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Form of global sensitivity analysis
Variance-based sensitivity analysis (often referred to as the Sobol’ method or Sobol’ indices, after Ilya M. Sobol’) is a form of global sensitivity analysis
Variance-based sensitivity analysis
Variance-based_sensitivity_analysis
Study of uncertainty in the output of a mathematical model or system
cases, variance-based measures are more appropriate. Multiple or functional outputs: Generally introduced for single-output codes, sensitivity analysis extends
Sensitivity_analysis
Concept in mathematical modelling
populations: "'Explained variance' explains nothing."[page needed] Analysis of variance Variance reduction Variance-based sensitivity analysis Kent, J. T. (1983)
Explained_variation
by uniform distributions without variable interactions, variance based sensitivity analysis quantifies the contribution of the optimization variables
OptiSLang
Italian researcher (born 1953)
global sensitivity analysis and total sensitivity indices, helping to popularize the variance-based sensitivity analysis work of the Russian mathematician
Andrea_Saltelli
Method of data analysis
orthogonal coordinate system that optimally describes variance in a single dataset. Robust and L1-norm-based variants of standard PCA have also been proposed
Principal_component_analysis
Book published in 2007
Global Sensitivity Analysis. The Primer by Andrea Saltelli and other practitioners is an introduction to sensitivity analysis of model output, a discipline
Global Sensitivity Analysis. The Primer
Global_Sensitivity_Analysis._The_Primer
amplitude sensitivity testing (FAST) is a variance-based global sensitivity analysis method. The sensitivity value is defined based on conditional variances which
Fourier amplitude sensitivity testing
Fourier_amplitude_sensitivity_testing
Study of kind and quantity of error
inherent sensitivity of the function to small perturbations in its input and is independent of the implementation used to solve the problem. The analysis of
Error_analysis_(mathematics)
Statistical analyses that were not specified before the data were seen
an analysis of variance (ANOVA). An ANOVA does not identify the group(s); for that, a post hoc analysis is required. Because each post hoc analysis is
Post_hoc_analysis
Mathematical framework for investment risk
Modern portfolio theory (MPT), or mean-variance analysis, is a mathematical framework for assembling a portfolio of assets such that the expected return
Modern_portfolio_theory
Extension to cover cases with multiple dependent variables
Discriminant function analysis ANCOVA MANOVA [1] Statsoft Textbook, ANOVA/MANOVA. [2] French, A. et al., 2010. Multivariate analysis of variance (MANOVA). [3]
Multivariate analysis of covariance
Multivariate_analysis_of_covariance
Quantity in a statistical analysis
have to be taken into account. An alternative estimator used in a sensitivity analysis might assume that people, who were not followed for their vital status
Estimand
Method of representing a random variable
computation of PCE-based sensitivity indices. Similar results can be obtained for Kriging. Surrogate model Variance-based sensitivity analysis Karhunen–Loève
Polynomial_chaos
Statistical method that summarizes and/or integrates data from multiple sources
As such, this statistical approach involves extracting effect sizes and variance measures from various studies. By combining these effect sizes the statistical
Meta-analysis
Measure of linear correlation
{\displaystyle r_{xy}} by substituting estimates of the covariances and variances based on a sample into the formula above. Given paired data { ( x 1 , y 1
Pearson correlation coefficient
Pearson_correlation_coefficient
Property of a model
outputs (underfitting). The variance is an error from sensitivity to small fluctuations in the training set. High variance may result from an algorithm
Bias–variance_tradeoff
Analysis in applied statistics
F.; Cariboni, J.; Saltelli, A. (2003). "Sensitivity analysis: the Morris method versus the variance based measures" (PDF). Morris, M.D. (1991). "Factorial
Morris_method
Signal processing computational method
Component Analysis by Aapo Hyvärinen, Juha Karhunen, and Erkki Oja This approximation also suffers from the same problem as kurtosis (sensitivity to outliers)
Independent component analysis
Independent_component_analysis
article on analysis of variance. Caliński, Tadeusz; Kageyama, Sanpei (2000). Block designs: A Randomization approach, Volume I: Analysis. Lecture Notes
Completely_randomized_design
Mathematical analysis technique
Experimental uncertainty analysis is a technique that analyses a derived quantity, based on the uncertainties in the experimentally measured quantities
Experimental uncertainty analysis
Experimental_uncertainty_analysis
Statistical method in data analysis
hierarchical clustering (also called hierarchical cluster analysis or HCA) is a method of cluster analysis that seeks to build a hierarchy of clusters. Strategies
