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stat.ME2026
High-dimensional reliability-oriented Shapley effects estimation
Lucas Monteiro, Jérôme Morio, Julien Demange-Chryst +1
This article presents a new estimation scheme for the reliability-oriented Shapley effects when there is a large number of correlated input variables, using a unique sample of fail…
stat.ME2022
Efficient estimation of multiple expectations with the same sample by adaptive importance sampling and control variates
Julien Demange-Chryst, François Bachoc, Jérôme Morio
Some classical uncertainty quantification problems require the estimation of multiple expectations. Estimating all of them accurately is crucial and can have a major impact on the…