Nous définissons et étudions une généralisation des indices de Sobol pour des sorties vectorielles.
We define and study a generalization of Sobol sensitivity indices for the case of a vector output.
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@article{CRMATH_2013__351_7-8_307_0, author = {Gamboa, Fabrice and Janon, Alexandre and Klein, Thierry and Lagnoux, Agn\`es}, title = {Sensitivity indices for multivariate outputs}, journal = {Comptes Rendus. Math\'ematique}, pages = {307--310}, publisher = {Elsevier}, volume = {351}, number = {7-8}, year = {2013}, doi = {10.1016/j.crma.2013.04.016}, language = {en}, url = {http://www.numdam.org/articles/10.1016/j.crma.2013.04.016/} }
TY - JOUR AU - Gamboa, Fabrice AU - Janon, Alexandre AU - Klein, Thierry AU - Lagnoux, Agnès TI - Sensitivity indices for multivariate outputs JO - Comptes Rendus. Mathématique PY - 2013 SP - 307 EP - 310 VL - 351 IS - 7-8 PB - Elsevier UR - http://www.numdam.org/articles/10.1016/j.crma.2013.04.016/ DO - 10.1016/j.crma.2013.04.016 LA - en ID - CRMATH_2013__351_7-8_307_0 ER -
%0 Journal Article %A Gamboa, Fabrice %A Janon, Alexandre %A Klein, Thierry %A Lagnoux, Agnès %T Sensitivity indices for multivariate outputs %J Comptes Rendus. Mathématique %D 2013 %P 307-310 %V 351 %N 7-8 %I Elsevier %U http://www.numdam.org/articles/10.1016/j.crma.2013.04.016/ %R 10.1016/j.crma.2013.04.016 %G en %F CRMATH_2013__351_7-8_307_0
Gamboa, Fabrice; Janon, Alexandre; Klein, Thierry; Lagnoux, Agnès. Sensitivity indices for multivariate outputs. Comptes Rendus. Mathématique, Tome 351 (2013) no. 7-8, pp. 307-310. doi : 10.1016/j.crma.2013.04.016. http://www.numdam.org/articles/10.1016/j.crma.2013.04.016/
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