Global Sensitivity Analysis and Wasserstein Spaces

DOI10.1137/20M1354957zbMath1468.62267arXiv2007.12378OpenAlexW3174462969MaRDI QIDQ5010084

Agnès Lagnoux, Jean-Claude Fort, Thierry Klein

Publication date: 24 August 2021

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.12378

zbMATH Keywords

global sensitivity indicesFréchet meansWasserstein spacesfunctional computer codessecond level uncertaintystochastic computer codes

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (3)

Test Comparison for Sobol Indices over Nested Sets of Variables ⋮ Global sensitivity analysis: a novel generation of mighty estimators based on rank statistics ⋮ Sensitivity measures based on scoring functions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Uncertainty management in simulation-optimization of complex systems. Algorithms and applications
• Measurability of optimal transportation and strong coupling of martingale measures
• Global sensitivity analysis of stochastic computer models with joint metamodels
• Reduction of uncertainty using sensitivity analysis methods for infinite random sets of indexable type
• The design and analysis of computer experiments.
• Computing the variance of a conditional expectation via non-nested Monte Carlo
• Sensitivity analysis for multidimensional and functional outputs
• Statistical inference for Sobol pick-freeze Monte Carlo method
• Stochastic Kriging for Simulation Metamodeling
• Sensitivity Analysis Based on Cramér--von Mises Distance
• Inequalities for E k(X, Y) when the marginals are fixed
• Asymptotic Statistics
• Characterization of barycenters in the Wasserstein space by averaging optimal transport maps
• Better estimation of small sobol' sensitivity indices
• Design and Analysis of Simulation Experiments
• SENSITIVITY ANALYSIS FOR STOCHASTIC SIMULATORS USING DIFFERENTIAL ENTROPY
• Optimization of Quasi-convex Function over Product Measure Sets
• Asymptotic normality and efficiency of two Sobol index estimators
• Higher order Sobol' indices
• Density modification-based reliability sensitivity analysis
• Global sensitivity analysis with dependence measures
• Robustness of the Sobol' Indices to Marginal Distribution Uncertainty
• One-dimensional empirical measures, order statistics, and Kantorovich transport distances
• Efficient Computation of Sobol' Indices for Stochastic Models
• Algorithmic Learning Theory
• Variance Components and Generalized Sobol' Indices
• Emulators for stochastic simulation codes
• 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 and Wasserstein Spaces