4 papers
Minimax Additive Regression under Unknown Dependent Designs
Baptiste Ferrere, Fabrice Gamboa, Jean-Michel Loubes
We study additive regression under an unknown and potentially non product design distribution, allowing the number of covariates to grow with the sample size. We consider a coupled…
Fourier Analysis on the Boolean Hypercube via Hoeffding Functional Decomposition
Baptiste Ferrere, Nicolas Bousquet, Fabrice Gamboa +2
Fourier analysis on the Boolean hypercube is fundamentally defined as the orthogonal decomposition of the space of pseudo-Boolean functions with respect to the uniform probability…
Fisher-Rao distance between truncated distributions and robustness analysis in uncertainty quantification
Baalu Belay Ketema, Nicolas Bousquet, Francesco Costantino +3
Input variables in numerical models are often subject to several levels of uncertainty, usually modeled by probability distributions. In the context of uncertainty quantification a…
Hoeffding decomposition of black-box models with dependent inputs
Marouane Il Idrissi, Nicolas Bousquet, Fabrice Gamboa +2
Performing an additive decomposition of arbitrary functions of random elements is paramount for global sensitivity analysis and, therefore, the interpretation of black-box models.…