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13 papers · 2 filters
Thresholding Bandit for Dose-ranging: The Impact of Monotonicity
Aurélien Garivier, Pierre Ménard, Laurent Rossi +1
We analyze the sample complexity of the thresholding bandit problem, with and without the assumption that the mean values of the arms are increasing. In each case, we provide a low…
A Central Limit Theorem for Wasserstein type distances between two different laws
Philippe Berthet, Jean-Claude Fort, Thierry Klein
This article is dedicated to the estimation of Wasserstein distances and Wasserstein costs between two distinct continuous distributions and on . The estimator i…
Optimal non-asymptotic bound of the Ruppert-Polyak averaging without strong convexity
Sébastien Gadat, Fabien Panloup
This paper is devoted to the non-asymptotic control of the mean-squared error for the Ruppert-Polyak stochastic averaged gradient descent introduced in the seminal contributions of…
Sensitivity analysis using perturbed-law based indices for quantiles and application to an industrial case
Roman Sueur, Bertrand Iooss, Thibault Delage
In this paper, we present perturbed law-based sensitivity indices and how to adapt them for quantile-oriented sensitivity analysis. We exhibit a simple way to compute these indices…
Properties and comparison of some Kriging sub-model aggregation methods
François Bachoc, Nicolas Durrande, Didier Rullière +1
Kriging is a widely employed technique, in particular for computer experiments, in machine learning or in geostatistics. An important challenge for Kriging is the computational bur…
Shapley effects for sensitivity analysis with correlated inputs: comparisons with Sobol' indices, numerical estimation and applications
Bertrand Iooss, Clémentine Prieur
The global sensitivity analysis of a numerical model aims to quantify, by means of sensitivity indices estimate, the contributions of each uncertain input variable to the model out…