8 citations · 8 across the 1 of their papers we have counts for
2 papers
math.ST2026★ 8 cited
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…
math.PR2025
Sum rules via large deviations: polynomial potentials and multi-cut regime on the unit circle
Fabrice Gamboa, Jan Nagel, Alain Rouault
Sum rules are elegant formulas that relate entropy functionals to coefficients associated with orthogonal polynomials [Sim11]. In a series of paper (see for example [GNR16], [GNR17…