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

Author： de Castro Yohann   Janon Alexandre  

Publisher： Edp Sciences

E-ISSN： 1262-3318|19|issue|725-745

ISSN： 1292-8100

Source： ESAIM: Probability and Statistics, Vol.19, Iss.issue, 2015-12, pp. : 725-745

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