Hierarchical_clustering
Distribution property in ecology
phenomena where the within-strata variance of its attributes' values is significantly lower than its between-strata variance, such as collections of ecological
Spatial_heterogeneity
Diagnostic plot of binary classifier ability
Zhang, Jun; Mueller, Shane T. (2005). "A note on ROC analysis and non-parametric estimate of sensitivity". Psychometrika. 70: 203–212. CiteSeerX 10.1.1.162
Receiver operating characteristic
Receiver_operating_characteristic
Screening method
of inputs, where the costs of estimating other sensitivity analysis measures such as the variance-based measures is not affordable. Like all screening
Elementary_effects_method
Vector quantization algorithm minimizing the sum of squared deviations
machine learning and data analysis tasks involving large datasets. Despite its widespread use, limitations such as sensitivity to initial centroid placement
K-means_clustering
Branch of statistics
This is an inherent property of variance testing. Determining multicollinearity is useful in sensitivity analysis because the elimination of highly
Causal_inference
Term in statistical hypothesis testing
instance, in multiple regression analysis, the power for detecting an effect of a given size is related to the variance of the covariate. Since different
Power_(statistics)
Russian mathematician (1926–2025)
to sensitivity analysis include the development of the variance-based sensitivity indices which bear his name (Sobol' indices ) and Derivative-based Global
Ilya_M._Sobol'
Form of causal modeling that fit networks of constructs to data
of methodologies that seeks to represent hypotheses about the means, variances, and covariances of observed data in terms of a smaller number of 'structural'
Structural_equation_modeling
Naturally occurring variation in transistor attributes
and predictable variance in the output performance of all circuits but particularly analog circuits due to mismatch. If the variance causes the measured
Process variation (semiconductor)
Process_variation_(semiconductor)
software Analysis of categorical data Analysis of covariance Analysis of molecular variance Analysis of rhythmic variance Analysis of variance Analytic
List_of_statistics_articles
Number of values in the final calculation of a statistic that are free to vary
of linear models, including linear regression and analysis of variance. An explicit example based on comparison of three means is presented here; the
Degrees of freedom (statistics)
Degrees_of_freedom_(statistics)
Portion of the electromagnetic spectrum that is visible to the human eye
superposition of the contributing visual opsins. Variance in the position of the individual opsin spectral sensitivity functions therefore affects the luminous
Visible_spectrum
Mechanical engineer and academic
Marin D.; Riaz, Atif (January 2019). "Efficient method for variance-based sensitivity analysis" (PDF). Reliability Engineering & System Safety. 181: 97–115
Byung_Man_Kwak
Statistical distribution for dependence between random variables
elliptical dependence structure, as dependence is only modeled using the variance-covariance matrix. This methodology is limited such that it does not allow
Copula_(statistics)
Statistical relationship
asymptotically consistent, based on the spatial structure of the population from which the data were sampled. Sensitivity to the data distribution can
Correlation
Form of cognitive behavioral psychotherapy
psychopathology. A 2005 meta-analysis showed that the six ACT principles, on average, account for 16–29% of the variance in psychopathology (general mental
Acceptance and commitment therapy
Acceptance_and_commitment_therapy
Process of understanding a complex topic or substance
method used for data analysis. Among the many such methods, some are: Analysis of variance (ANOVA) – a collection of statistical models and their associated
Analysis
Source of statistical bias
literature to reduce aggregation bias during regression analysis. A researcher might correct the variance-covariance matrix using samples from individual-level
Modifiable_areal_unit_problem
Probabilistic problem-solving algorithm
Yarmohammadisatri, Sadegh (2017). "An efficient sensitivity analysis method for modified geometry of Macpherson suspension based on Pearson Correlation Coefficient"
Monte_Carlo_method
Statistical sampling technique
Iman, R.L.; Helton, J.C.; Campbell, J.E. (1981). "An approach to sensitivity analysis of computer models, Part 1. Introduction, input variable selection
Latin_hypercube_sampling
Statistical post-hoc test for multiple comparisons
after a statistically significant result has been obtained from an analysis of variance (ANOVA). It is considered a compromise between two other popular
Tukey's_B_method
Type of feedforward neural network
1961 Werbos, Paul (1982). "Applications of advances in nonlinear sensitivity analysis" (PDF). System modeling and optimization. Springer. pp. 762–770.
