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Efficient Estimation of Sensitivity Indices

Efficient Estimation of Sensitivity Indices

13 March 2012
Sébastien Da Veiga
Fabrice Gamboa
ArXiv (abs)PDFHTML

Papers citing "Efficient Estimation of Sensitivity Indices"

15 / 15 papers shown
Scalable and adaptive prediction bands with kernel sum-of-squares
Scalable and adaptive prediction bands with kernel sum-of-squares
Louis Allain
Sébastien Da Veiga
B. Staber
216
1
0
27 May 2025
Efficiency of the averaged rank-based estimator for first order Sobol
  index inference
Efficiency of the averaged rank-based estimator for first order Sobol index inference
T. Klein
Paul Rochet
289
6
0
09 Jun 2023
New estimation of Sobol' indices using kernels
New estimation of Sobol' indices using kernels
Sébastien Da Veiga
Fabrice Gamboa
A. Lagnoux
T. Klein
Clémentine Prieur
245
3
0
31 Mar 2023
Regularizing nested Monte Carlo Sobol' index estimators to balance the
  trade-off between explorations and repetitions in global sensitivity analysis
  of stochastic models
Regularizing nested Monte Carlo Sobol' index estimators to balance the trade-off between explorations and repetitions in global sensitivity analysis of stochastic modelsInternational Journal for Uncertainty Quantification (IJUQ), 2022
H. M. Kouye
G. Mazo
201
1
0
17 Oct 2022
Shapley effect estimation in reliability-oriented sensitivity analysis
  with correlated inputs by importance sampling
Shapley effect estimation in reliability-oriented sensitivity analysis with correlated inputs by importance samplingInternational Journal for Uncertainty Quantification (IJUQ), 2022
J. Demange-Chryst
François Bachoc
Jérome Morio
349
5
0
25 Feb 2022
Look at the Variance! Efficient Black-box Explanations with Sobol-based
  Sensitivity Analysis
Look at the Variance! Efficient Black-box Explanations with Sobol-based Sensitivity Analysis
Thomas Fel
Rémi Cadène
Mathieu Chalvidal
Matthieu Cord
David Vigouroux
Thomas Serre
MLAUFAttAAML
304
86
0
07 Nov 2021
Kernel-based ANOVA decomposition and Shapley effects -- Application to
  global sensitivity analysis
Kernel-based ANOVA decomposition and Shapley effects -- Application to global sensitivity analysis
Sébastien Da Veiga
FAtt
279
31
0
14 Jan 2021
Global Sensitivity Analysis: a new generation of mighty estimators based on rank statisticsBernoulli (Bernoulli), 2020
Fabrice Gamboa
P. Gremaud
T. Klein
A. Lagnoux
320
53
0
03 Mar 2020
Risk of estimators for Sobol' sensitivity indices based on metamodels
Risk of estimators for Sobol' sensitivity indices based on metamodelsElectronic Journal of Statistics (EJS), 2019
I. Panin
302
6
0
23 Dec 2019
Sensitivity Analysis and Generalized Chaos Expansions. Lower Bounds for
  Sobol indices
Sensitivity Analysis and Generalized Chaos Expansions. Lower Bounds for Sobol indices
O. Roustant
Fabrice Gamboa
Bertrand Iooss
186
1
0
24 Jun 2019
Variance reduction for estimation of Shapley effects and adaptation to
  unknown input distribution
Variance reduction for estimation of Shapley effects and adaptation to unknown input distribution
Baptiste Broto
François Bachoc
M. Depecker
FAtt
213
59
0
21 Dec 2018
Nonparametric adaptive estimation of order 1 Sobol indices in stochastic
  models, with an application to Epidemiology
Nonparametric adaptive estimation of order 1 Sobol indices in stochastic models, with an application to Epidemiology
V. Tran
G. Castellan
A. Cousien
C. Tran
227
5
0
22 Nov 2016
Global Sensitivity Analysis with Dependence Measures
Global Sensitivity Analysis with Dependence Measures
Sébastien Da Veiga
289
181
0
11 Nov 2013
Asymptotic normality and efficiency of two Sobol index estimators
Asymptotic normality and efficiency of two Sobol index estimators
Alexandre Janon
T. Klein
Agnès Lagnoux-Renaudie
M. Nodet
Clémentine Prieur
220
253
0
26 Mar 2013
Efficient estimation of conditional covariance matrices for dimension
  reduction
Efficient estimation of conditional covariance matrices for dimension reduction
Sébastien Da Veiga
Jean-Michel Loubes
Maikol Solís
348
4
0
14 Oct 2011
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