Credibility distribution function based global and regional sensitivity analysis under fuzzy uncertainty

To overcome the limitations of existing variance-based methods for Probabilistic Sensitivity Analysis (PSA) in design under uncertainty, a new PSA approach based on the concept of relative entropy is proposed. The relative entropy based method evaluates the impact of a random variable by measuring the divergence between two probability density functions of a response. The method can be applied both globally over the whole distribution of a performance response (called global response probabilistic sensitivity analysis–GRPSA) and in any regional range of a response distribution (called regional response probabilistic sensitivity analysis–RRPSA). The former is the most useful for studying variable impact on robust design objective, while the latter provides insight into reliability constraints. The proposed method is applicable to both the prior-design and post-design stages, for variable screening and uncertainty reduction, respectively. The proposed method is verified by numerical examples and industrial design cases.

Global Sensitivity Analysis of Arrhythmic Risk Biomarkers in Cardiac Single Cell Models

Global reliability sensitivity (GRS) index under fuzzy uncertainty is defined as the mean of the absolute difference between unconditional failure credibility and conditional failure credibility, which is important to quantify the effect of fuzzy inputs on failure credibility of the structure. The solution of this index requires nested analysis of conditional failure credibility and fuzzy mean, which introduces a large amount of computation. To efficiently estimate the GRS under fuzzy uncertainty, a method combining fuzzy simulation (FS) with fuzzy first-order and second moment (FS–FFOSM) method as well as a fuzzy sequential optimization and reliability assessment (FSORA) method are proposed. Compared with the direct double-loop FS method, in which both the conditional failure credibility and the fuzzy mean are estimated by FS, the proposed FS–FFOSM uses a more efficient FFOSM method to estimate the conditional failure credibility in the inner loop, which improves the computational efficiency of estimating GRS under fuzzy uncertainty. To further improve the computational efficiency, this paper also transforms the estimation of GRS into the solution of the optimization model under the constraint of failure credibility and establishes the FSORA method to solve the optimization model. The FSORA method uses a series of cycles of deterministic optimization and inverse design point analysis corresponding to the required fuzzy reliability index by GRS to reduce the iterations, and then the computational efficiency is further improved. Several examples illustrate the computational efficiency and accuracy of the proposed methods.

The aim of this article is to study the reliability analysis, parametric reliability sensitivity analysis and global reliability sensitivity analysis of structures with extremely rare failure events. First, the global reliability sensitivity indices are restudied, and we show that the total effect index can also be interpreted as the effect of randomly copying each individual input variable on the failure surface. Second, a new method, denoted as Active learning Kriging Markov Chain Monte Carlo (AK-MCMC), is developed for adaptively approximating the failure surface with active learning Kriging surrogate model as well as dynamically updated Monte Carlo or Markov chain Monte Carlo populations. Third, the AK-MCMC procedure combined with the quasi-optimal importance sampling procedure is extended for estimating the failure probability and the parametric reliability sensitivity and global reliability sensitivity indices. For estimating the global reliability sensitivity indices, two new importance sampling estimators are derived. The AK-MCMC procedure can be regarded as a combination of the classical Monte Carlo Simulation (AK-MCS) and subset simulation procedures, but it is much more effective when applied to extremely rare failure events. Results of test examples show that the proposed method can accurately and robustly estimate the extremely small failure probability (e.g. 1e–9) as well as the related parametric reliability sensitivity and global reliability sensitivity indices with several dozens of function calls.

