Cover Image

Fast pick-freeze estimation of Sobol' sensitivity maps using basis expansions

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Sao, Yuri, Roustant, Olivier, Maciel, Geraldo de Freitas
Format:	Preprint
Published:	2024
Subjects:	Statistics Theory
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Estimation and model errors in Gaussian-process-based Sensitivity Analysis of functional outputs
by: Sáo, Yuri Taglieri, et al.
Published: (2025)

Gradient-enhanced global sensitivity analysis with Poincar{é} chaos expansions
by: Roustant, O, et al.
Published: (2025)

Non-asymptotic confidence regions on RKHS. The Paley-Wiener and standard Sobolev space cases
by: Gamboa, Fabrice, et al.
Published: (2025)

On one dimensional weighted Poincare inequalities for Global Sensitivity Analysis
by: Heredia, David, et al.
Published: (2024)

Regularizing nested Monte Carlo Sobol' index estimators to balance the trade-off between explorations and repetitions in global sensitivity analysis of stochastic models
by: Kouye, Henri Mermoz, et al.
Published: (2022)

General reproducing properties in RKHS with application to derivative and integral operators
by: El-Boukkouri, Fatima-Zahrae, et al.
Published: (2025)

Importance sampling for Sobol' indices estimation
by: Boucharif, Haythem, et al.
Published: (2025)

Asymptotic efficiency for Sobol' and Cram{é}r-von Mises indices under two designs of experiments
by: Klein, Thierry, et al.
Published: (2024)

Profile monitoring of random functions with Gaussian process basis expansions
by: Iguchi, Takayuki, et al.
Published: (2025)

Covariance matrix estimation in the singular case using regularized Cholesky factor
by: Besson, Olivier
Published: (2025)

Tree-based conditional copula estimation
by: Bonacina, Francesco, et al.
Published: (2024)

Sobol' Matrices For Multi-Output Models With Quantified Uncertainty
by: Milton, Robert A., et al.
Published: (2025)

Overcoming global sensitivity limitations: using active subspaces to explore discrepancies between global and local parameter sensitivities
by: Zou, Huiyan, et al.
Published: (2025)

Models of linkage error for capture-recapture estimation without clerical reviews
by: Dasylva, Abel, et al.
Published: (2024)

Fast Wasserstein rates for estimating probability distributions of probabilistic graphical models
by: Bartl, Daniel, et al.
Published: (2025)

Asymptotic expansion of a Hurst index estimator for a stochastic differential equation driven by fBm
by: Yamagishi, Hayate
Published: (2024)

Sample complexity of Schrödinger potential estimation
by: Puchkin, Nikita, et al.
Published: (2025)

Dependence structure estimation using Copula Recursive Trees
by: Laverny, Oskar, et al.
Published: (2020)

Context-sensitive hypothesis-testing and exponential families
by: Kelbert, Mark, et al.
Published: (2024)

Kernel-based sensitivity analysis for (excursion) sets
by: Fellmann, Noé, et al.
Published: (2023)

Quantifying the noise sensitivity of the Wasserstein metric for images
by: Lager, Erik, et al.
Published: (2025)

Entropic estimation of optimal transport maps
by: Pooladian, Aram-Alexandre, et al.
Published: (2021)

Introducing the b-value: combining unbiased and biased estimators from a sensitivity analysis perspective
by: Lin, Zhexiao, et al.
Published: (2026)

Rates of convergence for nonparametric estimation of singular distributions using generative adversarial networks
by: Lee, Jeyong, et al.
Published: (2022)

Tuning-free one-bit covariance estimation using data-driven dithering
by: Dirksen, Sjoerd, et al.
Published: (2023)

Mitigating topological freezing using out-of-equilibrium simulations
by: Bonanno, Claudio, et al.
Published: (2024)

A Comprehensive Framework for Evaluating Time to Event Predictions using the Restricted Mean Survival Time
by: Cwiling, Ariane, et al.
Published: (2023)

Fast convergence rates for estimating the stationary density in SDEs driven by a fractional Brownian motion with semi-contractive drift
by: Amorino, Chiara, et al.
Published: (2024)

Fast tensorial JADE
by: Virta, Joni, et al.
Published: (2018)

Average partial effect estimation using double machine learning
by: Klyne, Harvey, et al.
Published: (2023)

Nonparametric estimation of homogenized invariant measures from multiscale data via Hermite expansion
by: Borodavka, Jaroslav I., et al.
Published: (2025)

Stochastic interventions, sensitivity analysis, and optimal transport
by: Levis, Alexander W., et al.
Published: (2024)

An average-case sensitivity analysis for unmeasured confounding
by: Zhang, Yao, et al.
Published: (2022)

A multivariate generalization of Hall's theorem for Edgeworth expansions of bootstrap distributions
by: Wood, Andrew T. A.
Published: (2025)

Error estimation and adaptive tuning for unregularized robust M-estimator
by: Bellec, Pierre C., et al.
Published: (2023)

A GMM approach to estimate the roughness of stochastic volatility
by: Bolko, Anine E., et al.
Published: (2020)

Power comparison of sequential testing by betting procedures
by: Durand, Amaury, et al.
Published: (2025)

Optimal transport map estimation in general function spaces
by: Divol, Vincent, et al.
Published: (2022)

Dimension estimation in PCA model using high-dimensional data augmentation
by: Radojicic, Una, et al.
Published: (2025)

Density estimation using cellular binary trees and an application to monotone densities
by: Devroye, Luc, et al.
Published: (2022)