Related papers: Higher order Sobol' indices
In this article, we investigate the extremal properties of logarithmic coefficients for the class $\mathcal{S}_{ch}^*$ of starlike functions associated with the hyperbolic cosine function. We establish the sharp upper bounds for the initial…
A new method of estimating higher order perturbative coefficients is discussed. It exploits the rapid, asymptotic growth of perturbative coefficients and the information on the singularities in the complex Borel plane. A comparison with…
We introduce the Hardy spaces $\mathcal{H}^{p}_{FIO}(\mathbb{R}^{n})$ for Fourier integral operators for $0<p<1$, thereby extending earlier constructions for $1\leq p\leq \infty$. We then establish various properties of these spaces,…
Motivated by applications to stochastic programming, we introduce and study the expected-integral functionals, which are mappings given in an integral form depending on two variables, the first a finite dimensional decision vector and the…
A system of commutative hyperbolic complex numbers in 2 dimensions is studied in this paper. Exponential and trigonometric forms are obtained for these hyperbolic twocomplex numbers. Expressions are given for the elementary functions of…
Higher-Order Influence Functions (HOIFs) provide a unified theory for constructing rate-optimal estimators for a large class of low-dimensional (smooth) statistical functionals/parameters (and sometimes even infinite-dimensional functions)…
Let $f$ be analytic in the unit disk $\mathbb D$ and normalized so that $f(z)=z+a_2z^2+a_3z^3+\cdots$. In this paper, we give upper bounds of the Hankel determinant of second order for the classes of starlike functions of order $\alpha$,…
A variety of indices aim to quantify the impact of input variables on a response, typically the output from a complex computer code or black-box model. Most commonly used, the Sobol' index typically measures the influence of some inputs…
This article studies statistical estimation of $\pi$ based on the fact that the ratio of the volumes of a $d$-dimensional hypersphere and a $d$-dimensional hypercube is a certain function of $\pi$, and the function depends on the dimension…
Global sensitivity analysis aims at measuring the relative importance of different variables or groups of variables for the variability of a quantity of interest. Among several sensitivity indices, so-called Shapley effects have recently…
Feature importance scores are ubiquitous tools for understanding the predictions of machine learning models. However, many popular attribution methods suffer from high instability due to random sampling. Leveraging novel ideas from…
This paper introduces a new kind of propositional encoding for reasoning about partial orders. The symbols in an unspecified partial order are viewed as variables which take integer values and are interpreted as indices in the order. For a…
Many mathematical models involve input parameters, which are not precisely known. Global sensitivity analysis aims to identify the parameters whose uncertainty has the largest impact on the variability of a quantity of interest. One of the…
A novel theoretical and numerical framework for the estimation of Sobol sensitivity indices for models in which inputs are confined to a non-rectangular domain (e.g., in presence of inequality constraints) is developed. Two numerical…
We study sharpened forms of the concentration of measure phenomenon typically centered at stochastic expansions of order $d-1$ for any $d \in \mathbb{N}$. The bounds are based on $d$-th order derivatives or difference operators. In…
Using Fourier series representations of functions on axisymmetric domains, we find weighted Sobolev norms of the Fourier coefficients of a function that yield norms equivalent to the standard Sobolev norms of the function. This…
Leveraging the large body of work devoted in recent years to describe redundancy and synergy in multivariate interactions among random variables, we propose a novel approach to quantify cooperative effects in feature importance, one of the…
Lehner's 1949 results on the $j$-invariant showed high divisibility of the function's coefficients by the primes $p\in\{2,3,5,7\}$. Expanding his results, we examine a canonical basis for the space of level $p$ modular functions holomorphic…
In the context of computer code experiments, sensitivity analysis of a complicated input-output system is often performed by ranking the so-called Sobol indices. One reason of the popularity of Sobol's approach relies on the simplicity of…
We prove that if the Hausdorff dimension of a compact subset of ${\mathbb R}^d$ is greater than $\frac{d+1}{2}$, then the set of angles determined by triples of points from this set has positive Lebesgue measure. Sobolev bounds for…