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stat.ME2024
Optimal estimators of cross-partial derivatives and surrogates of functions
Matieyendou Lamboni
Computing cross-partial derivatives using fewer model runs is relevant in modeling, such as stochastic approximation, derivative-based ANOVA, exploring complex models, and active s…
stat.ME2023
Kernel-based sensitivity indices for any model behavior and screening
Matieyendou Lamboni
Complex models are often used to understand interactions and drivers of human-induced and/or natural phenomena. It is worth identifying the input variables that drive the model out…
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…