Multilayer_perceptron
Type of Monte Carlo algorithms for signal processing and statistical inference
criterion reflects the variance of the weights. Other criteria can be found in the article, including their rigorous analysis and central limit theorems
Particle_filter
Type of bar chart
[citation needed] Tornado diagrams are useful for deterministic sensitivity analysis – comparing the relative importance of variables. For each variable/uncertainty
Tornado_diagram
composite analysis#Model identification). In the following, it is assumed that the weights are scaled in such a way that each composite has a variance of one
Confirmatory composite analysis
Confirmatory_composite_analysis
Statistical technique for meta-analyzing studies in brain activity
complement the main outcome with sensitivity and heterogeneity analyses. The main statistical analysis is the mean analysis, which consists in calculating
Seed-based_d_mapping
Machine learning algorithm
discretization before being applied. The variance reduction of a node N is defined as the total reduction of the variance of the target variable Y due to the
Decision_tree_learning
Machine learning framework for portfolio construction
Cornell University. HRP is a probabilistic graph-based alternative to the prevailing mean-variance optimization (MVO) framework developed by Harry Markowitz
Hierarchical_Risk_Parity
comparable. Test for common-method variance. The choice of analyses to assess the data quality during the initial data analysis phase depends on the analyses
Data_analysis
Engineering model
such as design optimization, design space exploration, sensitivity analysis and "what-if" analysis become impossible since they require thousands or even
Surrogate_model
Used to assess the predictive power of hydrological models
calculated as one minus the ratio of the error variance of the modeled time-series divided by the variance of the observed time-series. In the situation
Nash–Sutcliffe model efficiency coefficient
Nash–Sutcliffe_model_efficiency_coefficient
Statistical measure used in survey research
design on the variance of an estimator for some parameter of a population. It is calculated as the ratio of the variance of an estimator based on a sample
Design_effect
Statistical sequence characterizing probability distributions
{\displaystyle X} be a real-valued continuous random variable with finite variance, quantile function Q X ( y ) {\displaystyle Q_{X}(y)} and L-moments { λ
L-moment
Index that describes the performance of a dichotomous diagnostic test
interval expressed in terms of sensitivity and specificity. If the threshold is instead optimized to maximize J, the variance estimate must account for the
Youden's_J_statistic
Method of statistical inference
(Student's t-distribution), and Ronald Fisher ("null hypothesis", analysis of variance, "significance test"), while hypothesis testing was developed by
Statistical_hypothesis_test
Experiment using randomness in some aspect, usually to aid in removal of bias
full randomization is infeasible or when it is desirable to reduce the variance of estimators of selected effects. Randomization of treatment in clinical
Randomized_experiment
Statistical phenomenon
Maher, Mike; Mountain, Linda (2009). "The sensitivity of estimates of regression to the mean". Accident Analysis & Prevention. 41 (4): 861–8. doi:10.1016/j
Regression_toward_the_mean
Design of tasks
aspects of the system to change and which to control based on hypotheses about the sources of variance in the aspects of the system considered by the experimenter
Design_of_experiments
analysis for Robust Microarray Summarization (FARMS) is a model-based technique for summarizing array data at perfect match probe level. It is based on
Microarray analysis techniques
Microarray_analysis_techniques
sensitivity analysis has to be used based on a variance-relationship between input and output distribution, such as the Sobol index. With sensitivity
Kimeme
Modeling financial systems
asset or project, but without providing information on the range, variance and sensitivity of outcomes; see Valuation using discounted cash flows § Determine
Financial_modeling
Brain response to faces
N170, Rossion and Jacques speculate that lower similarity leads to more variance in the latency of the response. Since ERP components are measured by averaging
N170
Dividing things between two categories
complements. The row ratios are: true positive rate (TPR) = (TP/(TP+FN)), aka sensitivity or recall. These are the proportion of the population with the condition
Binary_classification
Finance model linking expected return to systematic risk
Journal of Financial Studies. 4 (3). Markowitz, Harry (2000). Mean-Variance Analysis in Portfolio Choice and Capital Markets. Wiley. French, Jordan (2016)
Capital_asset_pricing_model
Month of 1926
Ilya Sobol, Lithuanian-born Russian mathematician known for variance-based sensitivity analysis (the "Sobol indices") and for the Sobol sequence; in Panevėžys
