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20242026
most citedGlobal Sensitivity Analysis: a new generation of mighty estimators based on rank statistics

8 citations · 8 across the 1 of their papers we have counts for

collaborators

6 papers

math.ST20268 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…

stat.ME2026

Global Sensitivity Analysis: a novel 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 indices. Our approach is based on rank statistics and uses an empirical correlat…

math.ST2025

Sensitivity analysis from a single input/output sample

Sébastien Da Veiga, Fabrice Gamboa, Thierry Klein +2

The main objective of this paper is to estimate optimally Sobol' indices at any order when a unique input/output i.i.d.\ sample is available. Our approach stands on three main ingr…

math.ST2025

Asymptotic efficiency for Sobol' and Cram{é}r-von Mises indices under two designs of experiments

Thierry Klein, Agnès Lagnoux, Paul Rochet +1

A variety of indices aim to quantify the impact of input variables on a response, typically the output from a complex computer code or black-box model. Most commonly used, the Sobo…

math.ST2025

Contraction rates and projection subspace estimation with Gaussian process priors in high dimension

Elie Odin, François Bachoc, Agnès Lagnoux

This work explores the dimension reduction problem for Bayesian nonparametric regression and density estimation. More precisely, we are interested in estimating a functional parame…

stat.AP2024

Expected Improvement applied to an industrialcontext -- Prediction of new geometries increasing theefficiency of fans

Agnès Lagnoux, T. M. Ngoc Nguyen, Bruno Demory +1

In automotive industry, client needs evolve quickly in a competitiveness context, particularly, regarding the fan involved in the engine cooling module. This study has been done in…