HAL will be down for maintenance from Friday, June 10 at 4pm through Monday, June 13 at 9am. More information
Skip to Main content Skip to Navigation
Preprints, Working Papers, ...

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

Cécile Mercadier 1 Olivier Roustant 2 Christian Genest 3
1 PSPM - Probabilités, statistique, physique mathématique
ICJ - Institut Camille Jordan [Villeurbanne]
2 INSA Toulouse - Institut National des Sciences Appliquées - Toulouse
3 Department of Mathematics and Statistics McGill University
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.
Keywords : Functional representation Möbius decomposition Hoeffding--Sobol decomposition
Document type :
Preprints, Working Papers, ...
Complete list of metadata
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

File

Vignette du document
MercadierRoustantGenestHAL.pdf
Files produced by the author(s)

Identifiers

  • HAL Id : hal-03220809, version 3

Collections

EC-LYON | INSMI | UNIV-ST-ETIENNE | UNIV-LYON1 | INSA-TOULOUSE | INSA-GROUPE | UDL | INSA-LYON | CNRS | ICJ-PSPM

Citation

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⟩

Export

BibTeX TEI DC DCterms EndNote Datacite

Share

Metrics

Record views

85

Files downloads

75