1 citations · 1 across the 3 of their papers we have counts for
3 papers
math.ST2024★ 1 cited
Asymptotic efficiency for Sobol' and Cram{é}r-von Mises indices under two designs of experiments
Thierry Klein, Agnès Lagnoux, Paul Rochet +1
A variety of indices aim to quantify the impact of input variables on a response, typically the output from a complex computer code or black-box model. Most commonly used, the Sobo…
math.PR2023
Deviation results for Mandelbrot's multiplicative cascades with exponential tails
Thierry Klein, Agnès Lagnoux, P Petit
Let be a nonnegative random variable with expectation . For all , we consider the total mass of the associated Mandelbrot multiplicative cascade…
stat.AP2013
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.