This paper analyzes the application of global sensitivity analysis (GSA) to the improvement of processes using various case studies. First, a brief description of the methods applied is given, and several case studies are examined to show how GSA can be applied to the study to improve the processes. The case studies include the identification of processes; comparisons of the Sobol, E-FAST and M...

Sensitivity indices are commonly used to quantity the relative influence of any specific group input variables on output a computer code. In this paper, we introduce new sensitivity adapted outputs valued in general metric spaces. This class encompasses classical ones; particular, so-called Sobol and Cramér–von-Mises indices. Furthermore, provide asymptotically Gaussian estimators these based U...

In this paper, variability analysis was performed on the model calibration methodology between a multi-camera system and a LiDAR laser sensor (Light Detection and Ranging). Both sensors are used to digitize urban environments. A practical and complete methodology is presented to predict the error propagation inside the LiDAR-camera calibration. We perform a sensitivity analysis in a local and g...

A new approach for a global sensitivity analysis of nonlinear mathematical models is presented using the information provided by two complementing variance-based methods. As a first step, the model is evaluated applying a shared sampling strategy for both methods based on Sobol’s quasi-random sequences. Then, total sensitivity indices are estimated in a second step using the Sobol’-Saltelli met...

We have already investigated blocked and leaped substreams of the Zinterhof sequence for the use in the GRID. When comparing this sequence to others they have either the drawback of being computationally expensive (e.g. Niederreiter/Xing sequence) or have some kind of problematic defect (e.g. Sobol’ sequence). In contrast, the Zinterhof sequence behaves well and is computationally inexpensive. ...

The splitting of Quasi-Monte Carlo (QMC) point sequences into interleaved substreams has been suggested to raise the speed of distributed numerical integration and to lower the traffic on the network. The usefulness of this approach in GRID environments is discussed. After specifying requirements for using QMC techniques in GRID environments in general we review and evaluate the proposals made ...

In systems biology, a common approach to model biological processes is to use large systems of nonlinear differential equations. The associated parameter estimation problem then requires a prior handling of the global identifiability question in a realistic experimental framework. The lack of a method able to solve this issue has indirectly encouraged the use of global sensitivity analysis to s...

This paper compares different types of simulated draws over a range of number of draws in generating Bayesian efficient designs for stated choice (SC) studies. The paper examines how closely pseudo Monte Carlo, quasi Monte Carlo and Gaussian quadrature methods are able to replicate the true levels of Bayesian efficiency for SC designs of various dimensions. The authors conclude that the predomi...

Image synthesis techniques requiringMonteCarlo integration frequentlyneed to generate uniformly distributed samples within the unit hypercube. The ideal sample generation method will maximize the variance reduction as the numberof samples increases. Strati cationvia jittering is one simple, tractable, R. L. Cook. Stochastic sampling in computer graphics. ACM Transactions on Graphics, 5(1):51–72...