Despite being a common procedure, abdominal hernia treatments still require improvement due to the number of relapses and other postoperative issues. In silico testing can be employed to predict the behavior of the complex abdominal wall and implant systems. Here, uncertainty quantification and sensitivity analysis are required in order to optimize the parameters of hernia repair models. This paper concerns the modeling of an abdominal wall and implant using the finite element method. A Gasser-Ogden-Holzapfel (GOH) material model is used for the abdominal wall and an orthotropic material model for the implant. The parameters of the GOH model and the orientation of the implant are assumed to be uncertain. Regression-based polynomial chaos expansion is used as a meta-modeling method for uncertainty propagation and global sensitivity analysis. The maximum force in the connection between the implant and native tissue is considered as the quantity of interest. A failure risk criterion is also defined and presented. It has been found that the significance of the material parameters depends on the type of implant that is analyzed. Likewise, the risk of connection failure varies considerably depending on the implant used. Models with different types of implant produce very diverse results. Moreover, these differences also appear in the global sensitivity index and the risk of connection failure. This would indicate that specific implant designs and material properties are crucial to the success of hernia repair surgery.

Event Abstract Back to Event Statistical uncertainty and sensitivity analysis of intracellular signaling models - through approximate Bayesian computation and variance based global sensitivity analysis Olivia Eriksson1, 2*, Alexandra Jauhiainen1, 3, Sara Maad Sasane4, Anu G Nair5, Carolina Sartorius4 and Jeanette Hellgren Kotaleski2, 5, 6 1 Contributed equally to this work, Sweden 2 Stockholm University, Department of Numerical Analysis and Computer Science, Sweden 3 AstraZeneca AB R&D, Early Clinical Biometrics, Sweden 4 Lund University, Centre for Mathematical Sciences, Sweden 5 KTH Royal Institute of Technology, School of Computer Science and Communication, Sweden 6 Karolinska Institute, Department of Neuroscience, Sweden Computational dynamical models describing intracellular signaling pathways of nerve cells are increasing in size and complexity as more information is obtained from experiments. Models describing protein interactions within neurons can contain over hundred protein reactions [1, 2]. These models are built from knowledge about the interaction topology, inferred from e.g. gene knock-out experiments, as well as from experimental quantitative data describing the input-output relationship of the observed system. The quantitative data are often sparse as compared to the size of the system, and translating the experimental information into dynamical models often results in large uncertainties in the parameter (e.g reaction rates) values. This uncertainty is partly due to the sparseness in experimental time series data (practical unidentifiability), but it is also an intrinsic feature of the modeled system (structural unidentifiability) and could reflect the possibility for biological variation [3]; in many biological systems the same function can be achieved in partly different ways due to degeneracy and redundancy. Here we investigate the extent of this parameter uncertainty, in a model describing calcium (Ca)-dependent activation of Calmodulin (CaM), Protein phosphatase 2B (PP2B) and Ca/CaM-dependent protein kinase II (CamKII) [4], which is an intracellular pathway of importance to synaptic plasticity. We presume that the structure of the model is correct and then characterize the uncertainty in the parameters based on data. This is done by sampling the subspace of parameter values which has an equally good fit to data (corresponding to the “viable space” in [5]), through a statistical approach known as Approximate Bayesian Computation (ABC) with Markov Chain Monte Carlo (MCMC) [6]. ABC has been proposed for parameter estimation in system biology models previously, albeit in slightly different settings, e.g. [7, 8], and can be applied to a wide range of problems. In order to characterize the viable space efficiently with several experimental datasets, we employ multivariate probability distributions called copulas as a part of the ABC sampling. The result is a multivariate posterior distribution for the parameters, which represents how much they are constrained by the data (i.e. the uncertainty) as illustrated in Figure 1 (pairwise plots of viable space for four parameters indicating constraints and dependencies before and after calibration to data). The next step is to look into how the parameter uncertainty is translated to uncertainty of the predictions made from the model. We also investigate the role and importance of different parameters, with respect to different model outputs including the predictions, by means of global sensitivity analysis [9]. Figure 2 illustrates the sensitivity of one of the outputs calculated by a method based on the decomposition of the variance [10, 11, 12], showing different types of sensitivity measures. Finally, we explore how the sensitivity of