Poincaré inequalities on intervals -- application to sensitivity analysis

DOI10.1214/17-EJS1310zbMath1454.60030arXiv1612.03689MaRDI QIDQ2408230

Franck Barthe, Olivier Roustant, Bertrand Iooss

Publication date: 12 October 2017

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

Full work available at URL: https://arxiv.org/abs/1612.03689

zbMATH Keywords

finite elementsPoincaré inequalityspectral gapSobol indicestruncated distributionKummer's functionsderivative-based global sensitivity measuresSobol-Hoeffding decomposition

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of statistics to environmental and related topics (62P12) Applications of statistics in engineering and industry; control charts (62P30)

Related Items (13)

First-order covariance inequalities via Stein's method ⋮ Stability of the Poincaré constant ⋮ A note on one-dimensional Poincaré inequalities by Stein-type integration ⋮ Global Sensitivity Analysis for Statistical Model Parameters ⋮ Formulae for the derivative of the Poincaré constant of Gibbs measures ⋮ Derivative-based integral equalities and inequality: a proxy-measure for sensitivity analysis ⋮ Spectral gaps, symmetries and log-concave perturbations ⋮ Parseval inequalities and lower bounds for variance-based sensitivity indices ⋮ Gradient-Based Dimension Reduction of Multivariate Vector-Valued Functions ⋮ A note on eigenvalues estimates for one-dimensional diffusion operators ⋮ Weak derivative-based expansion of functions: ANOVA and some inequalities ⋮ Noise-driven bifurcations in a neural field system modelling networks of grid cells ⋮ Data-free likelihood-informed dimension reduction of Bayesian inverse problems

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