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S. Veiga

1 paper hereh-index 161.3k citations45 works total

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  • first author1

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  • math.ST1

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collaborators

1 paper

math.ST2025

Sensitivity analysis from a single input/output sample

Sébastien Da Veiga, Fabrice Gamboa, Thierry Klein +2

The main objective of this paper is to estimate optimally Sobol' indices at any order when a unique input/output i.i.d.\ sample is available. Our approach stands on three main ingr…

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