different subsets of parameters change as different parts of the viable space are investigated, which is shown in Figure 3, where sensitivity profiles are clustered into groups with different sensitivity characteristics. Figure 1 Figure 2 Figure 3 Acknowledgements This research was supported by funding from the Swedish e-Science Research Centre and the Human Brain Project References [1] Gutierrez-Arenas O, Eriksson O, Hellgren Kotaleski J (2014) Segregation and Crosstalk of D1 Receptor-Mediated Activation of ERK in Striatal Medium Spiny Neurons upon Acute Administration of Psychostimulants. PLoS Comput Biol 10, e1003445. [2] Nair AG, Gutierrez-Arenas O, Eriksson O, Vincent P, and Hellgren Kotaleski J (2015) Sensing Positive versus Negative Reward Signals through Adenylyl Cyclase-Coupled GPCRs in Direct and Indirect Pathway Striatal Medium Spiny Neurons. J. Neuroscience 35, 14017-14030. [3] Marder E, Goeritz ML, Otopalik AG (2015) Robust circuit rhythms in small circuits arise from variable circuit components and mechanisms. Curr Opin Neurobiol 31, 156-163. [4] Nair AG, Gutierrez-Arenas O, Eriksson O, Jauhiainen A, Blackwell KT and Kotaleski, JH (2014). Modeling intracellular signaling underlying striatal function in health and disease. Progress in molecular biology and translational science, 123, 277 [5] Zamora-Sillero E, Hafner M, Ibig A, Stelling J, and Wagner, A. (2011). Efficient characterization of high-dimensional parameter spaces for systems biology. BMC systems biology 5, 142. [6] Marjoram P, Molitor J, Plagnol V, and Tavare S (2003) Markov chain Monte Carlo without likelihoods. Proc. Natl. Acad. Sci. U.S.A. 100, 15324–15328. [7] Toni T, Welch D, Strelkowa N, Ipsen A, and Stumpf MP. Approximate Bayesian computation scheme for parameter inference and model selection in dynamical systems. J R Soc Interface, 6, 187–202. [8] Liepe J, Kirk P, Filippi S, Toni T, Barnes CP, and Stumpf MP. A framework for parameter estimation and model selection from experimental data in systems biology using approximate Bayesian computation. Nat Protoc, 9, 439–456. [9] Saltelli A, Ratto M, Andres T, Campolongo F, Cariboni J, Gatelli D, Saisana M, Tarantola S Global sensitivity analysis: the primer. In Wiley 2008 New York, NY:Wiley. [10] Sobol IM (2001) Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates, Math. Comput. Simul. 55, 271–280. [11] Saltelli A (2002) Making best use of model evaluations to compute sensitivity indices. Comp Phys Comm 145, 280 – 297. [12] Halnes G, Ulfhielm E Ljunggren EE, Kotaleski JH and Rospars JP (2009) Modelling and sensitivity analysis of the reactions involving receptor, G-protein and effector in vertebrate olfactory receptor neurons. Journal of computational neuroscience 27, 471-491. Keywords: sensitivity analysis, Approximate Bayesian Computation, copulas, intracellular signalling, Dynamical Modeling, global sensitivity analysis, Markov chain Monte Carlo, variance decomposition Conference: Neuroinformatics 2016, Reading, United Kingdom, 3 Sep - 4 Sep, 2016. Presentation Type: Investigator presentations Topic: Computational neuroscience Citation: Eriksson O, Jauhiainen A, Maad Sasane S, Nair A, Sartorius C and Hellgren Kotaleski J (2016). Statistical uncertainty and sensitivity analysis of intracellular signaling models - through approximate Bayesian computation and variance based global sensitivity analysis. Front. Neuroinform. Conference Abstract: Neuroinformatics 2016. doi: 10.3389/conf.fninf.2016.20.00014 Copyright: The abstracts in this collection have not been subject to any Frontiers peer review or checks, and are not endorsed by Frontiers. They are made available through the Frontiers publishing platform as a service to conference organizers and presenters. The copyright in the individual abstracts is owned by the author of each abstract or his/her employer unless otherwise stated. Each abstract, as well as the collection of abstracts, are published under a Creative Commons CC-BY 4.0 (attribution) licence (https://creativecommons.org/licenses/by/4.0/) and may thus be reproduced, translated, adapted and be the subject of derivative works provided the authors and Frontiers are attributed. For Frontiers’ terms and conditions please see https://www.frontiersin.org/legal/terms-and-conditions. Received: 31 May 2016; Published Online: 18 Jul 2016. * Correspondence: PhD. Olivia Eriksson, Contributed equally to this work, Stockholm, Sweden, olivia@kth.se Login Required This action requires you to be registered with Frontiers and logged in. To register or login click here. Abstract Info Abstract The Authors in Frontiers Olivia Eriksson Alexandra Jauhiainen Sara Maad Sasane Anu G Nair Carolina Sartorius Jeanette Hellgren Kotaleski Google Olivia Eriksson Alexandra Jauhiainen Sara Maad Sasane Anu G Nair Carolina Sartorius Jeanette Hellgren Kotaleski Google Scholar Olivia Eriksson Alexandra Jauhiainen Sara Maad Sasane Anu G Nair Carolina Sartorius Jeanette Hellgren Kotaleski PubMed Olivia Eriksson Alexandra Jauhiainen Sara Maad Sasane Anu G Nair Carolina Sartorius Jeanette Hellgren Kotaleski Related Article in Frontiers Google Scholar PubMed Abstract Close Back to top Javascript is disabled. Please enable Javascript in your browser settings in order to see all the content on this page.

