[PDF] Top 20 Sobol-Hoeffding decomposition: bounds and extremes

... Tail dependograph Inference Let µ = µ 1 ⊗ · · · ⊗ µ d a measure on [0, 1] d (without special link with F ). As a sum of separable functions, the whole Sobol-Hoeffding decomposition of the stdf ... Voir le document complet

... [19] and references therein), the input variables are assumed to be indepen- dent random ...so-called Hoeffding decomposition, also known as func- tional ANOVA, see ...the Sobol index or ... Voir le document complet

... output and the inputs of the regression ...literature. Hoeffding decomposition [9] (see also Owen [21]) states that the variance of the output can be uniquely decomposed into summands of increasing ... Voir le document complet

... chain) and ap- ...3.2 and Theorem ...Adamczak and Bednorz (2015). 1. The bounds obtained in this paper are related to the Fuk and Nagaev sharp bound inequality obtained in Bertail ... Voir le document complet

... the bounds are much better than in Szemer´ edi’s regularity lemma. The bounds on the number of parts is only single-exponential, instead of the tower-type bound which appears in the standard regularity ... Voir le document complet

... Induction hypothesis: For some n > 1, and for any compact stratied space of dimension (n − 1), the previous proposition holds. By denition of an admissible curve, γ meets the singular set Σ at most nitely ... Voir le document complet

... Section 2 is a short presentation of how condensation arises for random allocation models and zrp. The first two subsections, §2.1.1 and §2.1.2, give the basic formalism. Equation (2.20) introduces a simple ... Voir le document complet

... high and low temperatures and their amplitude and frequency changes over the last 60 years in the North Atlantic (NA) ...amplitude and frequency of extreme events through the parameters of an ... Voir le document complet

... and heuristically evocative, but it has no relevant mathematical function in the proof of the theorem other than that of warranting the existence of a (finite) sum of a geometric series or, at least, the ... Voir le document complet

... In the last decade, the bipartite ranking problem, a supervised learning task, has received the attention of the statistical learning community (see [15, 26, 10] for instance). Its probabilistic framework is the same as ... Voir le document complet

... 4.1 I NTRODUCTION A question that often arises when monitoring several variables is which groups of variables are prone to be large simultaneously. In food risk management, for in- stance, the variables under ... Voir le document complet

... Figure 5 shows the RMSE of the different estimators of the probabilities (i)–(iv) with t (i) = 0.4 and true values 0.573, 0.072, 0.584 and 0, respectively. Here, we have used PCA with ˜ p = 4 in the upper ... Voir le document complet

... However, for one-pass algorithms, nothing better has been known for Zipfian distributions than for arbitrary distributions; in fact, the lower bound [16] on linear spar[r] ... Voir le document complet

... drying and a pronounced increase in heatwaves over the last ...Understanding and quantifying the risks from compound events over the MED is paramount for present and future disaster risk reduction ... Voir le document complet

... availability and child malnutrition - which are determinants for long-term growth and health - may be severely affected by climate change and its effect on the agricultural sector (Nelson et ... Voir le document complet

... on Sobol indices applied to a series hybrid architecture of aircraft ...proposed and validated in order to roughly assess the snowball effects obtained when the weight and efficiencies of embedded ... Voir le document complet

... mass, and the constraints have been stored as outputs in order to determine the Sobol ...(masses and efficiency), constraints are calculated and displayed to emphasize their influence ... Voir le document complet

... tions is necessary and sufficient to compute the CP decompo- sition using the SALT algorithm. It is worth mentioning that these conditions become weak for high order arrays. Notably, at orders higher than 3, the ... Voir le document complet

... puts and detect the potential interactions between ...by Sobol’ [1] allows to calculate sensitivity indices called Sobol’ ...models and only a few num- ber of runs is not enough to retrieve ... Voir le document complet

... In the actual simulations we can use membrane or shell elements. The shell is more robust but also more computationally demanding. In our example we used a membrane element. The drawback is that the operator is not ... Voir le document complet