[PDF] Top 20 Sensitivity Analysis and Generalized Chaos Expansions. Lower Bounds for Sobol indices

... polynomial chaos expansion is widely used in com- puter experiments. For example, it is a powerful tool to estimate Sobol’ sensitivity ...consider generalized chaos ... Voir le document complet

... Polynomial chaos expansions are frequently used by engineers and modellers for uncertainty and sensitivity analyses of computer ...polynomial chaos expansion of a given ... Voir le document complet

... of Sobol decomposition in the case of independent ...by expansions in terms of some suitable basis functions ...contribution and a structural one of a set of ...procedure, and then to perform ... Voir le document complet

... Polynomial Chaos Expansions (PCE) correspond to tensor products of univariate polynomial models P i (x i ) , each P i (·) belonging to a family of orthogonal polynomials with respect to µ i , and ... Voir le document complet

... B for an illustration of the method). 3.2. Replication method for closed second-order Sobol’ indices estimation In the case of closed second-order Sobol’ indices estimation, the ... Voir le document complet

... archive for the deposit and dissemination of sci- entific research documents, whether they are pub- lished or ...teaching and research institutions in France or abroad, or from public or private ... Voir le document complet

... look for the best possible trade-off between tightness, regular- ity conditions and computational cost, in the choice of a MLB for a given non-standard estimation ...CRB and the BB can be ... Voir le document complet

... Index Terms— Deterministic parameter estimation, estimation error lower bounds 1. INTRODUCTION As introduced in [1, p53], a model of the general estimation prob- lem has the following four components: 1) a ... Voir le document complet

... spectrum for a dumbbell domain in two ...compact for non-Lipschitz domains. Furthermore, we present a lower bound to the first non-zero eigenvalue σ 1 of the Steklov problem for domains having ... Voir le document complet

... see for instance [28, 10, 25, 16] and references ...between Sobol index estimation via pick-freeze estimators and sparse linear regression ...procedure for Sobol indices ... Voir le document complet

... J Lower bounds. It was conjectured for a long time [14] that most geometrically defined range spaces of bounded Vapnik-Chervonekis dimension have “linear-sized” -nets, ...superlinear!) lower ... Voir le document complet

... upper and lower bounds for the number of cells in an order-k Voronoi diagrams, and those bounds can be translated into bounds on the number of sites that one needs to use ... Voir le document complet

... by Sobol’ [1] relies on the calculation of sensitivity measures called Sobol’ ...the Sobol’ indices which are scalars between 0 and ...first-order indices that estimate ... Voir le document complet

... INTRODUCTION Lower bounds on the mean square error (MSE) in estimating a set of deterministic parameters from noisy observations provide the best performance of any estimators in terms of the ...ing ... Voir le document complet

... schedule and therefore a higher number of potential collisions may occur during the algorithm ...address for the first time the deterministic convergecast problem with labeling schemes in arbitrary networks ... Voir le document complet

... the generalized Gini social evaluation orderings for one-dimensional distributions to the multi-attributes ...axioms and a separability assumption are ...univariate generalized Gini social ... Voir le document complet

... Unité de recherche INRIA Sophia Antipolis 2004, route des Lucioles - BP 93 - 06902 Sophia Antipolis Cedex France Unité de recherche INRIA Futurs : Parc Club Orsay Université - ZAC des Vi[r] ... Voir le document complet

... . (5) The main difference between [ DSC14 ] and the present work is that we allow F (exp(i ξ)) to be a trigono- metric rational function of ξ rather than just a trigonometric polynomial in ξ. In other words, we ... Voir le document complet

... a lower bound on the length of the shortest path from s to t in G, the routing ratio is an upper bound on the competitive ...19] for instance) and even when it is, a small competitive ratio may not ... Voir le document complet

... asks for a superstring of P of minimal ..., and in bioinformatics where it models the first step of genome ...(NP-hard) and to closely approximate ...upper and a lower bound on the ... Voir le document complet