Moment-independent regional sensitivity analysis: Application to an environmental model

The importance sampling method is an extensively used numerical simulation method in reliability analysis. In this paper, a modification to the importance sampling method (ISM) is proposed, and the modified ISM divides the sample set of input variables into different subsets based on the contributive weight of the importance sample defined in this paper and the maximum super-sphere denoted by β-sphere in the safe domain defined by the truncated ISM. By this proposed modification, only samples with large contributive weight and locating outside of the β-sphere need to call the limit state function. This amelioration remarkably reduces the number of limit state function evaluations required in the simulation procedure, and it doesn’t sacrifice the precision of the results by controlling the level of relative error. Based on this modified ISM and the space-partition idea in variance-based sensitivity analysis, the global reliability sensitivity indices can be estimated as byproducts, which is especially useful for reliability-based design optimization. This process of estimating the global reliability sensitivity indices only needs the sample points used in reliability analysis and is independent of the dimensionality of input variables. A roof truss structure and a composite cantilever beam structure are analyzed by the modified ISM. The results demonstrate the efficiency, accuracy, and robustness of the proposed method.

Simulation of fate and transport mechanisms in the porous systems from contaminant transport models are affected by uncertainty associated with input model parameters. Sensitivity analysis (SA) provides tools to quantify the sources of uncertainty to the variations in the model output metrics. To quantify the uncertainty associated with physical non-equilibrium contaminant transport model, global SA was conducted for the problem mimicking reactive transport in the saturated soil column conditions. Five global SA methods, namely Morris, RSA (Regionalized Sensitivity Analysis), Sobol, FAST (Fourier Amplitude Sensitivity Test), and PAWN, were tested based on the temporal moments of contaminant concentrations for two output metrics: zeroth temporal moment (ZTM) and mean residence time (MRT). The ranking order of ten input model parameters from global SA methods for two output metrics was compared. Morris SA implied that the ZTM at outlet of the soil column is highly sensitive to sorption distribution coefficient in the mobile and immobile regions and less sensitive to dispersion coefficient and degradation rate constant in the immobile region. The mass-transfer coefficient showed highest non-linear interactions with other flow and transport parameters based on the highest value of standard deviation of elementary effects (EEs) for ZTM output metric. The sorption distribution coefficient in the mobile region and mass-transfer coefficient showed highest sensitivity and non-linear effect toward MRT based on the Morris method. The comparison of global SA methods revealed that the top two sensitive parameters affecting ZTM and MRT were the same from all the considered methods. However, large difference in the ranking order of bottom three sensitive parameters was observed. The sorption distribution coefficient of mobile region and mass-transfer coefficient were observed as the most sensitive parameters affecting ZTM and MRT based on the comparison of all five global SA methods. Overall results suggest that the non-linear contaminant transport model should be examined based on multiple sensitivity output metrics via a multi-model approach. The multi-model global SA approach implemented in this study highlighted its significance in quantifying the interplay of non-linear model parameters.

