3 papers
stat.ME2021
Using relative weight analysis with residualization to detect relevant nonlinear interaction effects in ordinary and logistic regressions
Maikol Solís, Carlos Pasquier
Relative weight analysis is a classic tool for detecting whether one variable or interaction in a model is relevant. In this study, we focus on the construction of relative weights…
math.ST2020
Estimation of first-order sensitivity indices based on symmetric reflected Vietoris-Rips complexes areas
Alberto J Hernández, Maikol Solís, Ronald A. Zúñiga-Rojas
In this paper we estimate the first-order sensitivity index of random variables within a model by reconstructing the embedding manifold of a two-dimensional cloud point. The model…
stat.ME2018
Nonparametric estimation of the first order Sobol indices with bootstrap bandwidth
Maikol Solís
Suppose that , where are random inputs, is the output, and is an unknown link function. The Sobol indices gauge the…