August_1926
Personality trait of negativity
Michael (2019). "Sensory Processing Sensitivity and its association with personality traits and affect: A meta-analysis". Journal of Research in Personality
Neuroticism
Statistical methods for comparing samples
how the variance estimation is different between the hypothesis testing and the confidence intervals. The first uses a pooled variance (based on the null
Two-proportion_Z-test
view of variable interactions. Variance-based sensitivity analysis Volterra series Sobol', I. M. (1993), "Sensitivity estimates for nonlinear mathematical
High-dimensional model representation
High-dimensional_model_representation
as a function of noise variance shows a clear peak at the mid-level noise condition. The other measure used for SNR was based on the inter-spike interval
Stochastic resonance (sensory neurobiology)
Stochastic_resonance_(sensory_neurobiology)
Method for uncertainty and sensitivity analysis
input variables for decomposition. One can use sensitivity indices (see variance-based sensitivity analysis) to define the most influential variables for
Simulation_decomposition
Time series model
the variance of the current error term or innovation as a function of the actual sizes of the previous time periods' error terms; often the variance is
Autoregressive conditional heteroskedasticity
Autoregressive_conditional_heteroskedasticity
Statistical tool to assess investments
assumes independence and adjusts p-values based only on the number of tests, the DSR accounts for the variance of Sharpe estimates, the number of trials
Deflated_Sharpe_ratio
Machine learning technique
Jennifer (2016). "Variational Bayesian mixture of experts models and sensitivity analysis for nonlinear dynamical systems". Mechanical Systems and Signal Processing
Mixture_of_experts
Biological molecules used for experiment calibration
normalization methods for high density oligonucleotide array data based on variance and bias". Bioinformatics. 19 (2): 185–193. doi:10.1093/bioinformatics/19
Spike-in_controls
to estimate a variance component due to each source of variation through analysis of variance techniques. Once estimates of the variance components have
Restricted_randomization
Machine learning technique
that rescale input data so that the features have the same range, mean, variance, or other statistical properties. For instance, a popular choice of feature
Normalization (machine learning)
Normalization_(machine_learning)
Quantitative analysis of law
or terrorist attacks. The base rate is assumed to be 0.01%. With these base rates and the hypothetical values of sensitivity and specificity, we may calculate
Jurimetrics
Gradient of the likelihood function
indicates the steepness of the log-likelihood function and thereby the sensitivity to infinitesimal changes to the parameter values. If the log-likelihood
Informant_(statistics)
Subset of artificial intelligence
Instead, probabilistic bounds on the performance are quite common. The bias–variance decomposition is one way to quantify generalisation error.[citation needed]
Machine_learning
Statistical term, a compound measure in statistics
selected based on their content validity, unidimensionality, the degree of specificity in which a dimension is to be measured, and their amount of variance. Items
Index_(statistics)
Concepts from statistical hypothesis testing
"Appropriate Post Hoc Comparisons for Interaction and nested Hypotheses in Analysis of Variance Designs: The Elimination of Type-IV Errors", American Educational
Type_I_and_type_II_errors
All procedures for the numerical representation of empirical facts
is a research strategy that focuses on quantifying the collection and analysis of data. It is formed from a deductive approach where emphasis is placed
Quantitative_research
Moving average and polynomial regression method for smoothing data
distributed) and disadvantages (sensitivity to extreme values and outliers; inefficiency when errors have unequal variance or are not normally distributed)
Local_regression
Scale attenuation effect in statistics
reasons beyond the scope of this article (see analysis of variance), this inhibited variance reduces the sensitivity of scientific experiments designed to determine
Ceiling_effect_(statistics)
Gaining awareness of biological processes
exclusive, with many protocols combining these elements. Similarly there is variance of the length of both the individual sessions and the overall length of
Biofeedback
Stochastic transitivity mathematical model
and with constant variance. Developments over the last two decades, however, have led to Thurstonian models that allow unequal variance and non zero covariance
Thurstonian_model
Type of artificial neural network
1961 Werbos, Paul (1982). "Applications of advances in nonlinear sensitivity analysis" (PDF). System modeling and optimization. Springer. pp. 762–770.
