相关论文: Is VARS more intuitive and efficient than Sobol' i…

Incorporating nonlinearity is paramount to predicting the future states of a dynamical system, its response to shocks, and its underlying causal network. However, most existing methods for causality detection and impulse response, such as…

Many mathematical models involve input parameters, which are not precisely known. Global sensitivity analysis aims to identify the parameters whose uncertainty has the largest impact on the variability of a quantity of interest (output of…

Computational models of the cardiovascular system are increasingly used for the diagnosis, treatment, and prevention of cardiovascular disease. Before being used for translational applications, the predictive abilities of these models need…

Visual SLAM in dynamic environments remains challenging, as several existing methods rely on semantic filtering that only handles known object classes, or use fixed robust kernels that cannot adapt to unknown moving objects, leading to…

Sobol' sensitivity indices allow to quantify the respective effects of random input variables and their combinations on the variance of mathematical model output. We focus on the problem of Sobol' indices estimation via a metamodeling…

Global sensitivity analysis (GSA) is used to quantify the influence of uncertain variables in a mathematical model. Prior to performing GSA, the user must specify (or implicitly assume), a probability distribution to model the uncertainty,…

The reduced-rank vector autoregressive (VAR) model can be interpreted as a supervised factor model, where two factor modelings are simultaneously applied to response and predictor spaces. This article introduces a new model, called vector…

The PAWN index is gaining traction among the modelling community as a sensitivity measure. However, the robustness to its design parameters has not yet been scrutinized: the size ($N$) and sampling ($\varepsilon$) of the model output, the…

Scaling visual generation models is essential for real-world content creation, yet requires substantial training and computational expenses. Alternatively, test-time scaling has garnered growing attention due to resource efficiency and…

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…

Variance based global sensitivity analysis measures the relevance of inputs to a single output using Sobol' indices. This paper extends the definition in a natural way to multiple outputs, directly measuring the relevance of inputs to the…

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…

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…

This paper analyzes Structural Vector Autoregressions (SVARs) where identification of structural parameters holds locally but not globally. In this case there exists a set of isolated structural parameter points that are observationally…

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…

The variance-based method of global sensitivity indices based on Sobol sensitivity indices became very popular among practitioners due to its easiness of interpretation. For complex practical problems computation of Sobol indices generally…

Variance-based sensitivity indices have established themselves as a reference among practitioners of sensitivity analysis of model outputs. A variance-based sensitivity analysis typically produces the first-order sensitivity indices $S_j$…

We present the Multi-vAlue Rule Set (MARS) model for interpretable classification with feature efficient presentations. MARS introduces a more generalized form of association rules that allows multiple values in a condition. Rules of this…

Visual attention helps achieve robust perception under noise, corruption, and distribution shifts in human vision, which are areas where modern neural networks still fall short. We present VARS, Visual Attention from Recurrent Sparse…

This paper presents a simple noise correction method for Sobol' indices estimation. Sobol' indices, especially total Sobol' indices are quite sensitive to the noise in the output and tend to be severly biased (overestimated) if no noise…