16 citations · 23 across the 10 of their papers we have counts for
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math.ST2023★ 3 cited
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…
math.ST2023
Kernel Stein Discrepancy thinning: a theoretical perspective of pathologies and a practical fix with regularization
Clément Bénard, Brian Staber, Sébastien Da Veiga
Stein thinning is a promising algorithm proposed by (Riabiz et al., 2022) for post-processing outputs of Markov chain Monte Carlo (MCMC). The main principle is to greedily minimize…