{"title":"最大化区域敏感性分析指数,找到敏感的模型行为","authors":"Sebastien Roux, Patrice Loisel, Samuel Buis","doi":"10.1615/int.j.uncertaintyquantification.2024051424","DOIUrl":null,"url":null,"abstract":"We address the question of sensitivity analysis for model outputs of any dimension using Regional Sensitivity Analysis (RSA). Classical RSA computes sensitivity indices related to the impact of model inputs variations on the occurrence of a target region of the model output space. In this work, we put this perspective one step further by proposing to find, for a given model input, the region whose occurrence is best explained by the variations of this input. When it exists, this region can be seen as a model behavior which is particularly sensitive to the variations of the model input under study. We name this method mRSA (for maximized RSA).\nmRSA is formalized as an optimization problem using region-based sensitivity indices. Two formulations are studied, one theoretically and one numerically using a dedicated algorithm. Using a 2D test model and an environmental model producing time series, we show that mRSA, as a new model exploration tool, can provide interpretable insights on the sensitivity of model outputs of various dimensions.","PeriodicalId":48814,"journal":{"name":"International Journal for Uncertainty Quantification","volume":"3 1","pages":""},"PeriodicalIF":1.5000,"publicationDate":"2024-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Maximizing Regional Sensitivity Analysis indices to find sensitive model behaviors\",\"authors\":\"Sebastien Roux, Patrice Loisel, Samuel Buis\",\"doi\":\"10.1615/int.j.uncertaintyquantification.2024051424\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We address the question of sensitivity analysis for model outputs of any dimension using Regional Sensitivity Analysis (RSA). Classical RSA computes sensitivity indices related to the impact of model inputs variations on the occurrence of a target region of the model output space. In this work, we put this perspective one step further by proposing to find, for a given model input, the region whose occurrence is best explained by the variations of this input. When it exists, this region can be seen as a model behavior which is particularly sensitive to the variations of the model input under study. We name this method mRSA (for maximized RSA).\\nmRSA is formalized as an optimization problem using region-based sensitivity indices. Two formulations are studied, one theoretically and one numerically using a dedicated algorithm. Using a 2D test model and an environmental model producing time series, we show that mRSA, as a new model exploration tool, can provide interpretable insights on the sensitivity of model outputs of various dimensions.\",\"PeriodicalId\":48814,\"journal\":{\"name\":\"International Journal for Uncertainty Quantification\",\"volume\":\"3 1\",\"pages\":\"\"},\"PeriodicalIF\":1.5000,\"publicationDate\":\"2024-04-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"International Journal for Uncertainty Quantification\",\"FirstCategoryId\":\"5\",\"ListUrlMain\":\"https://doi.org/10.1615/int.j.uncertaintyquantification.2024051424\",\"RegionNum\":4,\"RegionCategory\":\"工程技术\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"ENGINEERING, MULTIDISCIPLINARY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"International Journal for Uncertainty Quantification","FirstCategoryId":"5","ListUrlMain":"https://doi.org/10.1615/int.j.uncertaintyquantification.2024051424","RegionNum":4,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"ENGINEERING, MULTIDISCIPLINARY","Score":null,"Total":0}
Maximizing Regional Sensitivity Analysis indices to find sensitive model behaviors
We address the question of sensitivity analysis for model outputs of any dimension using Regional Sensitivity Analysis (RSA). Classical RSA computes sensitivity indices related to the impact of model inputs variations on the occurrence of a target region of the model output space. In this work, we put this perspective one step further by proposing to find, for a given model input, the region whose occurrence is best explained by the variations of this input. When it exists, this region can be seen as a model behavior which is particularly sensitive to the variations of the model input under study. We name this method mRSA (for maximized RSA).
mRSA is formalized as an optimization problem using region-based sensitivity indices. Two formulations are studied, one theoretically and one numerically using a dedicated algorithm. Using a 2D test model and an environmental model producing time series, we show that mRSA, as a new model exploration tool, can provide interpretable insights on the sensitivity of model outputs of various dimensions.
期刊介绍:
The International Journal for Uncertainty Quantification disseminates information of permanent interest in the areas of analysis, modeling, design and control of complex systems in the presence of uncertainty. The journal seeks to emphasize methods that cross stochastic analysis, statistical modeling and scientific computing. Systems of interest are governed by differential equations possibly with multiscale features. Topics of particular interest include representation of uncertainty, propagation of uncertainty across scales, resolving the curse of dimensionality, long-time integration for stochastic PDEs, data-driven approaches for constructing stochastic models, validation, verification and uncertainty quantification for predictive computational science, and visualization of uncertainty in high-dimensional spaces. Bayesian computation and machine learning techniques are also of interest for example in the context of stochastic multiscale systems, for model selection/classification, and decision making. Reports addressing the dynamic coupling of modern experiments and modeling approaches towards predictive science are particularly encouraged. Applications of uncertainty quantification in all areas of physical and biological sciences are appropriate.