Statistical developments for target and conditional sensitivity analysis: application on safety studies for nuclear reactor

A Marrel, V Chabridon - Reliability Engineering & System Safety, 2021 - Elsevier
In the framework of uncertainty treatment in numerical simulation, Global sensitivity analysis
(GSA) aims at determining (qualitatively or quantitatively) how the variability of the uncertain …

Efficient Aggregated Kernel Tests using Incomplete -statistics

A Schrab, I Kim, B Guedj… - Advances in Neural …, 2022 - proceedings.neurips.cc
We propose a series of computationally efficient, nonparametric tests for the two-sample,
independence and goodness-of-fit problems, using the Maximum Mean Discrepancy …

MMD aggregated two-sample test

A Schrab, I Kim, M Albert, B Laurent, B Guedj… - Journal of Machine …, 2023 - jmlr.org
We propose two novel nonparametric two-sample kernel tests based on the Maximum Mean
Discrepancy (MMD). First, for a fixed kernel, we construct an MMD test using either …

MMD-FUSE: Learning and combining kernels for two-sample testing without data splitting

F Biggs, A Schrab, A Gretton - Advances in Neural …, 2024 - proceedings.neurips.cc
We propose novel statistics which maximise the power of a two-sample test based on the
Maximum Mean Discrepancy (MMD), byadapting over the set of kernels used in defining it …

On the power of Chatterjee's rank correlation

H Shi, M Drton, F Han - Biometrika, 2022 - academic.oup.com
Summary introduced a simple new rank correlation coefficient that has attracted much
attention recently. The coefficient has the unusual appeal that it not only estimates a …

Minimax optimality of permutation tests

I Kim, S Balakrishnan, L Wasserman - The Annals of Statistics, 2022 - projecteuclid.org
Minimax optimality of permutation tests Page 1 The Annals of Statistics 2022, Vol. 50, No. 1,
225–251 https://doi.org/10.1214/21-AOS2103 © Institute of Mathematical Statistics, 2022 …

Local permutation tests for conditional independence

I Kim, M Neykov, S Balakrishnan… - The Annals of …, 2022 - projecteuclid.org
Local permutation tests for conditional independence Page 1 The Annals of Statistics 2022, Vol.
50, No. 6, 3388–3414 https://doi.org/10.1214/22-AOS2233 © Institute of Mathematical Statistics …

Spectral regularized kernel two-sample tests

O Hagrass, B Sriperumbudur, B Li - The Annals of Statistics, 2024 - projecteuclid.org
Spectral regularized kernel two-sample tests Page 1 The Annals of Statistics 2024, Vol. 52,
No. 3, 1076–1101 https://doi.org/10.1214/24-AOS2383 © Institute of Mathematical Statistics …

Optimal rates for independence testing via U-statistic permutation tests

TB Berrett, I Kontoyiannis, RJ Samworth - The Annals of Statistics, 2021 - projecteuclid.org
Optimal rates for independence testing via U-statistic permutation tests Page 1 The Annals
of Statistics 2021, Vol. 49, No. 5, 2457–2490 https://doi.org/10.1214/20-AOS2041 © Institute …

A generalized kernel method for global sensitivity analysis

J Barr, H Rabitz - SIAM/ASA Journal on Uncertainty Quantification, 2022 - SIAM
Global sensitivity analysis (GSA) is frequently used to analyze how the uncertainty in input
parameters of computational models or in experimental setups influences the uncertainty of …