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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.ST2024
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…