[图书][B] Basics and trends in sensitivity analysis: Theory and practice in R

In many fields, such as environmental risk assessment, agronomic system behavior,
aerospace engineering, and nuclear safety, mathematical models turned into computer code …

[图书][B] Stochastic epidemic models with inference

T Britton, E Pardoux, F Ball, C Laredo, D Sirl, VC Tran - 2019 - Springer
The aim of these Notes is to increase the reader's understanding of the spread of infectious
diseases using mathematics, and in particular stochastic methods. Needless to say …

Look at the variance! efficient black-box explanations with sobol-based sensitivity analysis

T Fel, R Cadène, M Chalvidal, M Cord… - Advances in neural …, 2021 - proceedings.neurips.cc
We describe a novel attribution method which is grounded in Sensitivity Analysis and uses
Sobol indices. Beyond modeling the individual contributions of image regions, Sobol indices …

Asymptotic normality and efficiency of two Sobol index estimators

A Janon, T Klein, A Lagnoux, M Nodet… - ESAIM: Probability and …, 2014 - esaim-ps.org
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 …

Global sensitivity analysis with dependence measures

S Da Veiga - Journal of Statistical Computation and Simulation, 2015 - Taylor & Francis
Global sensitivity analysis with variance-based measures suffers from several theoretical
and practical limitations, since they focus only on the variance of the output and handle …

Global sensitivity analysis: A novel generation of mighty estimators based on rank statistics

F Gamboa, P Gremaud, T Klein, A Lagnoux - Bernoulli, 2022 - projecteuclid.org
We propose a new statistical estimation framework for a large family of global sensitivity
analysis indices. Our approach is based on rank statistics and uses an empirical correlation …

Variance reduction for estimation of Shapley effects and adaptation to unknown input distribution

B Broto, F Bachoc, M Depecker - SIAM/ASA Journal on Uncertainty …, 2020 - SIAM
The Shapley effects are global sensitivity indices: they quantify the impact of each input
variable on the output variable in a model. In this work, we suggest new estimators of these …

Kernel-based ANOVA decomposition and Shapley effects--Application to global sensitivity analysis

S Da Veiga - arXiv preprint arXiv:2101.05487, 2021 - arxiv.org
Global sensitivity analysis is the main quantitative technique for identifying the most
influential input variables in a numerical simulation model. In particular when the inputs are …

Shapley effect estimation in reliability-oriented sensitivity analysis with correlated inputs by importance sampling

J Demange-Chryst, F Bachoc… - International Journal for …, 2023 - dl.begellhouse.com
Reliability-oriented sensitivity analysis aims at combining both reliability and sensitivity
analyses by quantifying the influence of each input variable of a numerical model on a …

Computation of sobol indices in global sensitivity analysis from small data sets by probabilistic learning on manifolds

M Arnst, C Soize, K Bulthuis - International Journal for …, 2021 - dl.begellhouse.com
Global sensitivity analysis provides insight into how sources of uncertainty contribute to
uncertainty in predictions of computational models. Global sensitivity indices, also called …