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stat.CO2022
A smoothed semiparametric likelihood for estimation of nonparametric finite mixture models with a copula-based dependence structure
Michael Levine, Gildas Mazo
In this manuscript, we consider a finite multivariate nonparametric mixture model where the dependence between the marginal densities is modeled using the copula device. Pseudo EM…
math.ST2022
Regularizing nested Monte Carlo Sobol' index estimators to balance the trade-off between explorations and repetitions in global sensitivity analysis of stochastic models
Henri Mermoz Kouye, Gildas Mazo
Sobol' sensitivity index estimators for stochastic models are functions of nested Monte Carlo estimators, which are estimators built from two nested Monte Carlo loops. The outer lo…
stat.ME2022
Performing global sensitivity analysis on simulations of a continuous-time Markov chain model motivated by epidemiology
Henri Mermoz Kouye, Gildas Mazo, Clémentine Prieur +1
In this paper we apply a methodology introduced in Navarro Jimenez et al (2016) in the framework of chemical reaction networks to perform a global sensitivity analysis on simulatio…