16 citations · 32 across the 11 of their papers we have counts for
13 papers
Global optimization using Sobol indices
Alexandre Janon
We propose and assess a new global (derivative-free) optimization algorithm, inspired by the LIPO algorithm, which uses variance-based sensitivity analysis (Sobol indices) to reduc…
Global sensitivity analysis for the boundary control of an open channel
Alexandre Janon, Maëlle Nodet, Christophe Prieur +1
The goal of this paper is to solve the global sensitivity analysis for a particular control problem. More precisely, the boundary control problem of an open-water channel is consid…
On the consistency of Sobol indices with respect to stochastic ordering of model parameters
Areski Cousin, Alexandre Janon, Véronique Maume-Deschamps +1
In the past decade, Sobol's variance decomposition have been used as a tool - among others - in risk management. We show some links between global sensitivity analysis and stochast…
Randomized pick-freeze for sparse Sobol indices estimation in high dimension
Yohann De Castro, Alexandre Janon
This article investigates a new procedure to estimate the influence of each variable of a given function defined on a high-dimensional space. More precisely, we are concerned with…
Pick and freeze estimation of sensitivity indices for models with dependent and dynamic input processes
Mathilde Grandjacques, Alexandre Janon, Benoit Delinchant +1
This paper addresses sensitivity analysis for dynamic models, linking dependent inputs to observed outputs. The usual method to estimate Sobol indices are based on the independence…
Sensitivity analysis for multidimensional and functional outputs
Fabrice Gamboa, Alexandre Janon, Thierry Klein +1
Let be random objects (the inputs), defined on some probability space and valued in some measurable space $E=E_1\times\ldots…