8 citations · 18 across the 18 of their papers we have counts for
5 papers · 1 filter
Large deviation results for triangular arrays of semiexponential random variables
Thierry Klein, Agnès Lagnoux, Pierre Petit
Asymptotics deviation probabilities of the sum S n = X 1 + + X n of independent and identically distributed real-valued random variables have been extens…
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…
Probabilistic proofs of large deviation results for sums of semiexponential random variables and explicit rate function at the transition
Fabien Brosset, Thierry Klein, Agnès Lagnoux +1
Asymptotics deviation probabilities of the sum S n = X 1 + + X n of independent and identically distributed real-valued random variables have been extens…
Global Sensitivity Analysis: a new 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 methods. Our approach is based on rank statistics and uses an empirical correlat…
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…