16 citations · 21 across the 4 of their papers we have counts for
4 papers
Sensitivity indices for multivariate outputs
Fabrice Gamboa, Alexandre Janon, Thierry Klein +1
We define and study a generalization of Sobol sensitivity indices for the case of a vector output.
Asymptotic normality and efficiency of two Sobol index estimators
Alexandre Janon, Thierry Klein, Agnes Lagnoux-Renaudie +2
Many mathematical models involve input parameters, which are not precisely known. Global sensitivity analysis aims to identify the parameters whose uncertainty has the largest impa…
Statistical inference for Sobol pick freeze Monte Carlo method
Fabrice Gamboa, Alexandre Janon, Thierry Klein +2
Many mathematical models involve input parameters, which are not precisely known. Global sensitivity analysis aims to identify the parameters whose uncertainty has the largest impa…
Multifidelity variance reduction for pick-freeze Sobol index estimation
Alexandre Janon
Many mathematical models involve input parameters, which are not precisely known. Global sensitivity analysis aims to identify the parameters whose uncertainty has the largest impa…