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math.ST2020
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…
math.PR2020★ 4 cited
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…