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03/31/2023
New estimation of Sobol' indices using kernels
In this work, we develop an approach mentioned by da Veiga and Gamboa in...
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12/14/2021
Posterior contraction rates for constrained deep Gaussian processes in density estimation and classication
We provide posterior contraction rates for constrained deep Gaussian pro...
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07/24/2020
Global sensitivity analysis and Wasserstein spaces
Sensitivity indices are commonly used to quantity the relative inuence o...
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03/03/2020
Global Sensitivity Analysis: a new generation of mighty estimators based on rank statistics
We propose a new statistical estimation framework for a large family of ...
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02/11/2020
Sensitivity analysis in general metric spaces
In this paper, we introduce new indices adapted to outputs valued in gen...
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01/28/2019
A conditional Berry-Esseen inequality
As an extension of a central limit theorem established by Svante Janson,...
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06/08/2018
Semi-parametric estimation of the variogram of a Gaussian process with stationary increments
We consider the semi-parametric estimation of a scale parameter of a one...
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04/10/2018