Global sensitivity analysis and adaptive stochastic sampling of a subsurface-flow model using active subspaces

Global sensitivity analysis and uncertainty quantification of soot formation in an n-dodecane spray flame

Dimensionality reduction for surrogate model construction for global sensitivity analysis: Comparison between active subspace and local sensitivity analysis

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.

Exploration of sexual dimorphism and inter-individual variability in multivariate parameter spaces for a pharmacokinetic compartment model

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.

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

In drug development decision-making is often supported through model-based methods, such as physiologically-based pharmacokinetics (PBPK). Global sensitivity analysis (GSA) is gaining use for quality assessment of model-informed inference. However, the inclusion and interpretation of correlated factors in GSA has proven an issue. Here we developed and evaluated a latent variable approach for dealing with correlated factors in GSA. An approach was developed that describes the correlation between two model inputs through the causal relationship of three independent factors: the latent variable and the unique variances of the two correlated parameters. The latent variable approach was applied to a set of algebraic models and a case from PBPK. Then, this method was compared to Sobol’s GSA assuming no correlations, Sobol’s GSA with groups and the Kucherenko approach. For the latent variable approach, GSA was performed with Sobol’s method. By using the latent variable approach, it is possible to devise a unique and easy interpretation of the sensitivity indices while maintaining the correlation between the factors. Compared methods either consider the parameters independent, group the dependent variables into one unique factor or present difficulties in the interpretation of the sensitivity indices. In situations where GSA is called upon to support model-informed decision-making, the latent variable approach offers a practical method, in terms of ease of implementation and interpretability, for applying GSA to models with correlated inputs that does not violate the independence assumption. Prerequisites and limitations of the approach are discussed.

In this study, a hybrid metamodel using the orthogonal constraints of radial basis function and sparse polynomial chaos expansions is proposed for the global sensitivity analysis of time-consuming models. Firstly, the orthogonal conditions of radial basis functions (RBF) and polynomial chaos expansions (PCE) were derived to construct the hybrid metamodel. Then, the variance of the metamodel was decoupled into the variances of the RBF and PCE independently by using the orthogonal condition. Furthermore, the analytical formulations of Sobol indices for the hybrid metamodel were derived according to the orthogonal decomposition. Thus, the interaction items of radial basis function and polynomial chaos expansions were eliminated, which significantly simplifies the Sobol indices. Two analytical cases were employed to investigate the influence of the number of the polynomial chaos expansions items, and several analytical and engineering cases were tested to demonstrate the accuracy and efficiency of the proposed method. In the engineering cases, the proposed method yielded significant improvements in terms of both accuracy and efficiency comparing with the existing global sensitivity analysis approaches, which indicates that the proposed method is more appropriate to the global sensitivity analysis of time-consuming engineering problems.

Performing global sensitivity analysis on functional-structural plant models (FSP models) can greatly benefit both model development and analysis by identifying the relevance of parameters for specific model outputs. Setting unimportant parameters to a fixed value decreases dimensionality of the typically large model parameter space. Efforts can then be concentrated on accurately estimating the most important input parameters. In this work, we apply the Elementary Effects method for dimensional models with arbitrary input types, adapting the method to models with inherent randomness. Our FSP model simulated a maize stand for 160 days of growth, considering three outputs, namely yield, peak biomass and peak leaf area index (LAI). Of 52 input parameters, 12 were identified as important for yield and peak biomass and 14 for LAI. Over 70 % of parameters were deemed unimportant for the outputs under consideration, including most parameters relating to crop architecture. Parameters governing shade avoidance response and leaf appearance rate (phyllochron) were also unimportant; variations in these physiological and developmental parameters do lead to visible changes in plant architecture but not to significant changes in yield, biomass or LAI. Some inputs identified as unimportant due to their low sensitivity index have a relatively high standard deviation of effects, with high fluctuations around a low mean, which could indicate non-linearity or interaction effects. Consequently, parameters with low sensitivity index but high standard deviation should be investigated further. Our study demonstrates that global sensitivity analysis can reveal which parameter values have the most influence on key outputs, predicting specific parameter estimates that need to be carefully characterized.

Development of a behaviour-pattern based global sensitivity analysis procedure for coupled socioeconomic and environmental models

The development of scramjet engines is an important research area for advancing hypersonic and orbital flights. Progress toward optimal engine designs requires accurate flow simulations together with uncertainty quantification. However, performing uncertainty quantification for scramjet simulations is challenging due to the large number of uncertain parameters involved and the high computational cost of flow simulations. These difficulties are addressed in this paper by developing practical uncertainty quantification algorithms and computational methods, and deploying them in the current study to large-eddy simulations of a jet in crossflow inside a simplified HIFiRE Direct Connect Rig scramjet combustor. First, global sensitivity analysis is conducted to identify influential uncertain input parameters, which can help reduce the system’s stochastic dimension. Second, because models of different fidelity are used in the overall uncertainty quantification assessment, a framework for quantifying and propagating the uncertainty due to model error is presented. These methods are demonstrated on a nonreacting jet-in-crossflow test problem in a simplified scramjet geometry, with parameter space up to 24 dimensions, using static and dynamic treatments of the turbulence subgrid model, and with two-dimensional and three-dimensional geometries.

