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- Centre de Recherche en Mathématiques de la DécisionFR2 papers
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math.ST2022★ 1 cited
Proportional marginal effects for global sensitivity analysis
Margot Herin, Marouane Il Idrissi, Vincent Chabridon +1
Performing (variance-based) global sensitivity analysis (GSA) with dependent inputs has recently benefited from cooperative game theory concepts.By using this theory, despite the p…
math.ST2014★ 5 cited
Posterior concentration rates for empirical Bayes procedures, with applications to Dirichlet Process mixtures
Sophie Donnet, Vincent Rivoirard, Judith Rousseau +1
In this paper we provide general conditions to check on the model and the prior to derive posterior concentration rates for data-dependent priors (or empirical Bayes approaches). W…