Computing the variance of a conditional expectation via non-nested Monte
Carlo

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Computing the variance of a conditional expectation via non-nested Monte Carlo

18 May 2016

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Papers citing "Computing the variance of a conditional expectation via non-nested Monte Carlo"

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Title
Efficiency of the averaged rank-based estimator for first order Sobol index inference T. Klein Paul Rochet 76 3 0 09 Jun 2023
New estimation of Sobol' indices using kernels Sébastien Da Veiga Fabrice Gamboa A. Lagnoux T. Klein Clémentine Prieur 55 2 0 31 Mar 2023
Constructing unbiased gradient estimators with finite variance for conditional stochastic optimization T. Goda Wataru Kitade 70 3 0 04 Jun 2022
Test comparison for Sobol Indices over nested sets of variables T. Klein Nicolas Peteilh Paul Rochet 50 1 0 31 Mar 2022
A simple algorithm for global sensitivity analysis with Shapley effects T. Goda FAtt 41 16 0 02 Sep 2020
Global sensitivity analysis and Wasserstein spaces J. Fort T. Klein A. Lagnoux 63 15 0 24 Jul 2020
Sensitivity analysis in general metric spaces Fabrice Gamboa T. Klein A. Lagnoux L. Moreno 64 14 0 11 Feb 2020
On Nesting Monte Carlo Estimators Tom Rainforth R. Cornish Hongseok Yang Andrew Warrington Frank Wood 151 132 0 18 Sep 2017