1 citations · 1 across the 3 of their papers we have counts for
4 papers
Global sensitivity analysis and Wasserstein spaces
Jean-Claude Fort, Thierry Klein, Agnès Lagnoux
Sensitivity indices are commonly used to quantity the relative inuence of any specic group of input variables on the output of a computer code. In this paper, we focus both on comp…
Probability that the maximum of the reflected Brownian motion over a finite interval is achieved by its last zero before
Agnès Lagnoux, Sabine Mercier, Pierre Vallois
We calculate the probability that the maximum of a reflected Brownian motion is achieved on a complete excursion, i.e. where $\ov…
A conditional Berry-Esseen bound and a conditional large deviation result without Laplace transform. Application to hashing with linear probing
Thierry Klein, Agnès Lagnoux, Pierre Petit
\noindent We study the asymptotic behavior of a sum of independent and identically distributed random variables conditioned by a sum of independent and identically distributed inte…
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.