Feedforward_neural_network
Measurement of bloodflow to the penis
correlation with future sex offending (accounting for approximately 10% of the variance), had the highest accuracy among methods of identifying which sexual offenders
Penile_plethysmography
Type of statistics
and measures sensitivity to change in this distribution. By contrast, the empirical influence assumes a sample set, and measures sensitivity to change in
Robust_statistics
Method used to analyze protein interactions with DNA
preparation has a strong GC bias and has poor sensitivity in low GC regions or genomes with high variance in GC content. Sono-Seq: Identical to ChIP-Seq
CUT&Tag_sequencing
Mathematical method of risk analysis
PBA is also closely related to robust Bayes analysis, which is sometimes called Bayesian sensitivity analysis. PBA is an alternative to second-order Monte
Probability_bounds_analysis
Statistical model
Keele, L.; Yamamoto, T. (2010). "Identification, inference, and sensitivity analysis for causal mediation effects". Statistical Science. 25 (1): 51–71
Mediation_(statistics)
Method for estimating the unknown parameters in a linear regression model
exogenous and forms perfect colinearity (rank condition), consistent for the variance estimate of the residuals when regressors have finite fourth moments and—by
Ordinary_least_squares
Algorithm that estimates unknowns from a series of measurements over time
inputs to the filter are incorrect. Thus, the sensitivity analysis describes the robustness (or sensitivity) of the estimator to misspecified statistical
Kalman_filter
Image segmentation algorithm
Reduced Sensitivity to Noise: Local thresholding can be less sensitive to noise compared to global thresholding, as the thresholding decision is based on local
Thresholding (image processing)
Thresholding_(image_processing)
Topics referred to by the same term
similar social systems Fourier amplitude sensitivity testing, a variance-based global sensitivity analysis method FAST Multimedia AG, former company
Fast
Observed inability to reproduce scientific studies
pipelines, provides a solution to the problem of analytical flexibility. Sensitivity analysis explores modelling specifications to create a comprehensive view
Replication_crisis
Rule for calculating an estimate of a given quantity based on observed data
low variance means the arrows are clustered. Even if the variance is low, the cluster of arrows may still be far off-target, and even if the variance is
Estimator
VARIANCE BASED-SENSITIVITY-ANALYSIS
VARIANCE BASED-SENSITIVITY-ANALYSIS
Female
French
French form of Latin Ariadne, ARIANNE means "utterly pure."
Boy/Male
Muslim/Islamic
Smiling
Girl/Female
Arabic, Australian, Muslim
Sensibility; Respect
Female
French
French form of Latin Ariadne, ARIANE means "utterly pure."
Boy/Male
Arabic, Australian
Smiling
Boy/Male
Afghan, African, Arabic, Australian, Chinese, Greek, Indian, Muslim
Brave
Girl/Female
British, English
Based
Girl/Female
Norse American Latin Russian French
Bitter grace.
Boy/Male
American, British, English
Blend of Darell and Clarence
Girl/Female
Australian, British, English, French, German, Hebrew, Lebanese
Variant of Mary Bitter; Bitter; Beloved
Female
English
French form of Latin Marianna, MARIANNE means "like Marius."
Surname or Lastname
English and Scottish (of Norman origin)
English and Scottish (of Norman origin) : habitational name from Valence in Drôme, France, which probably has the same origin as Valencia.
