@article{PS_2015__19__725_0, author = {Castro, Yohann de and Janon, Alexandre}, title = {Randomized pick-freeze for sparse {Sobol} indices estimation in high dimension}, journal = {ESAIM: Probability and Statistics}, pages = {725--745}, publisher = {EDP-Sciences}, volume = {19}, year = {2015}, doi = {10.1051/ps/2015013}, zbl = {1392.62111}, language = {en}, url = {http://www.numdam.org/articles/10.1051/ps/2015013/} }