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- W4296576280 abstract "In this paper we address the problem of efficient estimation of Sobol sensitivy indices. First, we focus on general functional integrals of conditional moments of the form $E(psi(E(varphi(Y)|X)))$ where $(X,Y)$ is a random vector with joint density $f$ and $psi$ and $varphi$ are functions that are differentiable enough. In particular, we show that asymptotical efficient estimation of this functional boils down to the estimation of crossed quadratic functionals. An efficient estimate of first-order sensitivity indices is then derived as a special case. We investigate its properties on several analytical functions and illustrate its interest on a reservoir engineering case." @default.
- W4296576280 created "2022-09-22" @default.
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- W4296576280 date "2012-03-13" @default.
- W4296576280 modified "2023-10-16" @default.
- W4296576280 title "Efficient Estimation of Sensitivity Indices" @default.
- W4296576280 hasPublicationYear "2012" @default.
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