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相关论文: A general framework for probabilistic sensitivity …

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The fields of signal processing and information theory have evolved with the goal of developing formulations to extract intrinsic information from limited amount of data. When one considers the modeling of unpredictably varying processes…

信号处理 · 电气工程与系统科学 2019-05-07 Rishabh Singh , Jose C. Principe

A fundamental challenge in observational causal inference is that assumptions about unconfoundedness are not testable from data. Assessing sensitivity to such assumptions is therefore important in practice. Unfortunately, some existing…

统计方法学 · 统计学 2019-01-15 Alexander Franks , Alexander D'Amour , Avi Feller

We propose a framework for sensitivity analysis of linear programs (LPs) in minimization form, allowing for simultaneous perturbations in the objective coefficients and right-hand sides, where the perturbations are modeled in a compact,…

最优化与控制 · 数学 2015-11-10 Guanglin Xu , Samuel Burer

Assessing sensitivity to unmeasured confounding is an important step in observational studies, which typically estimate effects under the assumption that all confounders are measured. In this paper, we develop a sensitivity analysis…

统计方法学 · 统计学 2023-09-04 Dan Soriano , Eli Ben-Michael , Peter J. Bickel , Avi Feller , Samuel D. Pimentel

Conventional likelihood-based information criteria for model selection rely on the distribution assumption of data. However, for complex data that are increasingly available in many scientific fields, the specification of their underlying…

统计方法学 · 统计学 2020-06-25 Chixiang Chen , Ming Wang , Rongling Wu , Runze Li

This work introduces the use of multivariate global sensitivity analysis for assessing the impact of uncertain electric machine design parameters on efficiency maps and profiles. Contrary to the common approach of applying variance-based…

计算工程、金融与科学 · 计算机科学 2026-04-29 Aylar Partovizadeh , Sebastian Schöps , Dimitrios Loukrezis

The objective of this work is to quantify the uncertainty in probability of failure estimates resulting from incomplete knowledge of the probability distributions for the input random variables. We propose a framework that couples the…

统计方法学 · 统计学 2021-10-26 Dimitris G. Giovanis , Michael Shields

When we use simulation to assess the performance of stochastic systems, the input models used to drive simulation experiments are often estimated from finite real-world data. There exist both input model and simulation estimation…

统计方法学 · 统计学 2021-08-10 Wei Xie , Cheng Li , Yuefeng Wu , Pu Zhang

Reliable estimation of predictive uncertainty is crucial for machine learning applications, particularly in high-stakes scenarios where hedging against risks is essential. Despite its significance, there is no universal agreement on how to…

机器学习 · 计算机科学 2025-06-17 Kajetan Schweighofer , Lukas Aichberger , Mykyta Ielanskyi , Sepp Hochreiter

We consider the problem of estimating parameter sensitivity for Markovian models of reaction networks. Sensitivity values measure the responsiveness of an output to the model parameters. They help in analyzing the network, understanding its…

概率论 · 数学 2014-04-18 Ankit Gupta , Mustafa Khammash

A simple, intuitive approach to the assessment of probabilistic inferences is introduced. The Shannon information metrics are translated to the probability domain. The translation shows that the negative logarithmic score and the geometric…

其他统计学 · 统计学 2018-12-27 Kenric P. Nelson

We demonstrate that centered likelihood ratio estimators for the sensitivity indices of complex stochastic dynamics are highly efficient with low, constant in time variance and consequently they are suitable for sensitivity analysis in…

数值分析 · 数学 2016-03-23 Georgios Arampatzis , Markos A. Katsoulakis , Luc Rey-Bellet

We consider the problem of determining feasible systems from a finite set of simulated alternatives with respect to probability constraints, where the observations from stochastic simulations are Bernoulli distributed. Most statistically…

最优化与控制 · 数学 2026-05-27 Taehoon Kim , Sigrun Andradottir , Seong-Hee Kim , Yuwei Zhou

This paper studies the problem of distributed classification with a network of heterogeneous agents. The agents seek to jointly identify the underlying target class that best describes a sequence of observations. The problem is first…

人工智能 · 计算机科学 2020-11-24 James Z. Hare , Cesar A. Uribe , Lance Kaplan , Ali Jadbabaie

The sensitivity metric in differential privacy, which is informally defined as the largest marginal change in output between neighboring databases, is of substantial significance in determining the accuracy of private data analyses.…

数据结构与算法 · 计算机科学 2019-01-24 Rachel Cummings , David Durfee

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

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

数值分析 · 数学 2019-09-17 Darko Volkov

It is a long-standing objective to ease the computation burden incurred by the decision making process. Identification of this mechanism's sensitivity to simplification has tremendous ramifications. Yet, algorithms for decision making under…

人工智能 · 计算机科学 2021-05-13 Andrey Zhitnikov , Vadim Indelman

One strength of modern language models is their ability to incorporate information from a user-input context when answering queries. However, they are not equally sensitive to the subtle changes to that context. To quantify this, Du et al.…

计算与语言 · 计算机科学 2024-10-21 Tianyu Liu , Kevin Du , Mrinmaya Sachan , Ryan Cotterell

Differential analysis is a routine procedure in the statistical analysis toolbox across many applied fields, including quantitative proteomics, the main illustration of the present paper. The state-of-the-art limma approach uses a…

统计方法学 · 统计学 2025-12-12 Marie Chion , Arthur Leroy