New method speeds up causal sensitivity analysis.
problem Bounding causal effects in unobserved confounding.
method Amortized approach using prior-data fitted networks.
result Orders of magnitude faster computation.
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48 results for “Sensitivity analysis”
Bounds and Sensitivity Analysis of the Causal Effect Under Outcome-Independent MNAR Confoundingstat.ME
Bounds and sensitivity analysis for causal effects with MNAR confounders.
problem Estimating causal effects with missing outcome data.
method Assumption-free bounds and sensitivity analysis for outcome-independent MNAR.
result Valid bounds and sensitivity analysis methods for causal effect estimation.
Sobol method applied to probabilistic networks for sensitivity analysis.
problem Measuring influence of probabilistic network nodes on a quantity of interest.
method Transforms global sensitivity analysis into marginalization inference exploiting network structure.
result Efficient computation of sensitivity indices for complex networks.
We derive a novel sensitivity analysis of input variables for predictive epistemic and aleatoric uncertainty. We use Bayesian neural networks with latent variables as a model class and illustrate the usefulness of our sensitivity analysis on real-world datasets. Our method increases the interpretability of complex blac…
Sensitivity analysis for individualized effects in OTRs with binary risk factors.
problem Addressing omitted confounding in individualized effects of OTRs.
method Simulation-based sensitivity analysis to simulate unmeasured confounders.
result Benchmarking the strength of omitted confounding for binary risk factors.
NeuralCSA uses neural networks to analyze causal effects under unobserved confounding.
problem Challenges in causal inference from observational data due to unobserved confounding.
method Proposes a neural framework (NeuralCSA) for generalized causal sensitivity analysis.
result Demonstrates theoretical and empirical validity of NeuralCSA for causal inference.
Active learning method improves sensitivity analysis of complex models.
problem Limited model evaluations in global sensitivity analysis.
method Gradient-based active learning with Gaussian process.
result Improves sensitivity analysis accuracy with reduced evaluations.
New method explains sensitivity of test data uncertainty in Bayesian inference.
problem Widespread belief that test data similarity reduces epistemic uncertainty.
method Information-theoretic decomposition of predictive uncertainty.
result Defines sensitivity using information-theoretic quantities.
A new approach to sensitivity analysis without the Sobol decomposition.
problem Traditional sensitivity indices like Sobol indices have limitations.
method Introducing sensitivity measures that generalize existing indices and define interaction effects.
result Sensitivity measures can create new indices and define interaction effects.
Proposes a method to assess unobserved confounding effects in causal inference.
problem Assessing unobserved confounding in causal inference studies.
method Copula-based normalizing flows with sensitivity parameter .
result Estimates average causal effect (ACE) as a function of unobserved confounding strength.
Enhances sensitivity analysis for correlated inputs.
problem Estimating sensitivity indices in models with correlated inputs.
method Proposes an extension of Sobol' estimator using a linear correlation model.
result Improves accuracy in variance-based sensitivity analysis.
Reverse sensitivity analysis for risk models under various stresses.
problem Understanding model changes under output stress.
method Deriving the closest stressed distribution and model parameters.
result Numerically efficient method for calculating stressed model.
Efficiently identifies key input variables for expensive functions using active learning.
problem Efficiently identify key input variables for expensive, black-box functions.
method Proposes novel active learning acquisition functions targeting derivative-based global sensitivity measures (DGSMs) under Gaussian process surrogate models.
result Active learning substantially enhances sample efficiency of DGSM estimation, especially with limited evaluation budgets.
Proposes -GNF for sensitivity analysis of unobserved confounding.
problem Sensitivity analysis of unobserved confounding in observational studies.
method Copulas and normalizing flows to estimate average causal effect (ACE) as a function of unobserved confounding strength.
result Develops to provide bounds for ACE and identify confounding strength required to nullify ACE.
Package provides sensitivity analysis for neural networks.
problem Understanding how input variables affect neural network predictions.
method Partial derivatives method to calculate sensitivities.
result Allows evaluation of variable importance and input-output relationships.
This research assesses uncertainty quantification and sensitivity analysis for DTs in nuclear fuel performance.
problem Understanding the reliability and performance of advanced nuclear fuels using DTs.
method Introduces ML-based uncertainty quantification and sensitivity analysis methods applied to BISON fuel performance code.
result Demonstrates the effectiveness of DTs in multi-criteria decision-making for nuclear fuel performance.
Gradient-enhanced GSA uses Poincaré chaos expansions for accurate sensitivity analysis.
problem Accurately estimating Sobol' indices with limited data.
method Integrates sparse, gradient-enhanced regression with Poincaré chaos expansions for derivative-based sensitivity analysis.
result Accurately estimated Sobol' indices using limited data.
