On weighted Poincar{é} inequalities for multivariate Liouville distributions -- Application to Global Sensitivity Analysis
Fuente:
arXiv
Salvato in:
| Autore principale: | |
|---|---|
| Natura: | Preprint |
| Pubblicazione: |
2026
|
| Soggetti: | |
| Accesso online: | |
| Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
| _version_ | 1866916064695156736 |
|---|---|
| author | Heredia, David |
| author_facet | Heredia, David |
| contents | In this work we establish weighted Poincar{é} inequalities for multivariate Liouville distributions, which are a generalization of the Dirichlet distribution. We also consider continuous elliptically contoured distributions, whose density levels are unions of hyperellipsoids. Our approach is based on a transport argument which allows weighted Poincar{é} inequalities to be transferred between probability measures. We apply our results to global sensitivity analysis and illustrate their practical use in a flood model case study, where the structure of dependence of the input variables is encoded by classical copulas. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2605_30979 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | On weighted Poincar{é} inequalities for multivariate Liouville distributions -- Application to Global Sensitivity Analysis Heredia, David Functional Analysis Probability Statistics Theory In this work we establish weighted Poincar{é} inequalities for multivariate Liouville distributions, which are a generalization of the Dirichlet distribution. We also consider continuous elliptically contoured distributions, whose density levels are unions of hyperellipsoids. Our approach is based on a transport argument which allows weighted Poincar{é} inequalities to be transferred between probability measures. We apply our results to global sensitivity analysis and illustrate their practical use in a flood model case study, where the structure of dependence of the input variables is encoded by classical copulas. |
| title | On weighted Poincar{é} inequalities for multivariate Liouville distributions -- Application to Global Sensitivity Analysis |
| topic | Functional Analysis Probability Statistics Theory |
| url | https://arxiv.org/abs/2605.30979 |