ﻻ يوجد ملخص باللغة العربية
In this paper, the sensitivity analysis of a single scale model is employed in order to reduce the input dimensionality of the related multiscale model, in this way, improving the efficiency of its uncertainty estimation. The approach is illustrated with two examples: a reaction model and the standard Ornstein-Uhlenbeck process. Additionally, a counterexample shows that an uncertain input should not be excluded from uncertainty quantification without estimating the response sensitivity to this parameter. In particular, an analysis of the function defining the relation between single scale components is required to understand whether single scale sensitivity analysis can be used to reduce the dimensionality of the overall multiscale model input space.
The global sensitivity analysis of a complex numerical model often calls for the estimation of variance-based importance measures, named Sobol indices. Metamodel-based techniques have been developed in order to replace the cpu time-expensive computer
SDRcausal is a package that implements sufficient dimension reduction methods for causal inference as proposed in Ghosh, Ma, and de Luna (2021). The package implements (augmented) inverse probability weighting and outcome regression (imputation) esti
In recent years, manifold methods have moved into focus as tools for dimension reduction. Assuming that the high-dimensional data actually lie on or close to a low-dimensional nonlinear manifold, these methods have shown convincing results in several
In this work, we use the spectral properties of graphons to study stability and sensitivity to noise of deterministic SIS epidemics over large networks. We consider the presence of additive noise in a linearized SIS model and we derive a noise index
The study makes use of polynomial chaos expansions to compute Sobol indices within the frame of a global sensitivity analysis of hydro-dispersive parameters in a simplified vertical cross-section of a segment of the subsurface of the Paris Basin. App