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20132019
most citedCalibration and improved prediction of computer models by universal Kriging

34 citations · 34 across the 1 of their papers we have counts for

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math.ST2019

Block-diagonal covariance estimation and application to the Shapley effects in sensitivity analysis

Baptiste Broto, François Bachoc, Laura Clouvel +1

In this paper, we aim to estimate block-diagonal covariance matrices for Gaussian data in high dimension and in fixed dimension. We first estimate the block-diagonal structure of t…