Semiparametric Theory for Causal Mediation Analysis: efficiency bounds, multiple robustness, and sensitivity analysis

Whilst estimation of the marginal (total) causal effect of a point exposure on an outcome is arguably the most common objective of experimental and observational studies in the health and social sciences, in recent years, investigators have also become increasingly interested in mediation analysis. Specifically, upon establishing a non-null total effect of the exposure, investigators routinely wish to make inferences about the direct (indirect) pathway of the effect of the exposure not through (through) a mediator variable that occurs subsequently to the exposure and prior to the outcome. Although powerful semiparametric methodologies have been developed to analyze observational studies, that produce double robust and highly efficient estimates of the marginal total causal effect, similar methods for mediation analysis are currently lacking. Thus, this paper develops a general semiparametric framework for obtaining inferences about so-called marginal natural direct and indirect causal effects, while appropriately accounting for a large number of pre-exposure confounding factors for the exposure and the mediator variables. Our analytic framework is particularly appealing, because it gives new insights on issues of efficiency and robustness in the context of mediation analysis. In particular, we propose new multiply robust locally efficient estimators of the marginal natural indirect and direct causal effects, and develop a novel double robust sensitivity analysis framework for the assumption of ignorability of the mediator variable.

ANOVA kernels and RKHS of zero mean functions for model-based sensitivity analysis

Given a reproducing kernel Hilbert space (H,〈.,.〉)(H,〈.,.〉) of real-valued functions and a suitable measure μμ over the source space D⊂RD⊂R, we decompose HH as the sum of a subspace of centered functions for μμ and its orthogonal in HH. This decomposition leads to a special case of ANOVA kernels, for which the functional ANOVA representation of the best predictor can be elegantly derived, either in an interpolation or regularization framework. The proposed kernels appear to be particularly convenient for analyzing the effect of each (group of) variable(s) and computing sensitivity indices without recursivity.

Magma Extraction from the Mantle Wedge at Convergent Margins Through Dikes: A Parametric Sensitivity Analysis

We address under what conditions a magma generated by partial melting at 100 km depth in the mantle wedge above a subduction zone can reach the crust in dikes before stalling. We also address under what conditions primitive basaltic magma (Mg # >60) can be delivered from this depth to the crust. We employ linear elastic fracture mechanics with magma solidification theory and perform a parametric sensitivity analysis. All dikes are initiated at a depth of 100 km in the thermal core of the wedge, and the Moho is fixed at 35 km depth. We consider a range of melt solidus temperatures (800-1100 degrees C), viscosities (10-100 Pa s), and densities (2400-2700 kg m(-3)). We also consider a range of host rock fracture toughness values (50-300 MPa m(1/2)) and dike lengths (2-5 km) and two thermal structures for the mantle wedge (1260 and 1400 degrees C at 100 km depth and 760 and 900 degrees C at 35 km depth). For the given parameter space, many dikes can reach the Moho in less than a few hundred hours, well within the time constraints provided by U series isotope disequilibria studies. Increasing the temperature in the mantle wedge, or increasing the dike length, allows additional dikes to propagate to the Moho. We conclude that some dikes with vertical lengths near their critical lengths and relatively high solidus temperatures will stall in the mantle before reaching the Moho, and these may be returned by corner flow to depths where they can melt under hydrous conditions. Thus, a chemical signature in arc lavas suggesting partial melting of slab basalts may be partly influenced by these recycled dikes. Alternatively, dikes with lengths well above their critical lengths can easily deliver primitive magmas to the crust, particularly if the mantle wedge is relatively hot. Dike transport remains a viable primary mechanism of magma ascent in convergent tectonic settings, but the potential for less rapid mechanisms making an important contribution increases as the mantle temperature at the Moho approaches the solidus temperature of the magma.

Lake surface temperatures in a changing climate: a global sensitivity analysis

We estimate the effects of climatic changes, as predicted by six climate models, on lake surface temperatures on a global scale, using the lake surface equilibrium temperature as a proxy. We evaluate interactions between different forcing variables, the sensitivity of lake surface temperatures to these variables, as well as differences between climate zones. Lake surface equilibrium temperatures are predicted to increase by 70 to 85 % of the increase in air temperatures. On average, air temperature is the main driver for changes in lake surface temperatures, and its effect is reduced by ~10 % by changes in other meteorological variables. However, the contribution of these other variables to the variance is ~40 % of that of air temperature, and their effects can be important at specific locations. The warming increases the importance of longwave radiation and evaporation for the lake surface heat balance compared to shortwave radiation and convective heat fluxes. We discuss the consequences of our findings for the design and evaluation of different types of studies on climate change effects on lakes.

Defining and measuring urban regions: A sensitivity analysis

This paper evaluates the impact of alternative city boundary definitions on economic performance. First we discuss the theoretical background and motivate the empirical work. Then we present the methodological concept of the sensitivity analysis, which will be applied to a variety of data of Zurich and Bern (the financial and the administrative centres of Switzerland) in order to see how the values of different indicators vary depending on the definition adopted. Finally we will show whether the empirical patterns found are statistically significant. The analysis shows, that the delimitation of a city or city region indeed matters.

