Zobrazeno 1 - 10
of 221
pro vyhledávání: '"Lagnoux, A"'
In this note, we are interested in the asymptotic efficiency of Sobol' indices esti-mators. After recalling the basis of asymptotic efficiency, we compute the efficientinfluence functions for Sobol' indices in two different contexts: the Pick-Freeze
Externí odkaz:
http://arxiv.org/abs/2407.15468
This work explores the dimension reduction problem for Bayesian nonparametric regression and density estimation. More precisely, we are interested in estimating a functional parameter $f$ over the unit ball in $\mathbb{R}^d$, which depends only on a
Externí odkaz:
http://arxiv.org/abs/2403.03540
Let $W$ be a nonnegative random variable with expectation $1$. For all $r \geqslant 2$, we consider the total mass $Z_r^\infty$ of the associated Mandelbrot multiplicative cascade in the $r$-ary tree. For all $n \geqslant 1$, we also consider the tot
Externí odkaz:
http://arxiv.org/abs/2310.14679
In this work, we develop an approach mentioned by da Veiga and Gamboa in 2013. It consists in extending the very interestingpoint of view introduced in \cite{gine2008simple} to estimate general nonlinear integral functionals of a density on the real
Externí odkaz:
http://arxiv.org/abs/2303.17832
Autor:
Bachoc, François, Lagnoux, Agnès
We provide posterior contraction rates for constrained deep Gaussian processes in non-parametric density estimation and classication. The constraints are in the form of bounds on the values and on the derivatives of the Gaussian processes in the laye
Externí odkaz:
http://arxiv.org/abs/2112.07280
Asymptotics deviation probabilities of the sum S n = X 1 + $\times$ $\times$ $\times$ + X n of independent and identically distributed real-valued random variables have been extensively investigated , in particular when X 1 is not exponentially integ
Externí odkaz:
http://arxiv.org/abs/2010.09276
Sensitivity indices are commonly used to quantity the relative inuence of any specic group of input variables on the output of a computer code. In this paper, we focus both on computer codes the output of which is a cumulative distribution function a
Externí odkaz:
http://arxiv.org/abs/2007.12378
Asymptotics deviation probabilities of the sum S n = X 1 + $\times$ $\times$ $\times$ + X n of independent and identically distributed real-valued random variables have been extensively investigated, in particular when X 1 is not exponentially integr
Externí odkaz:
http://arxiv.org/abs/2007.08164
We propose a new statistical estimation framework for a large family of global sensitivity analysis methods. Our approach is based on rank statistics and uses an empirical correlation coefficient recently introduced by Sourav Chatterjee. We show how
Externí odkaz:
http://arxiv.org/abs/2003.01772
In this paper, we introduce new indices adapted to outputs valued in general metric spaces. This new class of indices encompasses the classical ones; in particular, the so-called Sobol indices and the Cram{\'e}r-von-Mises indices. Furthermore, we pro
Externí odkaz:
http://arxiv.org/abs/2002.04465