The paper analyzes robustness and sensitivity of rough Volterra stochastic volatility models.
problem Analyzing the robustness and sensitivity of stochastic volatility models.
method Statistical tests and empirical analysis on Apple Inc. equity options.
result Comparison of different models' robustness and sensitivity to option data structure.
Enhancing Variable Importance in Random Forests: A Novel Application of Global Sensitivity Analysisstat.ML
Global Sensitivity Analysis improves feature importance ranking in Random Forests.
problem Improving feature importance ranking in Random Forests.
method Applying Global Sensitivity Analysis to Random Forests for feature ranking.
result Our method provides a novel way to rank features based on their importance.
We present a novel algorithm (Principal Sensitivity Analysis; PSA) to analyze the knowledge of the classifier obtained from supervised machine learning techniques. In particular, we define principal sensitivity map (PSM) as the direction on the input space to which the trained classifier is most sensitive, and use anal…
In this article, a sensitivity analysis of long-term cash flows with respect to perturbations in the underlying process is presented. For this purpose, we employ the martingale extraction through which a pricing operator is transformed into what is easier to address. The method of Fournie et al. will be combined with t…
A general market model with memory is considered in terms of stochastic functional differential equations. We aim at representation formulae for the sensitivity analysis of the dependence of option prices on the memory. This implies a generalization of the concept of delta.
Sensitivity Analysis on Policy-Augmented Graphical Hybrid Models with Shapley Value Estimationstat.ML
Framework for sensitivity analysis in biomanufacturing processes.
problem High complexity and uncertainty in biomanufacturing processes.
method Shapley value estimation for linear and nonlinear pKG models, using quasi-Monte Carlo and antithetic sampling.
result Improved efficiency and accuracy in sensitivity analysis for biomanufacturing processes.
New method for mixed-variable GSA improves material design efficiency.
problem Designing materials with both quantitative and qualitative variables.
method Integrates LVGP with Sobol' analysis for mixed-variable GSA.
result Accelerates exploration of novel MOF candidates in combinatorial design spaces.
A new procedure for learning cost-sensitive SVM(CS-SVM) classifiers is proposed. The SVM hinge loss is extended to the cost sensitive setting, and the CS-SVM is derived as the minimizer of the associated risk. The extension of the hinge loss draws on recent connections between risk minimization and probability elicitat…
SSRCA: a novel machine learning pipeline to perform sensitivity analysis for agent-based modelsq-bio.QM
SSRCA simplifies ABM sensitivity analysis using machine learning.
problem Hardness of performing sensitivity analysis for complex ABMs.
method Machine learning pipeline (Simulate, Summarize, Reduce, Cluster, Analyze) for ABMs.
result SSRCA identifies sensitive parameters and common output patterns for ABMs.
New framework detects model weaknesses in decision tree ensembles.
problem Detecting feature sensitivity in decision tree ensembles.
method Data-aware sensitivity framework using MILP and SMT.
result Realistic and interpretable examples of model weaknesses.
Global sensitivity analysis for stochastic simulators based on generalized lambda surrogate modelsstat.CO
The paper develops methods to analyze sensitivity in stochastic models using surrogate models.
problem Quantifying the impact of input variability on stochastic simulators with randomness.
method The authors propose using generalized lambda models to emulate response distributions of stochastic simulators and estimate sensitivity indices.
result The proposed method can estimate sensitivity indices even with strong heteroskedasticity and small signal-to-noise ratio.
Proposes a differentially private bandit algorithm reducing noise over time.
problem Privacy concerns in interactive recommendation systems.
method Tree-based mechanism to add Laplace or Gaussian noise to model parameters, focusing on dynamic global sensitivity.
result Demonstrates -differential privacy with reduced noise and improved regret.
Study local sensitivity of HDD and CDD temperature derivatives prices.
problem Understanding how temperature derivatives prices change with small temperature changes.
method Analyzes sensitivity of HDD and CDD futures and options prices to temperature perturbations using a CAR process.
result Identifies the order of the CAR process and its impact on temperature derivatives prices.
Exponential Bellman Equation and Improved Regret Bounds for Risk-Sensitive Reinforcement Learningcs.LG
Improved risk-sensitive RL with exponential Bellman equation and better regret bounds.
problem Exponential gap between upper and lower bounds in risk-sensitive RL.
method Identified and addressed deficiencies in existing algorithms and analysis; developed novel analysis and exploration mechanism.
result Improved regret upper bounds over existing ones.
Proposes a sensitivity framework to handle limited overlap in causal inference.
problem Limited overlap between treated and control groups in observational studies.
method Sensitivity framework based on worst-case confidence bounds on bias introduced by trimming.
result Protects against spurious findings by quantifying uncertainty in regions with limited overlap.
