sensitivity.sensitivity_fast

sensitivity.sensitivity_fast

Global sensitivity analysis using FAST (Fourier Amplitude Sensitivity Test).

This module implements variance-based global sensitivity analysis using the Fourier Amplitude Sensitivity Test (FAST). FAST quantifies the contribution of individual model parameters to the variance of model outputs by mapping parameter variations onto periodic functions and analyzing the resulting output spectrum in the frequency domain.

The method provides efficient estimation of first-order (main-effect) sensitivity indices and, in extended variants (eFAST), total-effect indices. Compared to Monte Carlo–based Sobol methods, FAST offers favorable scaling with the number of parameters and is well suited for medium- to large-scale deterministic models.

The implementation is intended for use in computational modeling workflows, including systems biology, pharmacokinetics/pharmacodynamics, and digital twin applications, where robust global assessment of parameter influence is required.

References

Cukier, R. I., Fortuin, C. M., Shuler, K. E., Petschek, A. G., & Schaibly, J. H. (1973). Study of the sensitivity of coupled reaction systems to uncertainties in rate coefficients. I. Theory. Journal of Chemical Physics, 59, 3873–3878. https://doi.org/10.1063/1.1680571

Saltelli, A., Tarantola, S., & Chan, K. P.-S. (1999). A quantitative model-independent method for global sensitivity analysis of model output. Technometrics, 41(1), 39–56. https://doi.org/10.1080/00401706.1999.10485594

Classes

Name	Description
FASTSensitivityAnalysis	Global sensitivity analysis based Fourier Amplitude Sensitivity Test (FAST)

FASTSensitivityAnalysis

sensitivity.sensitivity_fast.FASTSensitivityAnalysis(
    sensitivity_simulation,
    parameters,
    groups,
    results_path,
    N,
    M=4,
    seed=None,
    n_cores=None,
    cache_results=False,
    **kwargs,
)

Global sensitivity analysis based Fourier Amplitude Sensitivity Test (FAST) (Cukier et al. 1973, Saltelli et al. 1999).

Methods

Name	Description
calculate_sensitivity	Perform extended Fourier Amplitude Sensitivity Test on model outputs.
create_samples	Create samples for FAST.

calculate_sensitivity

sensitivity.sensitivity_fast.FASTSensitivityAnalysis.calculate_sensitivity(
    cache_filename=None,
    cache=False,
)

Perform extended Fourier Amplitude Sensitivity Test on model outputs.

Returns a dictionary with keys ‘S1’ and ‘ST’, where each entry is a list of size D (the number of parameters) containing the indices in the same order as the parameter file.

create_samples

sensitivity.sensitivity_fast.FASTSensitivityAnalysis.create_samples()

Create samples for FAST.