Open AccessParseval inequalities and lower bounds for variance-based sensitivity indices
Author(s) -
Olivier Roustant,
Fabrice Gamboa,
Bertrand Iooss
Publication year - 2020
Publication title -
electronic journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.482
H-Index - 54
ISSN - 1935-7524
DOI - 10.1214/19-ejs1673
Subject(s) - mathematics , sobol sequence , polynomial chaos , sensitivity (control systems) , parseval's theorem , eigenfunction , upper and lower bounds , truncation (statistics) , operator (biology) , pure mathematics , mathematical analysis , eigenvalues and eigenvectors , statistics , fourier transform , fourier analysis , biochemistry , physics , chemistry , repressor , quantum mechanics , electronic engineering , transcription factor , fractional fourier transform , monte carlo method , gene , engineering