Many important practical problems connected to energy efficiency in buildings, ecology, metallurgy, the development of wireless communication systems, the optimization of radar technology, quantum computing, pharmacology, and seismology are described by large-scale mathematical models that are typically represented by systems of partial differential equations. Such systems often involve numerous input parameters. It is crucial to understand how susceptible the solutions are to uncontrolled variations or uncertainties within these input parameters. This knowledge helps in identifying critical factors that significantly influence the model’s outcomes and can guide efforts to improve the accuracy and reliability of predictions. Sensitivity analysis (SA) is a method used efficiently to assess the sensitivity of the output results from large-scale mathematical models to uncertainties in their input data. By performing SA, we can better manage risks associated with uncertain inputs and make more informed decisions based on the model’s outputs. In recent years, researchers have developed advanced algorithms based on the analysis of variance (ANOVA) technique for computing numerical sensitivity indicators. These methods have also incorporated computationally efficient Monte Carlo integration techniques. This paper presents a comprehensive theoretical and experimental investigation of Monte Carlo algorithms based on “symmetrized shaking” of Sobol’s quasi-random sequences. The theoretical proof demonstrates that these algorithms exhibit an optimal rate of convergence for functions with continuous and bounded first derivatives and for functions with continuous and bounded second derivatives, respectively, both in terms of probability and mean square error. For the purposes of numerical study, these approaches were successfully applied to a particular problem. A specialized software tool for the global sensitivity analysis of an air pollution mathematical model was developed. Sensitivity analyses were conducted regarding some important air pollutant levels, calculated using a large-scale mathematical model describing the long-distance transport of air pollutants—the Unified Danish Eulerian Model (UNI-DEM). The sensitivity of the model was explored focusing on two distinct categories of key input parameters: chemical reaction rates and input emissions. To validate the theoretical findings and study the applicability of the algorithms across diverse problem classes, extensive numerical experiments were conducted to calculate the main sensitivity indicators—Sobol’ global sensitivity indices. Various numerical integration algorithms were employed to meet this goal—Monte Carlo, quasi-Monte Carlo (QMC), scrambled quasi-Monte Carlo methods based on Sobol’s sequences, and a sensitivity analysis approach implemented in the SIMLAB software for sensitivity analysis. During the study, an essential task arose that is small in value sensitivity measures. It required numerical integration approaches with higher accuracy to ensure reliable predictions based on a specific mathematical model, defining a vital role for small sensitivity measures. Both the analysis and numerical results highlight the advantages of one of the proposed approaches in terms of accuracy and efficiency, particularly for relatively small sensitivity indices.

