Open AccessBlock-Diagonal Covariance Estimation and Application to the Shapley Effects in Sensitivity Analysis
Author(s) -
Baptiste Broto,
François Bachoc,
Laura Clouvel,
JeanMarc Martinez
Publication year - 2022
Publication title -
siam/asa journal on uncertainty quantification
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.094
H-Index - 29
ISSN - 2166-2525
DOI - 10.1137/20m1358839
Subject(s) - mathematics , estimator , covariance matrix , covariance , dimension (graph theory) , estimation of covariance matrices , diagonal , gaussian , matrix (chemical analysis) , mathematical optimization , statistics , combinatorics , physics , geometry , materials science , quantum mechanics , composite material
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