Sensitivity analysis on turbulence models for the ABL in complex terrain

Análisis de sensibilidad de modelos de turbulencia para un modelo CFD de viento aplicados a un emplazamiento en terreno complejo. Validación con datos de viento y turbulencia registrados a 3 alturas en 3 torres de medida.

Sensitivity analysis to assess the influence of the inertial properties of railway vehicle bodies on the vehicle’s dynamic behaviour

A sensitivity analysis has been performed to assess the influence of the inertial properties of railway vehicles on their dynamic behaviour. To do this, 216 dynamic simulations were performed modifying, one at a time, the masses, moments of inertia and heights of the centre of gravity of the carbody, the bogie and the wheelset. Three values were assigned to each parameter, corresponding to the percentiles 10, 50 and 90 of a data set stored in a database of railway vehicles. After processing the results of these simulations, the analyzed parameters were sorted by increasing influence. It was also found which of these parameters could be estimated with a lesser degree of accuracy for future simulations without appreciably affecting the simulation results. In general terms, it was concluded that the most sensitive inertial properties are the mass and the vertical moment of inertia, and the least sensitive ones the longitudinal and lateral moments of inertia.

Sensitivity analysis for active matched antennas with non-foster elements

During the last years many researchers have been working on the active matching or on non-Foster matching networks for one- and two-port electrically small antennas (ESAs). A new parameter on the sensitivity of the two-port electrically small antenna when loaded with a non-F oster network is presented. This sensitivity analysis will allow us to choose what kind of antennas can be properly matched with non-Foster networks and their position in order to optimi ze the performance of the design. Then, a typical high Q two-port antenna will be harder to match over a broad bandwidth, since |S21| is very small and only agrees with |S11| over very small frequency bands, yielding very large sensitivity values. However, for these two-port antennas, if high levels of coupling can be engineered for a high Q multiple-port antenna, the return and insertion losses can be similar over larger bandwidths and, hence, the sensitivity can be kept low over larger bandwidths, enabling broader impedance matched bandwidths to be achieved, even for highly resonant antennas.

A methodology to estimate uncertainty for emission projections through sensitivity analysis

Air pollution abatement policies must be based on quantitative information on current and future emissions of pollutants. As emission projections uncertainties are inevitable and traditional statistical treatments of uncertainty are highly time/resources consuming, a simplified methodology for nonstatistical uncertainty estimation based on sensitivity analysis is presented in this work. The methodology was applied to the “with measures” scenario for Spain, concretely over the 12 highest emitting sectors regarding greenhouse gas and air pollutants emissions. Examples of methodology application for two important sectors (power plants, and agriculture and livestock) are shown and explained in depth. Uncertainty bands were obtained up to 2020 by modifying the driving factors of the 12 selected sectors and the methodology was tested against a recomputed emission trend in a low economic-growth perspective and official figures for 2010, showing a very good performance. Implications: A solid understanding and quantification of uncertainties related to atmospheric emission inventories and projections provide useful information for policy negotiations. However, as many of those uncertainties are irreducible, there is an interest on how they could be managed in order to derive robust policy conclusions. Taking this into account, a method developed to use sensitivity analysis as a source of information to derive nonstatistical uncertainty bands for emission projections is presented and applied to Spain. This method simplifies uncertainty assessment and allows other countries to take advantage of their sensitivity analyses.

