8 citations · 19 across the 8 of their papers we have counts for
9 papers
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…
Exact rate of convergence of the mean Wasserstein distance between the empirical and true Gaussian distribution
Philippe Berthet, Jean-Claude Fort
We study the Wasserstein distance for Gaussian samples. We establish the exact rate of convergence of the expected value of the distance between t…
Weak convergence of empirical Wasserstein type distances
Philippe Berthet, Jean-Claude Fort
We estimate contrasts between two continuous distributions and on such that the set is a finite union of interval…
A Central Limit Theorem for Wasserstein type distances between two different laws
Philippe Berthet, Jean-Claude Fort, Thierry Klein
This article is dedicated to the estimation of Wasserstein distances and Wasserstein costs between two distinct continuous distributions and on . The estimator i…
New Fréchet features for random distributions and associated sensitivity indices
Jean-Claude Fort, Thierry Klein
In this article we define new FrÈchet features for random cumulative distribution functions using contrast. These contrasts allow to construct Wasserstein costs and our new feature…
New sensitivity analysis subordinated to a contrast
Jean-Claude Fort, Thierry Klein, Nabil Rachdi
In a model of the form where the goal is to estimate a parameter of the probability distribution of , we define new sensitivity indices which quantify the…