Statistical inference for Sobol pick freeze Monte Carlo method

26 March 2013

Fabrice Gamboa

Alexandre Janon

T. Klein

Agnès Lagnoux-Renaudie

Clémentine Prieur

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Papers citing "Statistical inference for Sobol pick freeze Monte Carlo method"

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Title
SMT-EX: An Explainable Surrogate Modeling Toolbox for Mixed-Variables Design Exploration M. R Paul Saves P. Palar L. Zuhal oseph Morlier MoE LRM 82 1 0 25 Mar 2025
Fast pick-freeze estimation of Sobol' sensitivity maps using basis expansions Yuri Sao Olivier Roustant Geraldo de Freitas Maciel 113 0 0 11 Dec 2024
Efficient influence functions for Sobol' indices under two designs of experiments Thierry Klein A. Lagnoux Paul Rochet Thi Mong Ngoc Nguyen 43 1 0 22 Jul 2024
Efficiency of the averaged rank-based estimator for first order Sobol index inference T. Klein Paul Rochet 83 3 0 09 Jun 2023
New estimation of Sobol' indices using kernels Sébastien Da Veiga Fabrice Gamboa A. Lagnoux T. Klein Clémentine Prieur 70 2 0 31 Mar 2023
Test comparison for Sobol Indices over nested sets of variables T. Klein Nicolas Peteilh Paul Rochet 52 1 0 31 Mar 2022
Shapley effect estimation in reliability-oriented sensitivity analysis with correlated inputs by importance sampling J. Demange-Chryst François Bachoc Jérome Morio 76 3 0 25 Feb 2022
Global sensitivity analysis and Wasserstein spaces J. Fort T. Klein A. Lagnoux 69 15 0 24 Jul 2020
Gaussian linear approximation for the estimation of the Shapley effects Baptiste Broto François Bachoc M. Depecker Jean-Marc Martinez 48 0 0 03 Jun 2020
Global Sensitivity Analysis: a new generation of mighty estimators based on rank statistics Fabrice Gamboa P. Gremaud T. Klein A. Lagnoux 101 46 0 03 Mar 2020
Computing Shapley Effects for Sensitivity Analysis E. Plischke Giovanni Rabitti E. Borgonovo FAtt 66 26 0 27 Feb 2020
Sensitivity analysis in general metric spaces Fabrice Gamboa T. Klein A. Lagnoux L. Moreno 76 14 0 11 Feb 2020
Risk of estimators for Sobol' sensitivity indices based on metamodels I. Panin 57 6 0 23 Dec 2019
Explaining black box decisions by Shapley cohort refinement Masayoshi Mase Art B. Owen Benjamin B. Seiler 67 52 0 01 Nov 2019
Variance reduction for estimation of Shapley effects and adaptation to unknown input distribution Baptiste Broto François Bachoc M. Depecker FAtt 79 52 0 21 Dec 2018
Robustness of the Sobol' indices to marginal distribution uncertainty Joseph L. Hart P. Gremaud 65 8 0 17 Dec 2018
Sensitivity indices for output on a Riemannian manifold R. Fraiman Fabrice Gamboa L. Moreno 41 4 0 27 Oct 2018
Sensitivity indices for independent groups of variables Baptiste Broto François Bachoc M. Depecker Jean-Marc Martinez 61 17 0 12 Jan 2018
Sensitivity analysis based on Cram{é}r von Mises distance Fabrice Gamboa T. Klein A. Lagnoux 84 59 0 12 Jun 2015
Global sensitivity analysis for the boundary control of an open channel Alexandre Janon M. Nodet Christophe Prieur Clémentine Prieur 65 7 0 09 Dec 2014
Randomized pick-freeze for sparse Sobol indices estimation in high dimension Yohann De Castro Alexandre Janon 91 5 0 21 Mar 2014
Sensitivity analysis for multidimensional and functional outputs Fabrice Gamboa Alexandre Janon T. Klein A. Lagnoux 103 115 0 07 Nov 2013