4 citations · 6 across the 12 of their papers we have counts for
6 papers · 1 filter
Sharp inequalities between variance-based dependent sensitivity indices and Shapley effects: upper-bounds
Matieyendou Lamboni
For models evaluated at a random set of independent variables, the variance-based Shapley effects range between Sobol' indices, and the corresponding total indices admit derivative…
Dimension-free estimators of gradients of functions with(out) non-independent variables
Matieyendou Lamboni
This study proposes a unified stochastic framework for approximating and computing the gradient of every smooth function evaluated at non-independent variables, using -sphe…
Optimal ANOVA-based emulators of models with(out) derivatives
Matieyendou Lamboni
This paper proposes new ANOVA-based approximations of functions and emulators of high-dimensional models using either available derivatives or local stochastic evaluations of such…
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…
On dependency models and dependent generalized sensitivity indices
Matieyendou Lamboni
In this paper, we derive copula-based and empirical dependency models (DMs) for simulating non-independent variables, and then propose a new way for determining the distribution of…
Derivative-based global sensitivity measures: general links with Sobol' indices and numerical tests
Matieyendou Lamboni, Bertrand Iooss, Anne-Laure Popelin +1
The estimation of variance-based importance measures (called Sobol' indices) of the input variables of a numerical model can require a large number of model evaluations. It turns t…