相关论文: Identifying the Influential Inputs for Network Out…

We define and study a generalization of Sobol sensitivity indices for the case of a vector output.

Global sensitivity analysis (GSA) is a recommended step in the use of computer simulation models. GSA quantifies the relative importance of model inputs on outputs (Factor Ranking), identifies inputs that could be fixed, thus simplifying…

Network inference has been extensively studied in several fields, such as systems biology and social sciences. Learning network topology and internal dynamics is essential to understand mechanisms of complex systems. In particular, sparse…

Sensitivity Analysis (SA) is a useful tool to measure the impact of changes in model parameters on the infection dynamics, particularly to quantify the expected efficacy of disease control strategies. SA has only been applied to epidemic…

Stochastic simulation has been widely used to analyze the performance of complex stochastic systems and facilitate decision making in those systems. Stochastic simulation is driven by the input model, which is a collection of probability…

We introduce the Speculative Influence Network (SIN) to decipher the causal relationships between sectors (and/or firms) during financial bubbles. The SIN is constructed in two steps. First, we develop a Hidden Markov Model (HMM) of…

We propose a method for variable selection in the intensity function of spatial point processes that combines sparsity-promoting estimation with noise-robust model selection. As high-resolution spatial data becomes increasingly available…

We propose and assess a new global (derivative-free) optimization algorithm, inspired by the LIPO algorithm, which uses variance-based sensitivity analysis (Sobol indices) to reduce the number of calls to the objective function. This method…

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…

Global sensitivity analysis is a set of methods aiming at quantifying the contribution of an uncertain input parameter of the model (or combination of parameters) on the variability of the response. We consider here the estimation of the…

A wide variety of real life complex networks are prohibitively large for modeling, analysis and control. Understanding the structure and dynamics of such networks entails creating a smaller representative network that preserves its relevant…

We propose the Sobolev Independence Criterion (SIC), an interpretable dependency measure between a high dimensional random variable X and a response variable Y . SIC decomposes to the sum of feature importance scores and hence can be used…

This paper deals with neural networks modelling of HVAC systems. In order to increase the neural networks performances, a method based on sensitivity analysis is applied. The same technique is also used to compute the relevance of each…

In this paper, we investigate the impact of interconnect and device process variations on voltage fluctuations in power grids. We consider random variations in the power grid's electrical parameters as spatial stochastic processes and…

Many random processes can be simulated as the output of a deterministic model accepting random inputs. Such a model usually describes a complex mathematical or physical stochastic system and the randomness is introduced in the input…

Mediation analysis is widely used for exploring treatment mechanisms; however, it faces challenges when nonignorable missing confounders are present. Efficient inference of mediation effects and the efficiency loss due to nonignorable…

In causal inference, interference occurs when the treatment of one unit may affect the outcomes of other units. The goal of this work is to serve as a guide to the use of linear outcome modeling for estimating causal effects in settings…

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…

Influence estimation aims to predict the total influence spread in social networks and has received surged attention in recent years. Most current studies focus on estimating the total number of influenced users in a social network, and…

Many current state-of-the-art models for sequential recommendations are based on transformer architectures. Interpretation and explanation of such black box models is an important research question, as a better understanding of their…