Questions tagged [sensitivity-analysis]

Auxiliary methods intended to check if the outcome of an analysis strongly depends on the model assumptions, preprocessing steps, presence of outliers, etc.

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20
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4answers
26k views

Mean and Median properties

Can somebody explain me clear the mathematical logic that would link two statements (a) and (b) together? Let us have a set of values (some distribution). Now, a) Median does not depend on every ...
14
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4answers
21k views

ROC and multiROC analysis: how to calculate optimal cutpoint?

I'm trying to understand how to compute the optimal cut-point for a ROC curve (the value at which the sensitivity and specificity are maximized). I'm using the dataset ...
12
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1answer
3k views

Metafor package: bias and sensitivity diagnostics

I am conducting a multi-level meta-analysis that includes some articles with multiple outcomes. Therefore I am using the rma.mv() function. Example code: ...
4
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1answer
7k views

Difference between Sobol indices and total Sobol indices?

Given a mathematical model $Y\widetilde Y(X_i)$, where $X_i=x_i^*$ represents a particular point estimate for input variable $X_i$. In sensitivity analysis, Sobol indices explain the importance of an ...
4
votes
0answers
590 views

Analyse sensitivity of hyper-parameters of Machine Learning Models

I want to analyse how sensitive my non neural net machine learning models are to the choice of the different parameters. I am currently using grid search to tune the models. Is there any method that I ...
10
votes
2answers
3k views

What is the difference between sensitivity analysis and model validation?

I read both wikipedia pages of sensitivity analysis and model validation (here, only linear regression validation) but I don't manage to find a way to separate these two terms. I have the impression ...
3
votes
2answers
3k views

Sensitivity analysis for modeled time series

I have very basic knowledge of stats so my question may sound very simplistic. I have a large time series of measured data and have calibrated a model with five parameters to make predictions. I would ...
2
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0answers
102 views

How to choose a ML model when the goal is both reasonable prediction AND inference?

I'm relatively new to machine learning. I have come across the "ML is for prediction not inference” statement but this did not really sink in until my current project, a marketing mix modelling ...
4
votes
1answer
877 views

Sobol Indices for Discrete Variables

It is well known that the Sobol sensitivity indices are derived from the ANOVA decomposition. Most proofs that I read concerning this subject assume that the original model is of the form $$ Y=f(X_1,...
4
votes
2answers
3k views

Understanding Sobol in R Package Sensitivity

Sobol method quantifies the contributions of input variance to output variance. For example, given a model with two inputs and one output, one might find that 70% of the output variance is caused by ...
1
vote
1answer
52 views

Probabilistic estimates of Kaplan-Meier curves using S(t) and std.err for each time point

I am working on a survival analysis where I am fitting different parametric models to survival data. Varying the models that I have fit to the data is straightforward, via Cholesky decompositions- but ...