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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

Global ambient air pollution, a transboundary challenge, is typically addressed through interventions relying on data from spatially sparse and heterogeneously placed monitoring stations. These stations often encounter temporal data gaps…

机器学习 · 计算机科学 2024-02-19 Liam J Berrisford , Hugo Barbosa , Ronaldo Menezes

We present a simple framework to easily pre-select the most essential data for accurately forecasting the concentration of the pollutant PM$_{10}$, based on pollutants observations for the years 2002 until 2006 in the metropolitan region of…

大气与海洋物理 · 物理学 2014-11-05 Ana Russo , Pedro G. Lind , Frank Raischel , Ricardo Trigo , Manuel Mendes

Physical phenomena are commonly modeled by numerical simulators. Such codes can take as input a high number of uncertain parameters and it is important to identify their influences via a global sensitivity analysis (GSA). However, these…

统计方法学 · 统计学 2014-12-04 Matthias De Lozzo , Amandine Marrel

Sobol indices are a widespread quantitative measure for variance-based global sensitivity analysis, but computing and utilizing them remains challenging for high-dimensional systems. We propose the tensor train decomposition (TT) as a…

数值分析 · 计算机科学 2017-12-04 Rafael Ballester-Ripoll , Enrique G. Paredes , Renato Pajarola

Sensitivity analysis is an important concept to analyze the influences of parameters in a system, an equation or a collection of data. The methods used for sensitivity analysis are divided into deterministic and statistical techniques.…

其他统计学 · 统计学 2019-12-25 Eduardo Vasconcelos , Adriano Souza , Kelvin Dias

In this paper, we study sensitivity indices for independent groups of variables and we look at the particular case of block-additive models. We show in this case that most of the Sobol indices are equal to zero and that Shapley effects can…

统计理论 · 数学 2018-12-12 Baptiste Broto , François Bachoc , Marine Depecker , Jean-Marc Martinez

Global sensitivity analysis is now established as a powerful approach for determining the key random input parameters that drive the uncertainty of model output predictions. Yet the classical computation of the so-called Sobol' indices is…

统计计算 · 统计学 2016-06-16 L. Le Gratiet , S. Marelli , B. Sudret

Identifying causal treatment (or exposure) effects in observational studies requires the data to satisfy the unconfoundedness assumption which is not testable using the observed data. With sensitivity analysis, one can determine how the…

统计方法学 · 统计学 2023-01-31 Yang Ou , Lu Tang , Chung-Chou H. Chang

Models of complex technological systems inherently contain interactions and dependencies among their input variables that affect their joint influence on the output. Such models are often computationally expensive and few sensitivity…

统计方法学 · 统计学 2025-06-24 Mariia Kozlova , Antti Ahola , Pamphile T. Roy , Julian Scott Yeomans

Sensitivity analysis of a numerical model, for instance simulating physical phenomena, is useful to quantify the influence of the inputs on the model responses. This paper proposes a new sensitivity index, based upon the modification of the…

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

This paper explores the application of active learning strategies to adaptively learn Sobol indices for global sensitivity analysis. We demonstrate that active learning for Sobol indices poses unique challenges due to the definition of the…

This chapter makes a review, in a complete methodological framework, of various global sensitivity analysis methods of model output. Numerous statistical and probabilistic tools (regression, smoothing, tests, statistical learning, Monte…

统计理论 · 数学 2014-04-10 Bertrand Iooss , Paul Lemaître

This study addresses the critical challenge of modeling and mapping urban air quality to ascertain pollutant concentrations in unmonitored locations. The advent of low-cost sensors, particularly those deployed in vehicular networks,…

Let $X:=(X_1, \ldots, X_p)$ be random objects (the inputs), defined on some probability space $(\Omega,{\mathcal{F}}, \mathbb P)$ and valued in some measurable space $E=E_1\times\ldots \times E_p$. Further, let $Y:=Y = f(X_1, \ldots, X_p)$…

应用统计 · 统计学 2013-11-15 Fabrice Gamboa , Alexandre Janon , Thierry Klein , Agnès Lagnoux

This paper presents a method for performing Uncertainty Quantification in high-dimensional uncertain spaces by combining arbitrary polynomial chaos with a recently proposed scheme for sensitivity enhancement (1). Including available…

数值分析 · 数学 2024-02-09 Nick Pepper , Francesco Montomoli , Kyriakos Kantarakias

The R package "sensobol" provides several functions to conduct variance-based uncertainty and sensitivity analysis, from the estimation of sensitivity indices to the visual representation of the results. It implements several…

统计计算 · 统计学 2021-12-06 Arnald Puy , Samuele Lo Piano , Andrea Saltelli , Simon A. Levin

Sensitivity indices when the inputs of a model are not independent are estimated by local polynomial techniques. Two original estimators based on local polynomial smoothers are proposed. Both have good theoretical properties which are…

统计方法学 · 统计学 2008-12-18 Sébastien Da Veiga , François Wahl , Fabrice Gamboa

Climate change may be classified as the most important environmental problem that the Earth is currently facing, and affects all living species on Earth. Given that air-quality monitoring stations are typically ground-based their abilities…

机器学习 · 计算机科学 2023-05-08 Andrew Rowley , Oktay Karakuş