Female
Dutch
, Marie Anne.
Girl/Female
African, Arabic, Australian, Muslim, Swahili
Purity; Clarity; Sensitivity; The Hill in Mecca
Girl/Female
Arabic, Muslim
Sensibility; Respect
Girl/Female
Scandinavian
Abbreviation of Katherine. Pure.
Girl/Female
British, Danish, English, Scandinavian, Swedish
Pure; Abbreviation of Katherine
Boy/Male
Muslim/Islamic
Brave
Girl/Female
American, Australian, British, Chinese, Christian, Danish, Dutch, English, Finnish, French, German, Greek, Hebrew, Latin, Lebanese, Netherlands, Norse, Swedish, Swiss
Bitter; Sea of Bitterness; A Combination of Marie and Anne; Rebelliousnesses Wished for Child; A Blend of Marie Star of the Sea and Anne; Star of the Sea
Boy/Male
Muslim
Smiling
VARIANCE BASED-SENSITIVITY-ANALYSIS
VARIANCE BASED-SENSITIVITY-ANALYSIS
Boy/Male
English
World guardian.
Boy/Male
Hungarian
leaping warrior'.
Male
Slovene
Slovene form of Greek Nikolaos, MIKLAVŽ means "victor of the people."Â
Boy/Male
Indian, Tamil, Telugu
Sun
Boy/Male
British, English
From Lindisfarne
Boy/Male
Arabic
Impetuous; Attacking Violently
Boy/Male
Finnish, German, Swedish
God will Help You
Male
Egyptian
, an Ethiopian king, prob. of the house of Seti I.
Girl/Female
American, Australian, British, English, Latin
Lovable; Abbreviation of Amanda; Worthy of Being Loved; She Must be Loved
Girl/Female
Hindu, Indian
Durga; A Delightful Goddess
VARIANCE BASED-SENSITIVITY-ANALYSIS
VARIANCE BASED-SENSITIVITY-ANALYSIS
VARIANCE BASED-SENSITIVITY-ANALYSIS
VARIANCE BASED-SENSITIVITY-ANALYSIS
VARIANCE BASED-SENSITIVITY-ANALYSIS
a.
Varying in from, character, or the like; variable; different; diverse.
n.
That which is variable; that which varies, or is subject to change.
n.
A rustic play; -- called also prisoner's base, prison base, or bars.
a.
Not held by honorable service; as, a base estate, one held by services not honorable; held by villenage. Such a tenure is called base, or low, and the tenant, a base tenant.
n.
Conversation; discourse; talk; diction; phrase; as, in legal parlance; in common parlance.
n.
That quality of an instrument which makes it indicate very slight changes of condition; delicacy; as, the sensibility of a balance, or of a thermometer.
a.
Having the capacity of varying or changing; capable of alternation in any manner; changeable; as, variable winds or seasons; a variable quantity.
n.
Wearing, or protected by, bases.
a.
Alloyed with inferior metal; debased; as, base coin; base bullion.
a.
Reduced; lowered; restrained; as, to speak with bated breath.
n.
The capacity of emotion or feeling, as distinguished from the intellect and the will; peculiar susceptibility of impression, pleasurable or painful; delicacy of feeling; quick emotion or sympathy; as, sensibility to pleasure or pain; sensibility to shame or praise; exquisite sensibility; -- often used in the plural.
a.
Having a base, or having as a base; supported; as, broad-based.
n.
The quality or state of being sensitive; -- used chiefly in science and the arts; as, the sensitivity of iodized silver.
imp. & p. p.
of Base
a.
Liable to vary; too susceptible of change; mutable; fickle; unsteady; inconstant; as, the affections of men are variable; passions are variable.
n.
The quality or state of being variant; change of condition; variation.
n.
Alt. of Valiancy
n.
Something which differs in form from another thing, though really the same; as, a variant from a type in natural history; a variant of a story or a word.
v. t.
To furnish with a valance; to decorate with hangings or drapery.
a.
Morally low. Hence: Low-minded; unworthy; without dignity of sentiment; ignoble; mean; illiberal; menial; as, a base fellow; base motives; base occupations.