Global sensitivity analysis (GSA) is useful to recognize important inputs for assigning priority and unimportant inputs for simplifying models by exploring whole distribution ranges. Meanwhile, regional sensitivity analysis (RSA) is also studied for finding the contribution of the critical region of an input, which can be viewed as the complementary of GSA. However, there is a lack of GSA and RSA research in presence of fuzzy uncertainty. Thus, a new global sensitivity index (GSI) under the fuzzy uncertainty is devoted on the credibility distribution function (CrDF), a comprehensive distribution description under the fuzzy uncertainty. The CrDF-based GSI is defined by the fuzzy expectation of the difference between the CrDF and the conditional CrDF of the output on fixing the fuzzy input over its whole distribution range, which can quantify the contribution of the fuzzy input to the output CrDF. Then, a new fuzzy RSA technique, the contribution to this CrDF based index (shortened by CCI) plot, is also proposed, and it can assess the effect of given regions of important inputs on output CrDF. Besides, mathematical properties of the CrDF based GSI and the CCI plot are discussed, and their solution are established by use of the fuzzy simulation with the same set of samples. After the accuracy of established fuzzy simulation solution for the CrDF based GSI and the CCI plot are verified by an analytical example, other examples are used to demonstrate the reasonability and applicability of proposed CrDF based GSI and CCI plot under fuzzy uncertainty.

In the process of Earth-Moon transfer orbit, many parameters are involved and the degree of influence varies among the parameters. How to accurately distinguish the influence relationship between different parameters is of great significance to engineering missions. Based on Sobol sequence sampling method and Sobol global sensitivity analysis method, a calculation process of global sensitivity analysis is proposed in this paper for high-fidelity Earth-Moon transfer orbit. A numerical simulation method is used to verify that the Sobol sequence sampling method has better convergence and higher precision than other sampling methods and has better adaptability in global sensitivity analysis. The effects of different state parameters and the combination of different parameters on the perilune parameters of Earth-Moon transfer orbit are given by simulation examples, which verifies the effectiveness and feasibility of the calculation process proposed in this paper. Simulation results show that the radial position and tangential velocity at the trans-lunar injection point are the main sensitivity parameters, and the other parameters have little effect on the results. The sensitivity of the orbital elements at the trans-lunar injection point to the perilune parameters is different and needs to be determined according to the specific parameters. The results of this study can provide important reference for future Earth-Moon transfer orbit design and related engineering missions.

Global sensitivity analysis (GSA) is a fundamental tool for identifying input variables that determine the behavior of the mathematical models under uncertainty. Among the methods proposed to perform GSA, those based on the Sobol method are highlighted because of their versatility and robustness; however, applications using complex models are impractical owing to their significant processing time. This research proposes a methodology to accelerate GSA via surrogate models based on the modern design of experiments and supervised machine learning (SML) tools. Three case studies based on an SAG mill and cell bank are presented to illustrate the applicability of the proposed procedure. The first two consider batch training for SML tools included in the Python and R programming languages, and the third considers online sequential (OS) training for an extreme learning machine (ELM). The results reveal significant computational gains from the methodology proposed. In addition, GSA enables the quantification of the impact of critical input variables on metallurgical process performance, such as ore hardness, ore size, and superficial air velocity, which has only been reported in the literature from an experimental standpoint. Finally, GSA-OS-ELM opens the door to estimating online sensitivity indices for the equipment used in mineral processing.

Experimental techniques allow engineering of biological systems to modify functionality; however, there still remains a need to develop tools to prioritize targets for modification. In this study, agent-based modeling (ABM) was used to build stochastic models of complexed and non-complexed cellulose hydrolysis, including enzymatic mechanisms for endoglucanase, exoglucanase, and β-glucosidase activity. Modeling results were consistent with experimental observations of higher efficiency in complexed systems than non-complexed systems and established relationships between specific cellulolytic mechanisms and overall efficiency. Global sensitivity analysis (GSA) of model results identified key parameters for improving overall cellulose hydrolysis efficiency including: (1) the cellulase half-life, (2) the exoglucanase activity, and (3) the cellulase composition. Overall, the following parameters were found to significantly influence cellulose consumption in a consolidated bioprocess (CBP): (1) the glucose uptake rate of the culture, (2) the bacterial cell concentration, and (3) the nature of the cellulase enzyme system (complexed or non-complexed). Broadly, these results demonstrate the utility of combining modeling and sensitivity analysis to identify key parameters and/or targets for experimental improvement.