12 citations · 12 across the 2 of their papers we have counts for
2 papers
stat.ME2008
Calculations of Sobol indices for the Gaussian process metamodel
Amandine Marrel, Bertrand Iooss, Beatrice Laurent +1
Global sensitivity analysis of complex numerical models can be performed by calculating variance-based importance measures of the input variables, such as the Sobol indices. Howeve…
math.ST2007★ 12 cited
Adaptive estimation of linear functionals by model selection
Béatrice Laurent, Carenne Ludeña, Clémentine Prieur
We propose an estimation procedure for linear functionals based on Gaussian model selection techniques. We show that the procedure is adaptive, and we give a non asymptotic oracle…