16 citations · 63 across the 21 of their papers we have counts for
28 papers
Global Sensitivity Analysis: a novel generation of mighty estimators based on rank statistics
Fabrice Gamboa, Pierre Gremaud, Thierry Klein +1
We propose a new statistical estimation framework for a large family of global sensitivity analysis indices. Our approach is based on rank statistics and uses an empirical correlat…
On the Wasserstein Geodesic Principal Component Analysis of probability measures
Nina Vesseron, Elsa Cazelles, Alice Le Brigant +1
This paper focuses on Geodesic Principal Component Analysis (GPCA) on a collection of probability distributions using the Otto-Wasserstein geometry. The goal is to identify geodesi…
Efficiency of the averaged rank-based estimator for first order Sobol index inference
Thierry Klein, Paul Rochet
Among the many estimators of first order Sobol indices that have been proposed in the literature, the so-called rank-based estimator is arguably the simplest to implement. This est…
Sensitivity analysis from a single input/output sample
Sébastien Da Veiga, Fabrice Gamboa, Thierry Klein +2
The main objective of this paper is to estimate optimally Sobol' indices at any order when a unique input/output i.i.d.\ sample is available. Our approach stands on three main ingr…
Test comparison for Sobol Indices over nested sets of variables
Thierry Klein, Nicolas Peteilh, Paul Rochet
Sensitivity indices are commonly used to quantify the relative influence of any specific group of input variables on the output of a computer code. One crucial question is then to…
Large deviation results for triangular arrays of semiexponential random variables
Thierry Klein, Agnès Lagnoux, Pierre Petit
Asymptotics deviation probabilities of the sum S n = X 1 + + X n of independent and identically distributed real-valued random variables have been extens…