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Sensitivity Analysis on the Sphere and a Spherical ANOVA Decomposition

Laura Weidensager

A function on the sphere decomposes into a sum of terms each depending on a coordinate subset and a parity vector.

arxiv:2512.23476 v2 · 2025-12-29 · math.NA · cs.NA

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Claims

C1strongest claim

We present formulas that allow us to decompose a function f : S^d → R into a sum of terms f_{u,ξ}. The index u is a subset of {1,2,…,d+1}, where each term f_{u,ξ} depends only on the variables with indices in u.

C2weakest assumption

The natural geometry on the sphere naturally leads to the dependencies between the input variables, and suitable orthogonal basis functions exist that permit the decomposition and approximation.

C3one line summary

A parity-augmented ANOVA decomposition is established for functions on the sphere using orthogonal bases to capture geometry-induced variable dependencies.

References

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[1] M. Abramowitz and I. A. Stegun.Handbook of Mathematical Functions, With Formulas, Graphs, and Mathe- matical Tables. National Bureau of Standards, 1964 1964
[2] H.-J. Bungartz and M. Griebel. Sparse grids.Acta Numer., 13:147–269, 2004.doi:10.1017/ S0962492904000182 2004
[3] R. Caflisch, W. Morokoff, and A. Owen. Valuation of mortgage-backed securities using Brownian bridges to reduce effective dimension.J. Comput. Finance, 1(1):27–46, 1997.doi:10.21314/jcf.1997.005 1997 · doi:10.21314/jcf.1997.005
[4] M. Chu, N. Del Buono, L. Lopez, and T. Politi. On the low-rank approximation of data on the unit sphere.SIAM Journal on Matrix Analysis and Applications, 27(1):46–60, Jan. 2005.doi:10.1137/s0895479803 2005 · doi:10.1137/s0895479803433295
[5] S. da Veiga. Kernel-based ANOV A decomposition and shapley effects – application to global sensitivity analysis, 2021.arXiv:2101.05487,doi:10.48550/ARXIV.2101.05487. 24 Sensitivity Analysis on the Sph 2021 · doi:10.48550/arxiv.2101.05487

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bcce4e2de3194589599b25fdaa6976efdd6d6c515e866b2d89a8efc67f9948b9

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arxiv: 2512.23476 · arxiv_version: 2512.23476v2 · doi: 10.48550/arxiv.2512.23476 · pith_short_12: XTHE4LPDDFCY · pith_short_16: XTHE4LPDDFCYSWM3 · pith_short_8: XTHE4LPD
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Canonical record JSON
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