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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2505.00711 |
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| _version_ | 1866913008488284160 |
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| author | Yue, Ruilong Ökten, Giray |
| author_facet | Yue, Ruilong Ökten, Giray |
| contents | We introduce a new global sensitivity measure, the global activity scores. The measure is based on finite differences of the underlying function, in contrast to several sensitivity measures in the literature that are based on derivatives of the function. We establish its theoretical connection with Sobol' sensitivity indices and demonstrate its performance through numerical examples. In these examples, we compare global activity scores with Sobol' sensitivity indices, derivative-based sensitivity measures, and activity scores. The results show that in the presence of additive noise or high variability, global activity scores provide more stable and reliable identification of influential variables than derivative-based measures and activity scores, which are more sensitive to noise. In noiseless settings, however, all three approaches yield comparable results. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2505_00711 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Global Activity Scores Yue, Ruilong Ökten, Giray Statistics Theory We introduce a new global sensitivity measure, the global activity scores. The measure is based on finite differences of the underlying function, in contrast to several sensitivity measures in the literature that are based on derivatives of the function. We establish its theoretical connection with Sobol' sensitivity indices and demonstrate its performance through numerical examples. In these examples, we compare global activity scores with Sobol' sensitivity indices, derivative-based sensitivity measures, and activity scores. The results show that in the presence of additive noise or high variability, global activity scores provide more stable and reliable identification of influential variables than derivative-based measures and activity scores, which are more sensitive to noise. In noiseless settings, however, all three approaches yield comparable results. |
| title | Global Activity Scores |
| topic | Statistics Theory |
| url | https://arxiv.org/abs/2505.00711 |