Hoeffding–Sobol decomposition of homogeneous co-survival functions: from Choquet representation to extreme value theory application [PDF]
Dependence Modeling, 2021 The paper investigates the Hoeffding–Sobol decomposition of homogeneous co-survival functions. For this class, the Choquet representation is transferred to the terms of the functional decomposition, and in addition to their individual variances, or to ...
Mercadier Cécile, Ressel Paul
doaj +4 more sources
Generalized Hoeffding-Sobol Decomposition for Dependent Variables -Application to Sensitivity Analysis [PDF]
Electronic Journal of Statistics, 2012 In this paper, we consider a regression model built on dependent variables. This regression modelizes an input output relationship. Under boundedness assumptions on the joint distribution function of the input variables, we show that a generalized ...
Chastaing, Gaëlle +2 more
core +12 more sources
Hoeffding decomposition in $$H^1$$ spaces [PDF]
Mathematische Zeitschrift, 2019 The well known result of Bourgain and Kwapień states that the projection $$P_{\le m}$$ P ≤ m onto the subspace of the Hilbert space $$L^2\left( \Omega ^\infty \right) $$ L 2 Ω ∞ spanned by functions dependent on at most m variables is ...
M. Rzeszut, M. Wojciechowski
semanticscholar +4 more sources
Linking the Hoeffding–Sobol and Möbius formulas through a decomposition of Kuo, Sloan, Wasilkowski, and Woźniakowski [PDF]
Statistics & Probability Letters, 2022 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Cécile Mercadier +2 more
semanticscholar +5 more sources
Hoeffding-type decomposition for U-statistics on bipartite networks
Electronic Journal of Statistics, 2023 We consider a broad class of random bipartite networks, the distribution of which is invariant under permutation within each type of nodes. We are interested in $U$-statistics defined on the adjacency matrix of such a network, for which we define a new ...
T. L. Minh +3 more
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RKHSMetaMod: An R Package to Estimate the Hoeffding Decomposition of a Complex Model by Solving RKHS Ridge Group Sparse Optimization Problem [PDF]
The R Journal, 2019 In this paper, we propose an R package, called RKHSMetaMod, that implements a procedure for estimating a meta-model of a complex model. The meta-model approximates the Hoeffding decomposition of the complex model and allows us to perform sensitivity ...
Halaleh Kamari, S. Huet, M. Taupin
semanticscholar +5 more sources
On Hoeffding decomposition in $L_{p}$
Illinois Journal of Mathematics, 2010 The Hoeffding decomposition for a \(U\)-statistic of order \(d\) expresses the statistic as a sum of canonical statistics of orders \(k \leq d\). The classical result assumes the statistic is based on random variables with finite variance. \textit{J. Bourgain} [Semin. Anal. Fonct.
S. Kwapień
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Hoeffding-ANOVA decompositions for symmetric statistics of exchangeable observations [PDF]
The Annals of Probability, 2004 Consider a (possibly infinite) exchangeable sequence X = {Xn:1 ≤ n 0, Xn(α,c) consists of the first n instants of a generalized Polya urn sequence. For every choice of α(⋅) and c, the Hoeffding-ANOVA decomposition of a symmetric and square integrable ...
G. Peccati
semanticscholar +5 more sources
Hoeffding decomposition of functions of random dependent variables
Journal of Multivariate AnalysiszbMATH Open Web Interface contents unavailable due to conflicting licenses.
Marouane Il Idrissi +4 more
semanticscholar +4 more sources
Explaining Models under Multivariate Bernoulli Distribution via Hoeffding Decomposition
arXiv.orgUnderstanding the behavior of predictive models with random inputs can be achieved through functional decompositions into sub-models that capture interpretable effects of input groups. Building on recent advances in uncertainty quantification, the existence and uniqueness of a generalized Hoeffding decomposition have been established for correlated ...
Baptiste Ferrere +4 more
semanticscholar +3 more sources