Global sensitivity analysis: a novel generation of mighty estimators based on rank statistics

DOI10.3150/21-BEJ1421MaRDI QIDQ2676923

Thierry Klein, Agnès Lagnoux, Fabrice Gamboa, Pierre Alain Gremaud

Publication date: 28 September 2022

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.01772

zbMATH Keywords

global sensitivity analysisChatterjee's coefficient of correlationCramér-von-Mises distancepick-freeze methodSobol' indices estimation

Mathematics Subject Classification ID

Linear inference, regression (62Jxx) Multivariate analysis (62Hxx) Nonparametric inference (62Gxx)

Related Items (5)

Test Comparison for Sobol Indices over Nested Sets of Variables ⋮ Goal-Oriented Shapley Effects with Special Attention to the Quantile-Oriented Case ⋮ Quantifying directed dependence via dimension reduction ⋮ On Azadkia-Chatterjee's conditional dependence coefficient ⋮ Rearranged dependence measures

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On a strong metric on the space of copulas and its induced dependence measure
• A simple measure of conditional dependence
• A central limit theorem for \(m\)-dependent random variables
• On concentration of self-bounding functions
• The design and analysis of computer experiments.
• Global sensitivity analysis of high-dimensional neuroscience models: an example of neurovascular coupling
• New sensitivity analysis subordinated to a contrast
• Efficient estimation of sensitivity indices
• Statistical inference for Sobol pick-freeze Monte Carlo method
• Sensitivity Analysis Based on Cramér--von Mises Distance
• Variance Reduction for Estimation of Shapley Effects and Adaptation to Unknown Input Distribution
• Analysis of variance on function spaces
• Asymptotic Statistics
• Better estimation of small sobol' sensitivity indices
• A Copula‐Based Non‐parametric Measure of Regression Dependence
• Global Sensitivity Analysis and Wasserstein Spaces
• SENSITIVITY INDICES FOR OUTPUT ON A RIEMANNIAN MANIFOLD
• Asymptotic normality and efficiency of two Sobol index estimators
• Higher order Sobol' indices
• Global sensitivity analysis with dependence measures
• Variance Components and Generalized Sobol' Indices
• A Class of Statistics with Asymptotically Normal Distribution
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates

This page was built for publication: Global sensitivity analysis: a novel generation of mighty estimators based on rank statistics