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