Discrete linear stability and sensitivity analysis of fluid flows

Este trabajo presenta un método discreto para el cálculo de estabilidad hidrodinámica y análisis de sensibilidad a perturbaciones externas para ecuaciones diferenciales y en particular para las ecuaciones de Navier-Stokes compressible. Se utiliza una aproximación con variable compleja para obtener una precisión analítica en la evaluación de la matriz Jacobiana. Además, mapas de sensibilidad para la sensibilidad a las modificaciones del flujo de base y a una fuerza constante permiten identificar las regiones del campo fluido donde una modificacin (ej. fuerza puntual) tiene un efecto estabilizador del flujo. Se presentan cuatro casos de prueba: (1) un caso analítico para comprobar la derivación discreta, (2) una cavidad cerrada a bajo Reynolds para mostrar la mayor precisión en el cálculo de los valores propios con la aproximación de paso complejo, (3) flujo 2D en un cilindro circular para validar la metodología, y (4) flujo en un cavidad abierta, presentado para validar el método en casos de inestabilidades convectivamente inestables. Los tres últimos casos mencionados (2-4) se resolvieron con las ecuaciones de Navier-Stokes compresibles, utilizando un método Discontinuous Galerkin Spectral Element Method. Se obtuvo una buena concordancia para el caso de validación (3), cuando se comparó el nuevo método con resultados de la literatura. Además, este trabajo muestra que para el cálculo de los modos propios directos y adjuntos, así como para los mapas de sensibilidad, el uso de variables complejas es de suprema importancia para obtener una predicción precisa. El método descrito es aplicado al análisis para la estabilización de la estela generada por un disco actuador, que representa un modelo sencillo para hélices, rotores de helicópteros o turbinas eólicas. Se explora la primera bifurcación del flujo para un disco actuador, y se sugiere que está asociada a una inestabilidad de tipo Kelvin-Helmholtz, cuya estabilidad se controla con en el número de Reynolds y en la resistencia del disco actuador (o fuerza resistente). En primer lugar, se verifica que la disminución de la resistencia del disco tiene un efecto estabilizador parecido a una disminución del Reynolds. En segundo lugar, el análisis hidrodinmico discreto identifica dos regiones para la colocación de una fuerza puntual que controle las inestabilidades, una cerca del disco y otra en una zona aguas abajo. En tercer lugar, se muestra que la inclusión de un forzamiento localizado cerca del actuador produce una estabilización más eficiente que al forzar aguas abajo. El análisis de los campos de flujo controlados confirma que modificando el gradiente de velocidad cerca del actuador es más eficiente para estabilizar la estela. Estos resultados podrían proporcionar nuevas directrices para la estabilización de la estela de turbinas de viento o de marea cuando estén instaladas en un parque eólico y minimizar las interacciones no estacionarias entre turbinas. ABSTRACT A discrete framework for computing the global stability and sensitivity analysis to external perturbations for any set of partial differential equations is presented. In particular, a complex-step approximation is used to achieve near analytical accuracy for the evaluation of the Jacobian matrix. Sensitivity maps for the sensitivity to base flow modifications and to a steady force are computed to identify regions of the flow field where an input could have a stabilising effect. Four test cases are presented: (1) an analytical test case to prove the theory of the discrete framework, (2) a lid-driven cavity at low Reynolds case to show the improved accuracy in the calculation of the eigenvalues when using the complex-step approximation, (3) the 2D flow past a circular cylinder at just below the critical Reynolds number is used to validate the methodology, and finally, (4) the flow past an open cavity is presented to give an example of the discrete method applied to a convectively unstable case. The latter three (2–4) of the aforementioned cases were solved with the 2D compressible Navier–Stokes equations using a Discontinuous Galerkin Spectral Element Method. Good agreement was obtained for the validation test case, (3), with appropriate results in the literature. Furthermore, it is shown that for the calculation of the direct and adjoint eigenmodes and their sensitivity maps to external perturbations, the use of complex variables is paramount for obtaining an accurate prediction. An analysis for stabilising the wake past an actuator disc, which represents a simple model for propellers, helicopter rotors or wind turbines is also presented. We explore the first flow bifurcation for an actuator disc and it suggests that it is associated to a Kelvin- Helmholtz type instability whose stability relies on the Reynolds number and the flow resistance applied through the disc (or actuator forcing). First, we report that decreasing the disc resistance has a similar stabilising effect to an decrease in the Reynolds number. Second, a discrete sensitivity analysis identifies two regions for suitable placement of flow control forcing, one close to the disc and one far downstream where the instability originates. Third, we show that adding a localised forcing close to the actuator provides more stabilisation that forcing far downstream. The analysis of the controlled flow fields, confirms that modifying the velocity gradient close to the actuator is more efficient to stabilise the wake than controlling the sheared flow far downstream. An interesting application of these results is to provide guidelines for stabilising the wake of wind or tidal turbines when placed in an energy farm to minimise unsteady interactions.

Stability and sensitivity analysis of Be-CoDiS, an epidemiological model to predict the spread of human diseases between countries. Validation with data from the 2014-16 West African Ebola Virus Disease epidemic.

Ebola virus disease is a lethal human and primate disease that requires a particular attention from the international health authorities due to important recent outbreaks in some Western African countries and isolated cases in European and North-America continents. Regarding the emergency of this situation, various decision tools, such as mathematical models, were developed to assist the authorities to focus their efforts in important factors to eradicate Ebola. In a previous work, we have proposed an original deterministic spatial-temporal model, called Be-CoDiS (Between-Countries Disease Spread), to study the evolution of human diseases within and between countries by taking into consideration the movement of people between geographical areas. This model was validated by considering numerical experiments regarding the 2014-16 West African Ebola Virus Disease epidemic. In this article, we propose to perform a stability analysis of Be-CoDiS. Our first objective is to study the equilibrium states of simplified versions of this model, limited to the cases of one an two countries, and to determine their basic reproduction ratios. Then, in order to give some recommendations for the allocation of resources used to control the disease, we perform a sensitivity analysis of those basic reproduction ratios regarding the model parameters. Finally, we validate the obtained results by considering numerical experiments based on data from the 2014-16 West African Ebola Virus Disease epidemic.

Sensitivity analysis of vehicle design attributes that affect vehicle response in critical accident situations - part 1: user's manual. Final report.

National Highway Traffic Safety Administration, Washington, D.C.

Sensitivity analysis of vehicle design attributes that affect vehicle response in critical accident situations - part II: technical report. Final report.

National Highway Traffic Safety Administration, Washington, D.C.

Sensitivity analysis of vehicle tripped rollover model. Final report.

National Highway Traffic Safety Administration, Washington, D.C.