2 papers
stat.AP2018
Detecting and modeling worst-case dependence structures between random inputs of computational reliability models
Nazih Benoumechiara, Bertrand Michel, Philippe Saint-Pierre +1
Uncertain information on input parameters of reliability models is usually modeled by considering these parameters as random, and described by marginal distributions and a dependen…
math.ST2018
Shapley effects for sensitivity analysis with dependent inputs: bootstrap and kriging-based algorithms
Nazih Benoumechiara, Kevin Elie-Dit-Cosaque
In global sensitivity analysis, the well known Sobol' sensitivity indices aim to quantify how the variance in the output of a mathematical model can be apportioned to the different…