8 citations · 18 across the 18 of their papers we have counts for
25 papers
Global Sensitivity Analysis: a novel generation of mighty estimators based on rank statistics
Fabrice Gamboa, Pierre Gremaud, Thierry Klein +1
We propose a new statistical estimation framework for a large family of global sensitivity analysis indices. Our approach is based on rank statistics and uses an empirical correlat…
Expected Improvement applied to an industrialcontext -- Prediction of new geometries increasing theefficiency of fans
Agnès Lagnoux, T. M. Ngoc Nguyen, Bruno Demory +1
In automotive industry, client needs evolve quickly in a competitiveness context, particularly, regarding the fan involved in the engine cooling module. This study has been done in…
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…
Contraction rates and projection subspace estimation with Gaussian process priors in high dimension
Elie Odin, François Bachoc, Agnès Lagnoux
This work explores the dimension reduction problem for Bayesian nonparametric regression and density estimation. More precisely, we are interested in estimating a functional parame…
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…
Sensitivity analysis from a single input/output sample
Sébastien Da Veiga, Fabrice Gamboa, Thierry Klein +2
The main objective of this paper is to estimate optimally Sobol' indices at any order when a unique input/output i.i.d.\ sample is available. Our approach stands on three main ingr…