Randomized pick-freeze for sparse Sobol indices estimation in high dimension (Q2786501): Difference between revisions

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Latest revision as of 10:22, 11 July 2024

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Randomized pick-freeze for sparse Sobol indices estimation in high dimension
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    Randomized pick-freeze for sparse Sobol indices estimation in high dimension (English)
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    12 February 2016
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    sensitivity analysis
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    Sobol indices
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    high-dimensional statistics
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    Lasso
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    Monte Carlo method
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