44 citations · 85 across the 6 of their papers we have counts for
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math.ST2013★ 1 cited
ANOVA decomposition of conditional Gaussian processes for sensitivity analysis with dependent inputs
Gaëlle Chastaing, Loic Le Gratiet
Complex computer codes are widely used in science to model physical systems. Sensitivity analysis aims to measure the contributions of the inputs on the code output variability. An…
math.ST2013
A Bayesian approach for global sensitivity analysis of (multi-fidelity) computer codes
Loic Le Gratiet, Claire Cannamela, Bertrand Iooss
Complex computer codes are widely used in science and engineering to model physical phenomena. Furthermore, it is common that they have a large number of input parameters. Global s…
math.ST2013★ 2 cited
Asymptotic normality of a Sobol index estimator in Gaussian process regression framework
Loic Le Gratiet
Stochastic simulators such as Monte-Carlo estimators are widely used in science and engineering to study physical systems through their probabilistic representation. Global sensiti…