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Linking the Hoeffding--Sobol and Möbius formulas through a decomposition of Kuo, Sloan, Wasilkowski, and Wozniakowski

Abstract : Extensions of a result of Kuo et al. (Math. Comp., 79 (2010), 953–966) are presented which unify the derivation of the Hoeffding--Sobol and Möbius decompositions of a multivariate function as a sum of terms of increasing complexity.
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Preprints, Working Papers, ...
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https://hal.archives-ouvertes.fr/hal-03220809
Contributor : Cécile Mercadier Connect in order to contact the contributor
Submitted on : Wednesday, February 16, 2022 - 1:49:23 PM
Last modification on : Monday, April 4, 2022 - 3:24:25 PM

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  • HAL Id : hal-03220809, version 3

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Cécile Mercadier, Olivier Roustant, Christian Genest. Linking the Hoeffding--Sobol and Möbius formulas through a decomposition of Kuo, Sloan, Wasilkowski, and Wozniakowski. 2021. ⟨hal-03220809v3⟩

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