Proposes a framework to incorporate global sensitivity into local surrogate models.
problem Narrowing focus to local scale in surrogate modeling leads to re-learning global trends.
method Integrates global sensitivity analysis into local surrogate models through input warping.
result Local models become equally sensitive to all input directions, focusing on local dynamics.
Global sensitivity analysis improves BNN hyperparameter selection for accurate uncertainty quantification.
problem Difficulties in obtaining accurate uncertainty quantification with Bayesian Neural Networks (BNNs).
method Global sensitivity analysis of BNN performance under varying hyperparameter settings.
result Many hyperparameters interact to affect both predictive accuracy and uncertainty quantification.
Proposes efficient sensitivity analysis for complex Bayesian models.
problem Inefficiency of sensitivity analyses in complex Bayesian models.
method SA-ABI: weight sharing and neural network rapid inference.
result Efficiently integrates sensitivity analyses into Bayesian inference.
A novel double-space tensor-product RKHS framework for hybrid uncertainty sensitivity analysis.
problem Quantifying the influence of hybrid aleatory and epistemic uncertainties on high-dimensional system responses.
method A novel double-space tensor-product RKHS framework for sensitivity analysis under hybrid uncertainty.
result Concurrent double Möbius inversion orthogonally decomposes global dependence measure into pure aleatory effects, pure epistemic effects, and their interaction contributions.
We develop a method for quantile-based sensitivity analysis in models with discontinuities.
problem Uncertainty in interpreting discontinuous models using traditional derivatives.
method Quantile-based derivatives for discontinuous models with discrete inputs.
result Derivatives of quantile-based outputs are well-defined and provide meaningful insights.
Study analyzes sensitivity of RL algorithm for ICU hemodynamic management.
problem Evaluating safety and reliability of RL in clinical settings.
method Sensitivity analysis of Duel-DDQN on ICU sepsis patients.
result RL policies are sensitive to various implementation factors.
A new method for survival analysis models that ensures fairness without using sensitive demographic data.
problem Ensuring fairness in survival analysis models without relying on sensitive demographic information.
method A worst-case error minimization approach using a training loss function that does not know sensitive demographic information.
result The proposed method often scores better on fairness metrics without a significant drop in prediction accuracy compared to baselines.
Deep neural networks (DNNs) have been widely used in the fields such as natural language processing, computer vision and image recognition. But several studies have been shown that deep neural networks can be easily fooled by artificial examples with some perturbations, which are widely known as adversarial examples. A…
Sensitivity Analysis for Active Sampling, with Applications to the Simulation of Analog Circuitsstat.ML
Active sampling improves design space exploration for analog circuits.
problem Efficiently exploring the space of design features in analog circuits with many parameters.
method Combining drastic dimension reduction with sensitivity analysis and Bayesian surrogate modeling for active sampling.
result The proposed active sampling flow outperforms traditional Monte-Carlo sampling.
Emulator speeds up landslide run-out modeling sensitivity analysis.
problem Computational challenges in assessing landslide run-out model sensitivity.
method Gaussian process emulation integrated into r.avaflow.
result Strong interactions detected between friction coefficients and release volume.
Proposes Fair Archetypal Analysis to reduce fairness concerns in data representation.
problem Inadvertent encoding of sensitive attributes in Archetypal Analysis.
method Integrates fairness regularization into Archetypal Analysis and its nonlinear extension.
result Reduces group separability without significantly compromising explained variance.
For nonlinear supervised learning models, assessing the importance of predictor variables or their interactions is not straightforward because it can vary in the domain of the variables. Importance can be assessed locally with sensitivity analysis using general methods that rely on the model's predictions or their deri…
New algorithm reduces ERM problem size while maintaining accuracy.
problem Empirical risk minimization problem size reduction.
method Adaptive Deterministic Uniform-Weight Trimming (ADUWT) algorithm.
result Uniform relative-error approximation for ERM objective.
Method analyzes hyperparameters using HSIC for better neural network performance.
problem Complex hyperparameter spaces in deep learning.
method Goal-oriented sensitivity analysis using HSIC.
result Robust analysis index quantifies hyperparameters' impact.
Adjoint SA speeds up bioprocess parameter learning.
problem Challenges in digital twin development for biomanufacturing.
method Adjoint sensitivity analysis on multi-scale enzymatic reaction networks.
result Resilient sensitivities reveal bioprocess regulatory mechanisms.
New Monte Carlo method outperforms existing strategy for estimating Sobol' indices.
problem Estimating first-and total-orders Sobol' indices accurately.
method Comparing two Monte Carlo estimators for Sobol' indices.
result New method outperforms current approach in accuracy.