Non-parametric adaptive estimation of order 1 Sobol indices in stochastic models, with an application to epidemiology

DOI10.1214/19-EJS1627zbMath1430.49047arXiv1611.07230OpenAlexW2996815867MaRDI QIDQ2283588

Anthony Cousien, Viet Chi Tran, Gwenaëlle Castellan

Publication date: 3 January 2020

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.07230

zbMATH Keywords

model selectionSIR modelwarped waveletsadaptive non-parametric inferenceapplications to epidemiologysensitivity analysis in a stochastic frameworkSobol indices of order 1spread of the hepatitis virus C among drug users

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Epidemiology (92D30) Applications of statistics to biology and medical sciences; meta analysis (62P10) Sensitivity analysis for optimization problems on manifolds (49Q12)

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