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Sensitivity analysis (SA) is a procedure for studying how sensitive are the output results of large-scale mathematical models to some uncertainties of the input data. The models are described as a system of partial differential equations.…

数值分析 · 数学 2017-01-20 Ivan Dimov , Rayna Georgieva

Global sensitivity analysis (GSA) aims to detect influential input factors that lead a model to arrive at a certain decision and is a significant approach for mitigating the computational burden of processing high dimensional data. In this…

机器学习 · 计算机科学 2024-06-26 Zahra Sadeghi , Stan Matwin

Global Sensitivity Analysis (GSA) is the study of the influence of any given inputs on the outputs of a model. In the context of engineering design, GSA has been widely used to understand both individual and collective contributions of…

机器学习 · 统计学 2024-03-06 Yigitcan Comlek , Liwei Wang , Wei Chen

Numerical simulators are widely used to model physical phenomena and global sensitivity analysis (GSA) aims at studying the global impact of the input uncertainties on the simulator output. To perform GSA, statistical tools based on…

统计方法学 · 统计学 2026-05-29 Anouar Meynaoui , Amandine Marrel , Béatrice Laurent

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,…

统计理论 · 数学 2018-11-22 Joseph Hart , Pierre Gremaud

Global sensitivity analysis is used to quantify the influence of uncertain input parameters on the response variability of a numerical model. The common quantitative methods are applicable to computer codes with scalar input variables. This…

应用统计 · 统计学 2008-06-09 Bertrand Iooss , Mathieu Ribatet

The complexity and size of state-of-the-art cell models have significantly increased in part due to the requirement that these models possess complex cellular functions which are thought--but not necessarily proven--to be important. Modern…

神经元与认知 · 定量生物学 2018-11-22 J. L. Hart , P. A. Gremaud , T. David

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

Fast and accurate predictions of uncertainties in the computed dose are crucial for the determination of robust treatment plans in radiation therapy. This requires the solution of particle transport problems with uncertain parameters or…

医学物理 · 物理学 2022-11-09 Pia Stammer , Lucas Burigo , Oliver Jäkel , Martin Frank , Niklas Wahl

Quasi Monte Carlo (QMC) and Global Sensitivity Analysis (GSA) techniques are applied for pricing and hedging representative financial instruments of increasing complexity. We compare standard Monte Carlo (MC) vs QMC results using Sobol' low…

计算金融 · 定量金融 2026-02-17 Stefano Scoleri , Marco Bianchetti , Sergei Kucherenko

The uncertainty and robustness of Computable General Equilibrium models can be assessed by conducting a Systematic Sensitivity Analysis. Different methods have been used in the literature for SSA of CGE models such as Gaussian Quadrature…

计量经济学 · 经济学 2017-09-29 Theodoros Chatzivasileiadis

Global sensitivity analysis (GSA) quantifies the influence of uncertain variables in a mathematical model. The Sobol' indices, a commonly used tool in GSA, seek to do this by attributing to each variable its relative contribution to the…

统计计算 · 统计学 2018-12-19 Joseph Hart , Pierre Gremaud

In the context of Monte Carlo (MC) simulation of particle transport Uncertainty Quantification (UQ) addresses the issue of predicting non statistical errors affecting the physical results, i.e. errors deriving mainly from uncertainties in…

计算物理 · 物理学 2015-06-18 Paolo Saracco , Maria Grazia Pia

Global sensitivity analysis (GSA) of numerical simulators aims at studying the global impact of the input uncertainties on the output. To perform the GSA, statistical tools based on inputs/output dependence measures are commonly used. We…

统计理论 · 数学 2019-02-20 Anouar Meynaoui , Amandine Marrel , Béatrice Laurent

We describe modern variants of Monte Carlo methods for Uncertainty Quantification (UQ) of the Neutron Transport Equation, when it is approximated by the discrete ordinates method with diamond differencing. We focus on the mono-energetic 1D…

数值分析 · 数学 2017-10-18 Ivan G. Graham , Matthew J. Parkinson , Robert Scheichl

Sensitivity analysis (SA) and uncertainty quantification (UQ) are used to assess and improve engineering models. In this study, various methods of SA and UQ are described and applied in theoretical and practical examples for use in energy…

应用统计 · 统计学 2022-07-07 Majdi I. Radaideh , Mohammad I. Radaideh

The Trotter-Suzuki decomposition is one of the main approaches for realization of quantum simulations on digital quantum computers. Variance-based global sensitivity analysis (the Sobol method) is a wide used method which allows to…

量子物理 · 物理学 2021-01-12 Alexey N. Pyrkov , Yurii Zotov , Jiangyu Cui , Manhong Yung

The global sensitivity analysis method, used to quantify the influence of uncertain input variables on the response variability of a numerical model, is applicable to deterministic computer code (for which the same set of input variables…

统计方法学 · 统计学 2009-06-08 Bertrand Iooss , Mathieu Ribatet , Amandine Marrel

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…

统计方法学 · 统计学 2025-10-27 Ken Newman , Shaini Naha , Leah Jackson-Blake , Cairistiona Topp , Miriam Glendell , Adam Butler

The Derivative Source Method (DSM) takes derivatives of a particle transport equation with respect to selected parameters and solves them via the standard Monte Carlo random walk simulation along with the original transport problem. The…

计算物理 · 物理学 2025-01-14 Ilham Variansyah , Ryan G. McClarren , Todd S. Palmer
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