2 papers
stat.ML2026
Analytical Extraction of Conditional Sobol' Indices via Basis Decomposition of Polynomial Chaos Expansions
Shijie Zhong, Jiangfeng Fu
In uncertainty quantification, evaluating sensitivity measures under specific conditions (i.e., conditional Sobol' indices) is essential for systems with parameterized responses, s…
stat.ML2026
Finite-Sample Unbiased Variance of MMD under Unbalanced Sampling: Exact Estimation and Quasi-Linear Computation
Shijie Zhong, Yikun Yang, Da Gong +1
Accurately and efficiently estimating the variance of the Maximum Mean Discrepancy (MMD) remains challenging, particularly for unbalanced sample sizes. In this paper, we derive a f…