相关论文: A general framework for probabilistic sensitivity …
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…
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…
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,…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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.…
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…
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…
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…
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.…
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…