Showing math.STShow all
2 papers · 1 filter
math.ST2025
Gradient-enhanced global sensitivity analysis with Poincar{é} chaos expansions
O Roustant, N Lüthen, David Heredia +1
Spectral methods, also known as chaos expansions, are widely used in global sensitivity analysis (GSA), as they leverage orthogonal bases of L2 spaces to efficiently compute Sobol'…
math.ST2022
Bayesian quadrature for with Poincaré inequality on a compact interval
Olivier Roustant, Nora Lüthen, Fabrice Gamboa
Motivated by uncertainty quantification of complex systems, we aim at finding quadrature formulas of the form where belongs to $…