probabilistic sensitivity analysis

Unlocking Simulators: From Screening to Fingerprints via Sensitivity Analysis

Nabila Bounceur, Research Scientist, Stochastic Numerics Research Group

May 19, 13:00 - 14:00

probabilistic sensitivity analysis

Abstract Simulators are computer codes nowadays ubiquitous to the analysis of complex physical systems. The premise of this work is to view a simulator as a black-box, mathematically represented by a function that one wishes to analyze only on the basis of information on its inputs and outputs. Performing experiments by running a simulator at specific input configurations and/or experimental settings helps infer insights about underlying processes and behaviors of the complex physical system it represents. In this context, the concept of sensitivity analysis (SA) is central. Broadly speaking

Nabila Bounceur

Research Scientist, Stochastic Numerics Research Group

probabilistic sensitivity analysis statistical emulators uncertainty quantification complex system modeling

My work focuses on the modeling of complex systems from the Probabilistic Sensitivity Analysis (PSA) and Uncertainty Quantification (UQ) perspective. I develop methodologies to efficiently characterize input-output relationships in computationally expensive simulators, enabling both qualitative understanding (which factors matter most?) and quantitative assessment (how much does each factor contribute to output uncertainty?).