The main focus of this thesis is the uncertainty propagation (UP) and global sensitivity analysis (GSA) in complex hydrogeological numerical models. Various methods are presented with applications on numerical models for the groundwater flow and mean lifetime expectancy (MLE) in the scope of Andra's (French National Radioactive Waste Management Agency) project for the geological disposal of high-level and intermediate-level long-lived radioactive wastes in a highly impermeable layer from Callovo-Oxfordian age (COX) in France. <br> A state of the art is provided for the theory of uncertainty propagation and for the methodologies of sensitivity analyses in a broad sense. Methods for UP are provided from 2-levels Factorial Designs to quasi-random samplings. GSA techniques encompass screening methods such as the Morris Measures and the Derivative-based Global Sensitivity Measures (DGSM), and also the so-called Sobol' indices based upon the variance decomposition of the response of interest. Meta-modelling techniques such as polynomial regression and Polynomial Chaos Expansions (PCE) meta-models are employed as surrogate models for UP and GSA purpose at negligible computational-costs. A comparison of GSA techniques upon various complex analytical test-functions was undertaken with the purpose of determining a relevant method to be employed in the context of “screening” out unimportant variables in computer-intensive, high-dimensional models. <br> A numerical model of groundwater flow and lifetime expectancy is employed for assessing the effect of uncertain advection-dispersion parameters and their spatial distributions upon the MLE from a target zone inside the domain. The model is a 2-dimensions synthetic cross-section of the eastern region of the Paris Basin (Meuse/Haute-Marne sector). This model was used as an exploratory tool for sensitivity analysis methods applied upon numerous sets of uncertain hydrodynamic and dispersion parameters in 15 layers. The uncertainty characterizing the permeability-porosity values in aquifer formations encompassing the COX have proved to add much of variability to the MLE calculated from the target zone. The model also served at exploring the effect of the spatial variability of permeability-porosity parameters in two main aquifer sequences on the groundwater flow rates and MLE in the model. The variabilities of the output responses are mainly due to the uncertainty upon the means and variances of the permeability-porosity distributions, as well as the longitudinal correlation lengths, in each sequence. <br> Then, a 3-dimensions high-definition hydrogeological model representing the Meuse/Haute-Marne sector in the eastern region of the Paris Basin is a more comprehensive numerical model incorporating realistic geometries, fractures, heterogeneities and discontinuities encountered on field. A sensitivity analysis of the MLE from a given zone located in the middle of the COX layer was performed by perturbing the hydraulic conductivities and porosities values in fourteen hydrogeological formations. The uncertain permeability-porosity parameters in the aquifer formations from Bathonian in the Dogger sequence, and Rauracian-Sequanian in the Oxfordian sequence, have strong and rather non-linear effects on the variability of the output response of interest. <br> The methodologies for UP and GSA employed in the present thesis have proved to be very efficient when applied to large hydrogeological models of groundwater flow and MLE. In particular, quasi-random sampling methods offer a flexible frame for providing the uncertainty distribution of the output response of interest at low computational costs. Screening techniques provide a fast estimation for the overall contribution of each input variable to the variability of the output. Meta-modelling techniques such as PCE proved highly accurate in individualising the low- and high-order effects of each input variable upon the output response of interest.

Copula-based methods for global sensitivity analysis with correlated random variables and stochastic processes under incomplete probability information

An efficient method for estimating the parameter global reliability sensitivity analysis by innovative single-loop process and embedded Kriging model

In this paper, we study the dynamical effects of timely and delayed diagnosis on the spread of COVID-19 in Ghana during its initial phase by using reported data from March 12 to June 19, 2020. The estimated basic reproduction number, ℛ0, for the proposed model is 1.04. One of the main focus of this study is global stability results. Theoretically and numerically, we show that the disease persistence depends on ℛ0. We carry out a local and global sensitivity analysis. The local sensitivity analysis shows that the most positive sensitive parameter is the recruitment rate, followed by the relative transmissibility rate from the infectious with delayed diagnosis to the susceptible individuals. And that the most negative sensitive parameters are: self-quarantined, waiting time of the infectious for delayed diagnosis and the proportion of the infectious with timely diagnosis. The global sensitivity analysis using the partial rank correlation coefficient confirms the directional flow of the local sensitivity analysis. For public health benefit, our analysis suggests that, a reduction in the inflow of new individuals into the country or a reduction in the inter community inflow of individuals will reduce the basic reproduction number and thereby reduce the number of secondary infections (multiple peaks of the infection). Other recommendations for controlling the disease from the proposed model are provided in Section 7.

Efficient sampling methods for global reliability sensitivity analysis