Global sensitivity analysis with dependence measures

Better estimation of small sobol' sensitivity indices

(2013) Art B. Owen   ACM Transactions on Modeling and Computer Simulation

Distance covariance in metric spaces

(2013) Russell Lyons   ANNALS OF PROBABILITY

Equivalence of distance-based and RKHS-based statistics in hypothesis testing

(2013) Dino Sejdinovic et al.   ANNALS OF STATISTICS

The distance correlation t -test of independence in high dimension

(2013) Gábor J. Székely et al.   JOURNAL OF MULTIVARIATE ANALYSIS

Efficient estimation of sensitivity indices

(2013) Sébastien Da Veiga et al.   JOURNAL OF NONPARAMETRIC STATISTICS

Energy statistics: A class of statistics based on distances

(2013) Gábor J. Székely et al.   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

High-Dimensional Feature Selection by Feature-Wise Kernelized Lasso

(2013) Makoto Yamada et al.   NEURAL COMPUTATION

Asymptotic normality and efficiency of two Sobol index estimators

(2013) Alexandre Janon et al.   ESAIM-Probability and Statistics

Distance-based kriging relying on proxy simulations for inverse conditioning

(2012) David Ginsbourger et al.   ADVANCES IN WATER RESOURCES

ANOVA kernels and RKHS of zero mean functions for model-based sensitivity analysis

(2012) N. Durrande et al.   JOURNAL OF MULTIVARIATE ANALYSIS

Feature Screening via Distance Correlation Learning

(2012) Runze Li et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Bias correction for the estimation of sensitivity indices based on random balance designs

(2012) Jean-Yves Tissot et al.   RELIABILITY ENGINEERING & SYSTEM SAFETY

Smoothing spline analysis of variance approach for global sensitivity analysis of computer codes

(2012) Samir Touzani et al.   RELIABILITY ENGINEERING & SYSTEM SAFETY

Two-Stage Sensitivity-Based Group Screening in Computer Experiments

(2012) Hyejung Moon et al.   TECHNOMETRICS

Global Sensitivity Analysis for Mixture Experiments

(2012) Jason L. Loeppky et al.   TECHNOMETRICS

On the empirical estimation of integral probability metrics

(2012) Bharath K. Sriperumbudur et al.   Electronic Journal of Statistics

Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models

(2011) Jianqing Fan et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Global sensitivity analysis by polynomial dimensional decomposition

(2011) Sharif Rahman   RELIABILITY ENGINEERING & SYSTEM SAFETY

Efficient computation of global sensitivity indices using sparse polynomial chaos expansions

(2010) Géraud Blatman et al.   RELIABILITY ENGINEERING & SYSTEM SAFETY

Mutual information estimation reveals global associations between stimuli and biological processes

(2009) Taiji Suzuki et al.   BMC BIOINFORMATICS

Sparse additive models

(2009) Pradeep Ravikumar et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Derivative based global sensitivity measures and their link with global sensitivity indices

(2009) I.M. Sobol’ et al.   MATHEMATICS AND COMPUTERS IN SIMULATION

Local Polynomial Estimation for Sensitivity Analysis on Models With Correlated Inputs

(2009) Sebastien Da Veiga et al.   TECHNOMETRICS

Sure independence screening for ultrahigh dimensional feature space

(2008) Jianqing Fan et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Calculations of Sobol indices for the Gaussian process metamodel

(2008) Amandine Marrel et al.   RELIABILITY ENGINEERING & SYSTEM SAFETY