An inference method for global sensitivity analysis
Résumé
Although there is a plethora of methods to estimate sensitivity indices associated
with individual inputs, there is much less work on interaction effects of every order,
especially when it comes to make inferences about the true underlying values of
the indices. To fill this gap, a method that allows one to make such inferences
simultaneously from a Monte Carlo sample is given. One advantage of this method
is its simplicity: it leverages the fact that Shapley effects and Sobol indices are only
linear transformations of total indices, so that standard asymptotic theory suffices to
get confidence intervals and to carry out statistical tests. To perform the numerical
computations efficiently, Möbius inversion formulas are used, and linked to the fast
Möbius transform algorithm. The method is illustrated on two dynamical systems,
both with an application in life sciences: a Boolean network modeling a cellular
decision-making process involving 12 inputs, and a system of ordinary differential
equations modeling some population dynamics involving 10 inputs.
Fichier principal
manuscript.pdf (638.03 Ko)
Télécharger le fichier
supplementary.pdf (214.23 Ko)
Télécharger le fichier
Origine | Fichiers produits par l'(les) auteur(s) |
---|