ESAIM: Probability and Statistics (ESAIM: P&S)

Randomized pick-freeze for sparse Sobol indices estimation in high dimension

Yohann de Castro and Alexandre Janon

ESAIM: PS, 19 (2015) 725-745

Published online: 11 December 2015

DOI: 10.1051/ps/2015013

Yohann de Castro

Alexandre Janon

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