16 citations · 63 across the 21 of their papers we have counts for
3 papers · 2 filters
Global sensitivity analysis and Wasserstein spaces
Jean-Claude Fort, Thierry Klein, Agnès Lagnoux
Sensitivity indices are commonly used to quantity the relative inuence of any specic group of input variables on the output of a computer code. In this paper, we focus both on comp…
Global Sensitivity Analysis: a new 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 methods. Our approach is based on rank statistics and uses an empirical correlat…
Sensitivity analysis in general metric spaces
Fabrice Gamboa, Thierry Klein, Agnès Lagnoux +1
In this paper, we introduce new indices adapted to outputs valued in general metric spaces. This new class of indices encompasses the classical ones; in particular, the so-called S…