16 citations · 32 across the 11 of their papers we have counts for
3 papers · 1 filter
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…
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…
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…