1 citations · 1 across the 7 of their papers we have counts for
8 papers
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…
Generalized Functional ANOVA: A Complete Theoretical Framework
Baptiste Ferrere, Nicolas Bousquet, Fabrice Gamboa +1
The functional ANOVA provides a fundamental representation of square-integrable multivariate functions into main effects and higher-order interactions. For independent inputs, the…
A Martingale Approach To Fluctuations of Rank Estimators in Sensitivity Analysis
Reda Chhaibi, Fabrice Gamboa, Clément Pellegrini
Given a bivariate random pair , a natural problem is to estimate, from a single sample , quantities such as $\mathbb{E}\left[ \mathbb{E}[ Y\mid X ]^…
Exact Functional ANOVA Decomposition for Categorical Inputs Models
Baptiste Ferrere, Nicolas Bousquet, Fabrice Gamboa +2
Functional ANOVA offers a principled framework for interpretability by decomposing a model's prediction into main effects and higher-order interactions. For independent features, t…
Limit Theorems Under Several Linear Constraints
Fabrice Gamboa, Martin Venker
We study real-valued random variables subject to several linear constraints. Our main result is a weighted Central Limit Theorem, determining which linear combinations of these…
Adaptive inference with random ellipsoids through Conformal Conditional Linear Expectation
Iain Henderson, Adrien Mazoyer, Fabrice Gamboa
We propose two new conformity scores for conformal prediction, in a general multivariate regression framework. The underlying score functions are based on a covariance analysis of…
Conformal inference for regression on Riemannian Manifolds
Alejandro Cholaquidis, Fabrice Gamboa, Leonardo Moreno
Regression on manifolds, and, more broadly, statistics on manifolds, has garnered significant importance in recent years due to the vast number of applications for non Euclidean da…
Generalized Sobol sensitivity indices for dependent variables: numerical methods
Gaelle Chastaing, Clémentine Prieur, Fabrice Gamboa
The hierarchically orthogonal functional decomposition of any measurable function f of a random vector X=(X_1,...,X_p) consists in decomposing f(X) into a sum of increasing dimensi…