129 citations · 497 across the 43 of their papers we have counts for
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math.ST2019
Sensitivity Analysis and Generalized Chaos Expansions. Lower Bounds for Sobol indices
O Roustant, F. Gamboa, B Iooss
The so-called polynomial chaos expansion is widely used in computer experiments. For example, it is a powerful tool to estimate Sobol' sensitivity indices. In this paper, we consid…
math.ST2019★ 1 cited
Large scale in transit computation of quantiles for ensemble runs
Alejandro Ribes, Théophile Terraz, Bertrand Iooss +2
The classical approach for quantiles computation requires availability of the full sample before ranking it. In uncertainty quantification of numerical simulation models, this appr…