3 papers
math.ST2023
Kernel-based measures of association between inputs and outputs based on ANOVA
Matieyendou Lamboni
ANOVA decomposition of function with random input variables provides ANOVA functionals (AFs), which contain information about the contributions of the input variables on the output…
stat.ME2022
Efficient dependency models for some distributions
Matieyendou Lamboni
Dependency functions of dependent variables are relevant for i) performing uncertainty quantification and sensitivity analysis in presence of dependent variables and/or correlated…
math.PR2019
Integral equalities and inequalities: a proxy-measure for multivariate sensitivity analysis
Matieyendou Lamboni
Weighted Poincaré-type and related inequalities provide upper bounds of the variance of functions. Their application in sensitivity analysis allows for quickly identifying the acti…