the incoming elastic waves, which include seismic waves, will…

计算工程、金融与科学 · 计算机科学 2019-01-01 W. Witarto , K. B. Nakshatrala , Y. L. Mo

This article presents a general multivariate $f$-sensitivity index, rooted in the $f$-divergence between the unconditional and conditional probability measures of a stochastic response, for global sensitivity analysis. Unlike the…

数值分析 · 数学 2015-12-09 Sharif Rahman

The global sensitivity analysis of a numerical model aims to quantify, by means of sensitivity indices estimate, the contributions of each uncertain input variable to the model output uncertainty. The so-called Sobol' indices, which are…

统计理论 · 数学 2019-11-26 Bertrand Iooss , Clémentine Prieur

The recent advancements in mathematical modeling of biochemical systems have generated increased interest in sensitivity analysis methodologies. There are two primary approaches for analyzing these mathematical models: the stochastic…

统计计算 · 统计学 2025-10-14 Kannon Hossain , Roger Sidje , Fahad Mostafa

Stochastic differential equations (SDEs) are established tools to model physical phenomena whose dynamics are affected by random noise. By estimating parameters of an SDE intrinsic randomness of a system around its drift can be identified…

统计计算 · 统计学 2012-05-03 Umberto Picchini , Susanne Ditlevsen

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.…

机器学习 · 统计学 2026-04-22 Shijie Zhong , Jiangfeng Fu

A systematic Bayesian framework is developed for physics constrained parameter inference ofstochastic differential equations (SDE) from partial observations. The physical constraints arederived for stochastic climate models but are…

数据分析、统计与概率 · 物理学 2016-11-25 Daniel Peavoy , Christian L. E. Franzke , Gareth O. Roberts

Explainable machine learning techniques have gained increasing attention in engineering applications, especially in aerospace design and analysis, where understanding how input variables influence data-driven models is essential. Partial…

Global sensitivity analysis of complex numerical models can be performed by calculating variance-based importance measures of the input variables, such as the Sobol indices. However, these techniques, requiring a large number of model…

统计方法学 · 统计学 2008-02-08 Amandine Marrel , Bertrand Iooss , Beatrice Laurent , Olivier Roustant

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

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…

统计理论 · 数学 2013-07-09 Loic Le Gratiet , Claire Cannamela , Bertrand Iooss

The Trotter-Suzuki decomposition is one of the main approaches for realization of quantum simulations on digital quantum computers. Variance-based global sensitivity analysis (the Sobol method) is a wide used method which allows to…

量子物理 · 物理学 2021-01-12 Alexey N. Pyrkov , Yurii Zotov , Jiangyu Cui , Manhong Yung

Global sensitivity analysis is the main quantitative technique for identifying the most influential input variables in a numerical simulation model. In particular when the inputs are independent, Sobol' sensitivity indices attribute a…

统计理论 · 数学 2021-01-15 Sébastien da Veiga

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;…

数值分析 · 数学 2016-07-28 Paul G. Constantine , Paul Diaz

New global sensitivity measures based on quantiles of the output are introduced. Such measures can be used for global sensitivity analysis of problems in which quantiles are explicitly the functions of interest and for identification of…

应用统计 · 统计学 2016-08-09 Sergei Kucherenko , Shufang Song

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

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…

统计理论 · 数学 2013-06-03 Loic Le Gratiet

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…

数值分析 · 数学 2020-12-23 Chun Yui Wong , Pranay Seshadri , Geoffrey T. Parks

In pharmaceutical research and development decision-making related to drug candidate selection, efficacy and safety is commonly supported through modelling and simulation (M\&S). Among others, physiologically-based pharmacokinetic models…

应用统计 · 统计学 2020-12-07 Nicola Melillo , Adam S. Darwich