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