collaborators

1 paper

math.ST2025

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…