A. Lagnoux

activity

20132026

most citedGlobal Sensitivity Analysis: a new generation of mighty estimators based on rank statistics

8 citations · 18 across the 18 of their papers we have counts for

collaborators

Showing 2015 · math.PRShow all

3 papers · 2 filters

math.PR2015

Sensitivity analysis based on Cram{é}r von Mises distance

Fabrice Gamboa, Thierry Klein, Agnès Lagnoux

In this paper, we first study a new sensitivity index that is based on higher moments and generalizes the so-called Sobol one. Further, following an idea of Borgonovo ([3]), we def…

math.PR2015★ 1 cited

Probability that the maximum of the reflected Brownian motion over a finite interval $[0, t]$ is achieved by its last zero before $t$

Agnès Lagnoux, Sabine Mercier, Pierre Vallois

We calculate the probability $p_{c}$ that the maximum of a reflected Brownian motion $U$ is achieved on a complete excursion, i.e. $p_{c} := P (U (t) = U^{*} (t))$ where $\ov…

math.PR2015

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 analysis based on Cram{é}r von Mises distance

Probability that the maximum of the reflected Brownian motion over a finite interval [0,t] is achieved by its last zero before t

A conditional Berry-Esseen bound and a conditional large deviation result without Laplace transform. Application to hashing with linear probing

Probability that the maximum of the reflected Brownian motion over a finite interval $[0, t]$ is achieved by its last zero before $t$