Related papers: Higher order Sobol' indices

Influence diagnosis is important since presence of influential observations could lead to distorted analysis and misleading interpretations. For high-dimensional data, it is particularly so, as the increased dimensionality and complexity…

Let $F$ be a univariate polynomial or rational fraction of degree $d$ defined over a number field. We give bounds from above on the absolute logarithmic Weil height of $F$ in terms of the heights of its values at small integers: we review…

We establish the higher differentiability of solutions to a class of obstacle problems for integral functionals where the convex integrand f satisfies p-growth conditions with respect to the gradient variable. We derive that the higher…

In various disordered systems or non-equilibrium dynamical models, the large deviations of some observables have been found to display different scalings for rare values bigger or smaller than the typical value. In the present paper, we…

Sobol' sensitivity index estimators for stochastic models are functions of nested Monte Carlo estimators, which are estimators built from two nested Monte Carlo loops. The outer loop explores the input space and, for each of the…

Measuring a strength of dependence of random variables is an important problem in statistical practice. In this paper, we propose a new function valued measure of dependence of two random variables. It allows one to study and visualize…

The numerical values extracted from a graph that indicates its topology are called topological indices. A contemporary and efficient method is to compute a graph's topological indices using the graph polynomial that corresponds to it. This…

Our approach to higher order Fourier analysis is to study the ultra product of finite (or compact) Abelian groups on which a new algebraic theory appears. This theory has consequences on finite (or compact) groups usually in the form of…

For each $p>2$ we give intrinsic characterizations of the restriction of the homogeneous Sobolev space $L^1_p(R^2)$ to an arbitrary finite subset $E$ of $R^2$. The trace criterion is expressed in terms of certain weighted oscillations of…

We prove a general result implying the $L^2$ stability of Haar decompositions of $L^2({\bf R}^d)$ functions when the Haar functions are distorted by arbitrary, independent, affine changes of variable that are close to the identity. We apply…

Monte Carlo integration is a commonly used technique to compute intractable integrals and is typically thought to perform poorly for very high-dimensional integrals. To show that this is not always the case, we examine Monte Carlo…

The well-known Bohr--P\'al theorem asserts that for every continuous real-valued function $f$ on the circle $\mathbb T$ there exists a change of variable, i.e., a homeomorphism $h$ of $\mathbb T$ onto itself, such that the Fourier series of…

The Trotter-Suzuki decomposition is one of the main approaches for realization of quantum simulations on digital quantum computers. Variance-based global sensitivity analysis (the Sobol method) is a wide used method which allows to…

We prove a characterization of the Sobolev spaces $H^\alpha$ on the unit sphere $\mathbb{S}^{d-1}$, where the smoothness index $\alpha$ is any positive real number and $d\geq 2$. This characterization does not use differentiation and it is…

In this paper, a Monte Carlo based approach for the quantification of the importance of the scattering input parameters with respect to the failure probability is presented. Using the basic idea of the alpha-factors of the First Order…

Second-order polynomials generalize classical first-order ones in allowing for additional variables that range over functions rather than values. We are motivated by their applications in higher-order computational complexity theory,…

Logarithmic and inverse logarithmic coefficients play a crucial role in the theory of univalent functions. In this study, we focus on the class of starlike functions \(\mathcal{S}^*_\rho\), defined as \[ \mathcal{S}^*_\rho = \left\{ f \in…

This survey-type paper provides a common framework for a larger number of higher order concentration results (i.\,e., concentration results for non-Lipschitz functions which have bounded derivatives of higher order) in the spirit of…

Finding upper and lower bounds to integrals with respect to copulas is a quite prominent problem in applied probability. In their 2014 paper, Hofer and Iaco showed how particular two dimensional copulas are related to optimal solutions of…

Biomechanical models often need to describe very complex systems, organs or diseases, and hence also include a large number of parameters. One of the attractive features of physics-based models is that in those models (most) parameters have…