[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 …
aerospace engineering, and nuclear safety, mathematical models turned into computer code …
[图书][B] Stochastic epidemic models with inference
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 …
diseases using mathematics, and in particular stochastic methods. Needless to say …
Look at the variance! efficient black-box explanations with sobol-based sensitivity analysis
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 …
Sobol indices. Beyond modeling the individual contributions of image regions, Sobol indices …
Asymptotic normality and efficiency of two Sobol index estimators
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 …
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 …
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 …
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
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 …
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 …
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 …
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 …
uncertainty in predictions of computational models. Global sensitivity indices, also called …