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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…
Sensitivity analysis in general metric spaces
Fabrice Gamboa, Thierry Klein, Agnès Lagnoux +1
In this paper, we introduce new indices adapted to outputs valued in general metric spaces. This new class of indices encompasses the classical ones; in particular, the so-called S…
Semi-parametric estimation of the variogram of a Gaussian process with stationary increments
Jean-Marc Azaïs, François Bachoc, Agnès Lagnoux +1
We consider the semi-parametric estimation of a scale parameter of a one-dimensional Gaussian process with known smoothness. We suggest an estimator based on quadratic variations a…