1 citations · 1 across the 7 of their papers we have counts for
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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…